Kurz, Malte S.;Spanhel, FabianTesting the simplifying assumption in high-dimensional vine copulasElectronic Journal of Statistics2022162
Kurz, Malte S.;Mittnik, StefanRisk Assessment and Spurious SeasonalityEconometrics and Statistics2022
Bach, Philipp; Chernozhukov, Victor; Kurz, Malte S. Kurz; Spindler, MartinDoubleML - An Object-Oriented Implementation of Double Machine Learning in PythonJournal of Machine Learning Research202223531-6
Kurz, Malte S.Distributed Double Machine Learning with a Serverless ArchitectureCompanion of the ACM/SPEC International Conference on Performance EngineeringVirtual Event, FranceACM2021
Spanhel, Fabian;Kurz, Malte S.Simplified vine copula models: Approximations based on the simplifying assumptionElectronic Journal of Statistics2019131
Kurz, Malte S.A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equationEconomics Letters201816842-45
Spanhel, Fabian;Kurz, Malte S.The partial copula: Properties and associated dependence measuresStatistics & Probability Letters201611976-83
Farbmacher, Helmut;Kann, AlexanderOn the Effect of Imputation on the 2SLS VarianceOn the Effect of Imputation on the 2SLS Variance2019
Helmut FarbmacherSIVREG: Stata module to perform adaptive Lasso with some invalid instrumentsSIVREG: Stata module to perform adaptive Lasso with some invalid instruments2018
Farbmacher, Helmut;Huber, Martin;Lafférs, Lukáš;Langen, Henrika;Spindler, MartinCausal Mediation Analysis with Double Machine LearningEconometrics Journal2022252277-300