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
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific… Continue reading.
We study a dynamic ordered logit model for panel data with ﬁxed effects. We establish the… Continue reading.
We provide novel bounds on average treatment effects (on the treated) that are valid under an… Continue reading.
We consider a situation where the distribution of a random variable is being estimated by the… Continue reading.
This paper studies linear panel regression models in which the unobserved error term is an unknown… Continue reading.
Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments… Continue reading.
We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum Likelihood (PPML) estimator recently recommended… Continue reading.
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor… Continue reading.
We provide estimation methods for panel nonseparable models based on low-rank factor structure approximations. The factor… Continue reading.
Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments… Continue reading.