Thomas Wiemann

I’m a PhD student in Economics at the University of Chicago. My primary research interest lie in demand estimation, machine learning, and causal inference.

wiemann@uchicago.edu

Working papers

Optimal Categorical Instrumental Variables
Revise and Resubmit at the Journal of Business & Economic Statistics.
[abstract; arXiv; R package].


Demand Estimation with Finitely Many Consumers
with Jonas Lieber.
[abstract; draft; slides]


Effects of Health Care Policy Uncertainty on Households’ Portfolio Choice
with Robin L Lumsdaine.
[abstract; draft; slides]

Work in progress

The Hitchhiker’s Guide to Double/Debiased Machine Learning
with Achim Ahrens, Victor Chernozhukov, Christian Hansen, Damian Kozbur, Mark Schaffer.
Revise and Resubmit at the Journal of Economic Literature.

Publications

Model Averaging and Double Machine Learning
with Achim Ahrens, Christian Hansen, Mark Schaffer.
Accepted at the Journal of Applied Econometrics.
[abstract; arXiv; Stata package; R package]


ddml: Double/debiased machine learning in Stata
with Achim Ahrens, Christian Hansen, Mark Schaffer.
Stata Journal, 2024, 24(1): 3-45.
[abstract; article; Stata package; R package]

Software

Teaching

Econometrics – Econ 21020 (Spring 2022)
[Course Website; Syllabus; Course Material; Evaluations]