Hi,
My name is Matthias Schmidtblaicher. I work at QuantCo. I received my PhD in economics in 2020 from the EUI, where I was awarded the Vilfredo Pareto prize for best dissertation.
Here are a few things that I’ve enjoyed working on:
You can access my CV by following this link, which also contains my contact information. For information about working at QuantCo, please visit our Notion site.
I occasionally add notes about interesting things in statistics, economics, or software here. You can also find information about my previous academic activities with the amazing Peter Hansen.
2024/11/06: Turning a Cox Proportional Hazards Model into a GLM.
2024/06/09: High-performance and user-friendly GLMs with glum 3.
2022/03/06: Benign overfit in ridgeless regression.
2021/10/24: Predicted probabilities are inherently unfair.
2020/08/11: Problems with tests for conditional expected accuracy.
A Dynamic Model of Vaccine Compliance: How Fake News Undermined the Danish HPV Vaccine Program, joint with Peter Hansen (Journal of Business and Economic Statistics, Volume 39, Issue 1, 2021, Pages 259-271).
Resilience of HPV Vaccine Uptake in Denmark: Decline and Recovery, joint with Peter Hansen and Noel Brewer (Vaccine, Volume 38, Issue 7, 11 February 2020, Pages 1842-1848).
Time Series Master Class, SPS Department, Winter 2018 and Spring 2016 (instructor).
Statistics and Econometrics 2 - Time Series Analysis, Winter 2018 and Fall 2016 (TA for Prof. Juan Dolado).
Topics in Time Series Analysis and Empirical Asset Pricing, Spring 2016 (TA for Prof. Peter Hansen).
Statistics and Econometrics 3 - Time Series Analysis, Winter 2016 (TA for Prof. Peter Hansen).