Prof. Dr. Martin Spindler
Chair of Statistics
Winterterm: Tuesday 10.00 a.m. to 11.00 a.m.
Semester break: by appointment
|Fields of Interest||Econometrics and Statistics with Applications to Finance, Insurance and Health Economics
Nonparametric and High-dimensional Statistics / Econometrics, Machine Learning
|Current Position||Professor for Statistics, Department for Business Administration, University of Hamburg, since 6/2016|
|Professional Experience||Visiting Professor for Microeconometrics (substitution for Professor van den Berg), University Mannheim, Spring term 2016
Senior Researcher, Max Planck Society / Munich Center for the Economics of Aging, 5/2012-5/2016
Visiting Professor, Boston College, Boston, USA and Visiting Scholar, Massachusetts Institute of Technology, Cambridge, USA, 10/2015–12/2015
Research Fellow / Visiting Scholar, Massachusetts Institute of Technology, Cambridge, USA, 8/2013–7/2014
Research Stay, Singapore Management University, Singapore, 5/2012–6/2012
Visiting Scholar, Columbia University, 1/2011–4/2011
|Education||PhD in Economics, Munich Graduate School of Economics, University of Munich, 5/2012
Title: Essays in Econometrics
Master in Mathematics ("Diplom"), University of Munich, 2008.
B.A. Mathematics ("Vordiplom"), University of Regensburg, 2005.
Master in Economics ("Diplom"), University of Regensburg, 2003.
Abitur, Joseph-von-Fraunhofer Gymnasium, Cham, 1998.
Semiparametric count data modeling with an application to health service demand (with Philipp Bach and Helmut Farbmacher), Econometrics and Statistics (Special Issue on Nonparametric and Quantile Regression), 2017, in press.
L2Boosting for Economic Applications (with Ye Luo), American Economic Review, Papers and Proceedings, 107(5), 270–73, 2017.
hdm: High-Dimensional Metrics (with Victor Chernozhukov and Christian Hansen), R Journal 8(2), 185–199, 2016.
How do unisex rating regulations affect gender differences in insurance premiums? (with Vijay Aseervatham and Christoph Lex), The Geneva Papers on Risk and Insurance - Issues and Practice 41, 128-160, 2016.
Lasso for Instrumental Variable Estimation, Journal of Applied Econometrics, 31(2), 450–454, 2015.
Post-Selection and Post-Regularization Inference in Linear Models with many Controls and Instruments (with Victor Chernozhukov and Christian Hansen), American Economic Review, Papers and Proceedings, 105(5), 486–90, 2015.
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach (with Victor Chernozhukov and Christian Hansen), Annual Review of Economics, Vol. 7: 649-688, 2015.
Stock Market Volatility: Identifying Major Drivers and the Nature of Their Impact (with Stefan Mittnik and Nikolay Robinzonov), Journal of Banking and Finance, 58, 1–14, 2015.
Asymmetric Information in (private) Accident Insurance, Economics Letters, 130, May 2015, 85–88, 2015.
Asymmetric Information in the Automobile Insurance: Evidence from Germany (with Steffen Hagmayer and Joachim Winter), Journal of Risk and Insurance 81 (4), 781–801, 2014.
Econometric Methods for Testing for Asymmetric Information – A Comparison of Parametric and Nonparametric Methods with an Application to Hospital Daily Benefits, The Geneva Risk and Insurance Review 39, 254–266, 2014.
Nonparametric Testing for Asymmetric Information (with Liangjun Su), Journal of Business and Economic Statistics 31 (2), 208–225, 2013.
Essays in Econometrics, Dissertation, University of Munich, 2012.
Asymmetric Information in Insurance Markets: Does it really exist? Insurance Economics 64, 6–8, July 2011.
L2Boosting in High-Dimensions: Rate of Convergence (with Ye Luo)
L2Boosting for Estimation of Treatment Effects in a High-Dimensional Setting (with Ye Luo)
Transformation Models in High-Dimensions (with Sven Klaassen and Jannis Kück)
A Reexamination of the Gender Wage Gap (with Philipp Bach and Victor Chernozhukov)
Random Coefficient Models in High-Dimension with Application to Demand Estimation (with Stefan Hoderlein and Hajo Holzmann)
“They do know what they are doing ... at least most of them.” Asymmetric Information and Unobserved Heterogeneity in the (private) Accident Insurance
L2Boosting for Optimal Instrumental Variable Estimation
Work in Progress
Estimation of Interest Rate Curves in a High-Dimensional Setting (with Andreas Fuest)
Nonlinear and high-dimensional Modeling of VARs (with Stefan Mittnik and Nikolay Robinzonov)
Determinants of Financial Stability in India (with A. Das, P. Ghosh and J. Bhattacharya)
Estimation of a High-dimensional Mincer Equation (with Victor Chernozhukov and Christian Hansen)
Adaptive Non-Parametric Smoothing of Discrete Variables (with Ye Luo)
L1Boosting: Theoretical Results (with Ye Luo)
Graphical Lasso Models (with Sven Klaassen and Jannis Kück)
Semiparametric Estimation of Demand for Health Services (with Helmut Farbmacher and Philipp Bach)
Long-term care in Europe (with Tabea Bucher-Koenen)
Chapters in Books
Long–term care insurance across Europe (with Tabea Bucher-Koenen and Johanna Schütz), Chapter 32, in: SHARE First Results Book 5, Börsch-Supan, A., T. Kneip, H. Litwin and G. Weber (Eds.), accepted and in press.