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Martin Weidner

Research Fellow

Biography

Martin joined UCL and cemmap in 2011 after finishing his PhD at the University of Southern California. He is working on theoretical and applied Econometrics, with a special focus on panel data, factor models, demand estimation, and social networks.
 
 

Selected publications

  

All available outputs

Fixed-effect regressions on network data, May 2017, (with Koen Jochmans ), Working Paper, CWP26/17, The IFS
Previous version:
Koen Jochmans and Martin Weidner August 2016, Fixed-effect regressions on network data, cemmap Working Paper , CWP32/16
Estimation of random coefficients logit demand models with interactive fixed effects, February 2017, (with Hyungsik Roger Moon Matthew Shum ), Working Paper, CWP12/17, The IFS
Previous version:
Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner March 2012, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP08/12
Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner April 2014, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP20/14
Fixed-effect regressions on network data, August 2016, (with Koen Jochmans ), Working Paper, CWP32/16, IFS
New version:
Koen Jochmans and Martin Weidner May 2017, Fixed-effect regressions on network data, cemmap Working Paper , CWP26/17
Individual and time effects in nonlinear panel models with large N, T, May 2016, (with Ivan Fernandez-Val), Journal of Econometrics, Elsevier, Journal Articles
Previous version:
Ivan Fernandez-Val and Martin Weidner April 2015, Individual and time effects in nonlinear panel models with large <i>N</i>, <i>T</i>, cemmap Working Paper , CWP17/15
Bounds On Treatment E ffects On Transitions, April 2016, (with Johan Vikström Geert Ridder ), Working Paper, CWP17/16, IFS
Previous version:
Johan Vikström, Geert Ridder and Martin Weidner January 2015, Bounds on treatment effects on transitions, cemmap Working Paper , CWP01/15
Dynamic linear panel regression models with interactive fixed effects, December 2015, (with Hyungsik Roger Roger Moon ), Econometric Theory, Cambridge University Press, Journal Articles
Previous version:
Hyungsik Roger Roger Moon and Martin Weidner December 2014, Dynamic linear panel regression models with interactive fixed effects, cemmap Working Paper , CWP47/14
Linear regression for panel with unknown number of factors as interactive fixed effects, July 2015, (with Hyungsik Roger Roger Moon ), Econometrica, Wiley Online Library, Journal Articles
Previous version:
Hyungsik Roger Roger Moon and Martin Weidner August 2014, Linear regression for panel with unknown number of factors as interactive fixed effects, cemmap Working Paper , CWP35/14
Individual and time effects in nonlinear panel models with large N, T, April 2015, (with Ivan Fernandez-Val ), Working Paper, CWP17/15, Institute for Fiscal Studies
Now published:
Martin Weidner and Ivan Fernandez-Val May 2016, Individual and time effects in nonlinear panel models with large N, T, Journal Articles Journal of Econometrics
Previous version:
Ivan Fernandez-Val and Martin Weidner July 2014, Individual and time effects in nonlinear panel models with large <i>N</i>, <i>T</i>, cemmap Working Paper , CWP32/14
Bounds on treatment effects on transitions, January 2015, (with Johan Vikström Geert Ridder ), Working Paper, CWP01/15, IFS
New version:
Johan Vikström, Geert Ridder and Martin Weidner April 2016, Bounds On Treatment E ffects On Transitions, cemmap Working Paper , CWP17/16
Dynamic linear panel regression models with interactive fixed effects, December 2014, (with Hyungsik Roger Roger Moon ), Working Paper, CWP47/14, IFS
Now published:
Hyungsik Roger Roger Moon and Martin Weidner December 2015, Dynamic linear panel regression models with interactive fixed effects, Journal Articles Econometric Theory
Previous version:
Hyungsik Roger Roger Moon and Martin Weidner December 2013, Dynamic linear panel regression models with interactive fixed effects, cemmap Working Paper , CWP63/13
Linear regression for panel with unknown number of factors as interactive fixed effects, August 2014, (with Hyungsik Roger Roger Moon ), Working Paper, CWP35/14, Cemmap
Now published:
Hyungsik Roger Roger Moon and Martin Weidner July 2015, Linear regression for panel with unknown number of factors as interactive fixed effects, Journal Articles Econometrica
Previous version:
Hyungsik Roger Roger Moon and Martin Weidner October 2013, Linear regression for panel with unknown number of factors as interactive fixed effects, cemmap Working Paper , CWP49/13
Individual and time effects in nonlinear panel models with large N, T, July 2014, (with Ivan Fernandez-Val ), Working Paper, CWP32/14, Cemmap
New version:
Ivan Fernandez-Val and Martin Weidner April 2015, Individual and time effects in nonlinear panel models with large <i>N</i>, <i>T</i>, cemmap Working Paper , CWP17/15
Previous version:
Ivan Fernandez-Val and Martin Weidner December 2013, Individual and time effects in nonlinear panel models with large N, T, cemmap Working Paper , CWP60/13
Estimation of random coefficients logit demand models with interactive fixed effects, April 2014, (with Hyungsik Roger Roger Moon Matthew Shum ), Working Paper, CWP20/14
New version:
Hyungsik Roger Moon, Matthew Shum and Martin Weidner February 2017, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP12/17
Previous version:
Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner March 2012, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP08/12
Dynamic linear panel regression models with interactive fixed effects, December 2013, (with Hyungsik Roger Roger Moon ), Working Paper, CWP63/13, IFS
New version:
Hyungsik Roger Roger Moon and Martin Weidner December 2014, Dynamic linear panel regression models with interactive fixed effects, cemmap Working Paper , CWP47/14
Individual and time effects in nonlinear panel models with large N, T, December 2013, (with Ivan Fernandez-Val ), Working Paper, CWP60/13, Institute for Fiscal Studies
New version:
Ivan Fernandez-Val and Martin Weidner July 2014, Individual and time effects in nonlinear panel models with large <i>N</i>, <i>T</i>, cemmap Working Paper , CWP32/14
Linear regression for panel with unknown number of factors as interactive fixed effects, October 2013, (with Hyungsik Roger Roger Moon ), Working Paper, CWP49/13, Cemmap
New version:
Hyungsik Roger Roger Moon and Martin Weidner August 2014, Linear regression for panel with unknown number of factors as interactive fixed effects, cemmap Working Paper , CWP35/14
Analysis of interactive fixed effects dynamic linear panel regression with measurement error, October 2012, (with Nayoung Lee Hyungsik Roger Roger Moon ), Economics Letters, Elsevier, Journal Articles
Previous version:
Nayoung Lee, Hyungsik Roger Roger Moon and Martin Weidner December 2011, Analysis of interactive fixed effects dynamic linear panel regression with measurement error, cemmap Working Paper , CWP37/11
Estimation of random coefficients logit demand models with interactive fixed effects, March 2012, (with Hyungsik Roger Roger Moon Matthew Shum ), Working Paper, CWP08/12
New version:
Hyungsik Roger Moon, Matthew Shum and Martin Weidner February 2017, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP12/17
Hyungsik Roger Roger Moon, Matthew Shum and Martin Weidner April 2014, Estimation of random coefficients logit demand models with interactive fixed effects, cemmap Working Paper , CWP20/14
Analysis of interactive fixed effects dynamic linear panel regression with measurement error, December 2011, (with Nayoung Lee Hyungsik Roger Roger Moon ), Working Paper, CWP37/11
Now published:
Nayoung Lee, Hyungsik Roger Roger Moon and Martin Weidner October 2012, Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Journal Articles Economics Letters

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