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
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
We propose a framework for estimation and inference about the parameters of an economic model and… Continue reading.
This paper considers inference on fixed effects in a linear regression model estimated from network data…. Continue reading.
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…. Continue reading.
This article reviews recent advances in fixed effect estimation of panel data models for long panels,… Continue reading.
This paper provides a method to construct simultaneous confidence bands for quantile functions and quantile effects… Continue reading.
We consider a situation where a distribution is being estimated by the empirical distribution of noisy… Continue reading.
This article reviews recent advances in fixed effect estimation of panel data models for long panels,… Continue reading.
This paper studies inference on fixed effects in a linear regression model estimated from network data…. Continue reading.
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies… Continue reading.