Dr. Martin Spindler. Personal Information. Fields of Interest. Current Position. Professional Experience. Education
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1 Dr. Martin Spindler Max Planck Society Munich Center for the Economics of Aging Amalienstr Munich Germany Office: Mobile: Fax: Personal Information date of birth: 25th of March 1979 Citizenship: German marital status: single Fields of Interest Econometrics and Statistics with Applications to Finance, Insurance and Health Economics Nonparametric and High-dimensional Statistics / Econometrics, Machine Learning Microeconometrics Current Position 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, since 5/2012 Professional Experience Visiting Professor, Boston College, Boston, USA and Visiting Scholar, Massachusetts Institute of Technology, Cambridge, USA, 10/ /2015 Research Fellow / Visiting Scholar, Massachusetts Institute of Technology, Cambridge, USA, Sponsor: Prof. Victor Chernozhukov, 8/2013 7/2014 Research Stay, Singapore Management University, Singapore, Sponsor: Prof. Liangjun Su, 5/2012 6/2012 Visiting Scholar, Columbia University, Sponsor: Prof. Bernard Salanié, 1/2011 4/2011 Education PhD in Economics, Munich Graduate School of Economics, University of Munich, 5/2012 Title: Essays in Econometrics
2 Dr. Martin Spindler 2 Grade: summa cum laude Master in Mathematics ("Diplom"), University of Munich, Fields of specialization: Probability Theory, Mathematical Statistics, Mathematical Finance Average grade 1.1, (scale: ) best 10 % of class B.A. Mathematics ("Vordiplom"), University of Regensburg, Average grade 1.3, (scale: ) Master in Economics ("Diplom"), University of Regensburg, Fields of specialization: Industrial Organisation, Statistics, Public Finance Average grade 1.3, (scale: ) best of class Abitur (approximately equivalent to a High School Diploma), Average grade 1.1, (scale: ) Honors, Awards, & Fellowships DFG Grant Initiation of International Collaboration 7/2015 (4,800 Euro) DFG Research Grant 8/2013 7/2014 GENEVA Research Grant 2011 (10,000 SFR) Scholarship of the German Research Foundation (DFG) (10/2008 9/2011) Best 10 % of class in Mathematics (2008) (waiver of tuition fees) Best of class in Economics (2003) Grant of the German Academic Exchange Service 1/2011 4/2011 Travel grant of the German Statistical Association 2010, 2011, 2012 Scholarship for highly gifted students (10/ /2003) Scholarship for the summer school "Asymmetric Information and Learning in Financial Markets" (2008) Scholarship of the Oskar-Karl-Forster-Foundation (2001) Internships 7/2008-9/2008 Internship, risklab germany, a subsidiary of Allianz Global Investor 8/2006-9/2006 Internship, Stern Stewart & Co., Management Consultants 4/2006 Internship, Arthur D. Little, Munich 7/1998-5/1999 Military Service, Cham, Germany
3 Dr. Martin Spindler 3 Research Publications Lasso for Instrumental Variable Estimation, Journal of Applied Econometrics, forthcoming. 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, Post-Selection Inference in Linear IV Models with very many Controls and Instruments (with Victor Chernozhukov and Christian Hansen), American Economic Review, Papers and Proceedings, 105(5), Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach (with Victor Chernozhukov and Christian Hansen), Annual Review of Economics, Vol. 7: 649-âĂŞ688. Stock Market Volatility: Identifying Major Drivers and the Nature of Their Impact (with Stefan Mittnik and Nikolay Robinzonov), Journal of Banking and Finance, 58, Asymmetric Information in (private) Accident Insurance, Economics Letters, 130, May 2015, Asymmetric Information in the Automobile Insurance: Evidence from Germany (with Steffen Hagmayer and Joachim Winter), Journal of Risk and Insurance 81 (4), 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, Nonparametric Testing for Asymmetric Information (with Liangjun Su), Journal of Business and Economic Statistics 31 (2), Asymmetric Information in Insurance Markets: Does it really exist? Insurance Economics 64, July 2011, 6 8. Essays in Econometrics, Dissertation, University of Munich, Working Papers L 2 Boosting in High-Dimensions: Rate of Convergence (with Ye Luo) Random Coefficient Models in High-Dimension with Application to Demand Estimation (with Stefan Hoderlein) L 2 Boosting for Optimal Instrumental Variable Estimation They do know what they are doing... at least most of them. Asymmetric Information and Unobserved Heterogeneity in the (private) Accident Insurance Work in Progress Partial Instrumental Variable Estimation (with Victor Chernozhukov and Christian Hansen) Estimation of a High-dimensional Mincer Equation (with Victor Chernozhukov and Christian Hansen) Adaptive Non-Parametric Smoothing of Discrete Variables (with Ye Luo) Nonparametric Estimation of Demand for Health Services (with Helmut Farbmacher)
