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
Linear regression for panel with unknown number of factors as interactive fixed effects
In this paper we study the least squares (LS) estimator in a linear panel regression model […]
Latest version
Estimation of random coefficients logit demand models with interactive fixed effects
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies […]
Latest version
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which […]