Research Staff
Martin Weidner
cemmap and UCL
Martin joined UCL and the Centre for Microdata Methods and Practice in 2011 after finishing his PhD at the University of Southern California. He is also a Research Fellow at the Institute for Fiscal Studies and a Turing Fellow at the Alan Turing Institute. He is working on Econometrics, with a special focus on panel data models, social networks, factor models, and high-dimensional inference
Selected Publications
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., […]
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific […]
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We study a dynamic ordered logit model for panel data with fixed effects. We establish the […]
We provide novel bounds on average treatment effects (on the treated) that are valid under an […]
We consider a situation where the distribution of a random variable is being estimated by the […]
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This paper studies linear panel regression models in which the unobserved error term is an unknown […]
Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments […]
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We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended […]
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We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor […]
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We provide estimation methods for panel nonseparable models based on low-rank factor structure approximations. The factor […]