World's Best Scientists 2026 revealed!

D-Index & Metrics

Social Sciences and Humanities

D-Index
41
Citations
15541
World Ranking
4871
National Ranking
819

Research.com Recognitions

  • 2009 - Fellow of the Royal Society of Edinburgh

Overview

Mark E. Schaffer is affiliated with Heriot-Watt University in the United Kingdom. Their research spans multiple fields, primarily focusing on Mathematics and Economics, Econometrics, and Finance. Their work is distributed across several specialized subfields, including Statistics and Probability, General Economics, Econometrics and Finance, Management Science and Operations Research, Economics and Econometrics, and Artificial Intelligence.

Schaffer's research topics encompass a range of statistical and economic methods, with particular attention to Statistical Methods and Inference, Monetary Policy and Economic Impact, Advanced Causal Inference Techniques, Probability and Statistical Research, Advanced Statistical Methods and Models, Forecasting Techniques and Applications, and Statistical and Numerical Algorithms.

The scientist has published multiple recent papers, reflecting active contributions to methodological developments and applications. Some notable publications include:

  • "lassopack: Model selection and prediction with regularized regression in Stata," 2020, The Stata Journal Promoting Communications on Statistics and Stata
  • "ddml: Double/debiased machine learning in Stata," 2024, The Stata Journal Promoting Communications on Statistics and Stata
  • "pystacked: Stacking generalization and machine learning in Stata," 2023, The Stata Journal Promoting Communications on Statistics and Stata
  • "ddml: Double/Debiased Machine Learning in Stata," 2023, SSRN Electronic Journal
  • "Model Averaging and Double Machine Learning," 2024, SSRN Electronic Journal

Schaffer frequently collaborates with other researchers, including Achim Ahrens, Christian Hansen, Thomas Wiemann, Erkal Ersoy, and Tibor Szendrei. The collaborations indicate a strong network focused on econometrics, machine learning, and related statistical methodologies.

Publication venues where Schaffer's work appears regularly highlight the dissemination channels favored, such as arXiv (Cornell University), The Stata Journal Promoting Communications on Statistics and Stata, SSRN Electronic Journal, Journal of Applied Econometrics, and the Repository for Publications and Research Data (ETH Zurich).

Mark E. Schaffer was awarded the title Fellow of the Royal Society of Edinburgh in 2009.

Best Publications

  • Instrumental variables and GMM: Estimation and testing

    Christopher F. Baum;Mark Edwin Schaffer;Steven Stillman

  • Enhanced routines for instrumental variables/generalized method of moments estimation and testing

    Christopher F. Baum;Mark E. Schaffer;Steven Stillman

  • BP Statistical Review of World Energy 2019

    Erkal Ersoy;Mark Edwin Schaffer;Jan Ditzen

  • Enhanced routines for instrumental variables/GMM estimation and testing

    Christopher F Baum;Mark E. Schaffer;Steven Stillman

  • Competition and Enterprise Performance in Transition Economies: Evidence from a Cross-country Survey

    Wendy Carlin;Steven Fries;Mark E Schaffer;Paul Seabright

  • A Minimum of Rivalry: Evidence from Transition Economies on the Importance of Competition for Innovation and Growth

    Wendy Carlin;Mark E. Schaffer;Paul Seabright

  • XTIVREG28: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models (version 8)

    Mark Schaffer

  • Evolutionarily stable strategies for a finite population and a variable contest size.

    Unknown

  • XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor

    Mark Schaffer;Steven Stillman

  • Do Firms in Transition Economies Have Soft Budget Constraints? A Reconsideration of Concepts and Evidence

    Mark Edwin Schaffer

  • Are profit-maximisers the best survivors?: A Darwinian model of economic natural selection

    Unknown

  • XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models

    Mark E Schaffer

  • lassopack: Model selection and prediction with regularized regression in Stata:

    Achim Ahrens;Christian B. Hansen;Mark E. Schaffer

  • IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10)

    Christopher Baum;Mark Schaffer;Steven Stillman

  • Job Creation and Job Destruction in a Transition Economy: Ownership, Firm Size, and Gross Job Flows in Polish Manufacturing 1988-91

    Jozef Konings;Hartmut Lehmann;Mark E. Schaffer

  • Instrumental variables estimation using heteroskedasticity-based instruments

    Christopher Baum;Arthur Lewbel;Mark Schaffer;Oleksandr Talavera

  • IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation

    Christopher F Baum;Mark E Schaffer;Steven Stillman

  • Economic development and the demand for energy: A historical perspective on the next 20 years

    Christof Rühl;Paul Appleby;Julian Fennema;Alexander Naumov

  • Determinants of Enterprise Performance During Transition

    Alan A. Bevan;Saul Estrin;Mark E. Schaffer

  • The credible-commitment problem in the center-enterprise relationship☆

    Unknown

  • IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments

    Christopher Baum;Mark Schaffer

  • The capital structure of firms in Central and Eastern Europe

    F Cornelli;R Portes;Mark Edwin Schaffer

  • ACTEST: Stata module to perform Cumby-Huizinga general test for autocorrelation in time series

    Christopher Baum;Mark Schaffer

  • Do Firms in Transition Economies have Soft Budget Constraints? A Reconsideration of the Concepts and Evidence

    Mark E. Schaffer

Frequent Co-Authors

Paul Seabright
Paul Seabright Federal University of Toulouse Midi-Pyrénées
Frank Windmeijer
Frank Windmeijer University of Bristol
Thomas J. Dohmen
Thomas J. Dohmen University of Bonn
Alex R. Piquero
Alex R. Piquero University of Miami

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