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