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
Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments […]
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This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for […]
We propose a framework for estimation and inference when the model may be misspecified. We rely […]
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This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects […]
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We study the incidental parameter problem in “three-way” Poisson Pseudo-Maximum Likelihood “PPML” gravity models recently recommended […]
We consider a situation where the distribution of a random variable is being estimated by the […]
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Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments […]
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]
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This paper considers inference on fixed effects in a linear regression model estimated from network data. […]
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In this paper we investigate panel regression models with interactive fixed effects. We propose two new […]