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
Revision requested at the Journal of Business & Economic Statistics.
[abstract; arXiv; R package].


An Introduction to Double/Debiased Machine Learning
with Achim Ahrens, Victor Chernozhukov, Christian Hansen, Damian Kozbur, Mark Schaffer.
Revision requested at the Journal of Economic Literature.
[abstract; arXiv; tutorial].


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]

Publications

Model Averaging and Double Machine Learning
with Achim Ahrens, Christian Hansen, Mark Schaffer.
Journal of Applied Econometrics, 2025, 40(3): 249-269.
[abstract; article; 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]