4 Dr. Martin Spindler 4 Nonlinear and high-dimensional Modeling of VARs (with Stefan Mittnik and Nikolay Robinzonov) 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. Research Affiliations Munich Risk and Insurance Center (Munich) Conference and Seminar Presentations Boston College /Boston University Econometrics Workshop, Boston, 2015 Econometrics Seminar, Boston College, 2015 MIT Econometrics Lunch Seminar, 2015 Econometric Society World Congress 2015, Montreal, Canada CeMMAP Big Data Conference 2015, Cambridge, UK Research Seminar, Institute of Statistics, Ludwig Maximilians University, 2015, Munich North American Winter Meeting of the Econometric Society 2015, Boston, USA Annual Meeting of the American Economic Association 2015, Boston, USA Statistische Woche (German Statistical Society Annual Meeting) 2014, Hannover North American Summer Meeting of the Econometric Society 2014, Minneapolis, USA (two presentations) MIT Econometrics Lunch Seminar, 2014 Boston College /Boston University Econometrics Workshop, Boston, st Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance 2013, Vienna 3rd Humboldt Copenhagen Conference on Financial Econometrics 2013, Berlin Statistische Woche (German Statistical Society Annual Meeting) 2012, Vienna Jahrestagung des Vereins für Socialpolitik (German Economic Society Annual Meeting) 2012, Göttingen EEA-ESEM 2012, Malaga 2nd SMU-ESSEC Symposium on Empirical Finance and Financial Econometrics, Singapore North American Summer Meeting of the Econometric Society 2012, Evanston, USA Seminar, Goethe-Universität, Frankfurt am Main, 2012 Seminar, Max Planck Institute for Social Law and Social Policy, 2012
5 Dr. Martin Spindler 5 Financial Econometrics Seminar, University of Munich, 2012 EEA-ESEM 2011, Oslo Jahrestagung des Vereins für Socialpolitik (German Economic Society Annual Meeting) 2011, Frankfurt am Main EGRIE Annual Seminar 2011, Vienna Statistische Woche (German Statistical Society Annual Meeting) 2011, Leipzig Hamburg-München-Hohenheimer versicherungswissenschaftliches Kolloquium 2011, Munich R/Rmetrics Workshop 2011, Meielissalp, Switzerland Statistische Woche (German Statistical Society Annual Meeting) 2010, Nuremberg Nachwuchsworkshop (Workshop for young researchers) of the German Statistical Society 2010, Nuremberg CEQURA Conference on Advances in Financial and Insurance Risk Management 2010, Munich presented by coauthor Teaching Experience Supervision of Bachelor and Master Thesis, University of Munich and MEA Winter term 2015 (Oct. Dec., half course), Visiting Professor, ECON8822: Cross Section & Panel Econometrics (Master /PhD level), Boston College, Boston, USA Summer term 2015, Lecturer, Reading Course (PhD level) Causal Inference in Statistics, Social, and Biomedical Sciences: An Introduction, Munich Center for the Economics of Aging and Technical University Munich Winter term 2014, Lecturer, Advanced Topics in Econometrics (Master /PhD level), Economics Department, University of Munich (LMU) Winter term 2014, Lecturer, Reading Course (PhD level) Causal Inference in Statistics, Social, and Biomedical Sciences: An Introduction, Munich Center for the Economics of Aging Summer term 2012, Instructor, Key Qualification II for Economists, undergraduate level, University of Munich, Economics Department Winter term 2011, Instructor, Key Qualification II for Economists, undergraduate level, University of Munich, Economics Department Winter term 2009, Teaching Assistant, Empirical Economics I, undergraduate level, University of Munich, Economics Department Winter term 2008, Teaching Assistant, Linear Algebra I, undergraduate level, University of Munich, Institute for Mathematics Winter term 2008, Teaching Assistant, Mathematics for Physicists I (Analysis I), undergraduate level, University of Munich, Institute for Mathematics Winter term 2007 Teaching Assistant, Mathematical Statistics, graduate level University of Munich, Institute for Mathematics
6 Dr. Martin Spindler 6 Referee Health Economics, Journal of Business and Economic Statistics, Journal of Risk and Insurance, The B.E. Journal of Economic Analysis & Policy, Zeitschrift für die gesamte Versicherungswissenschaft Language Skills German - native language English - fluent (internet-based TOEFL: 108/120) qualification in Latin ("Latinum") Computer Skills operating systems: Windows, Linux, Unix software packages: Microsoft Office, LaTex statistical / scientific software packages: R, Matlab, Stata, MySQL Professional Activities Member, Verein für Socialpolitik (German Economic Association) Member, German Statistical Association Member, American Economic Association Member, Econometric Society Last updated: April 1, 2016
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