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

Bounds On Treatment Effects On Transitions

This paper considers identifcation of treatment effects on conditional transition probabilities. We show that even under… Continue reading.

Johan Vikström, Geert Ridder, Martin Weidner
22 April 2016 | CWP17/16

Previous version

Bounds on treatment effects on transitions
Johan Vikström, Geert Ridder, Martin Weidner
9 January 2015 | CWP01/15
Dynamic linear panel regression models with interactive fixed effects

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent… Continue reading.

Hyungsik Roger Moon, Martin Weidner
10 December 2015 | Journal Article

Previous version

Dynamic linear panel regression models with interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
22 December 2014 | CWP47/14
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… Continue reading.

Hyungsik Roger Roger Moon, Martin Weidner
29 July 2015 | Journal Article

Previous version

Linear regression for panel with unknown number of factors as interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
21 August 2014 | CWP35/14
Individual and time effects in nonlinear panel models with large N, T

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental… Continue reading.

Ivan Fernandez-Val, Martin Weidner
2 April 2015 | CWP17/15

Latest version

Individual and time effects in nonlinear panel models with large N, T
Martin Weidner, Ivan Fernandez-Val
1 May 2016 | Journal Article

Previous version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
16 July 2014 | CWP32/14
Bounds on treatment effects on transitions

This paper considers identification of treatment effects on conditional transition probabilities. We show that even under… Continue reading.

Johan Vikström, Geert Ridder, Martin Weidner
9 January 2015 | CWP01/15

Latest version

Bounds On Treatment Effects On Transitions
Johan Vikström, Geert Ridder, Martin Weidner
22 April 2016 | CWP17/16
Dynamic linear panel regression models with interactive fixed effects

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.

Hyungsik Roger Roger Moon, Martin Weidner
22 December 2014 | CWP47/14

Latest version

Dynamic linear panel regression models with interactive fixed effects
Hyungsik Roger Moon, Martin Weidner
10 December 2015 | Journal Article

Previous version

Dynamic linear panel regression models with interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
30 December 2013 | CWP63/13
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… Continue reading.

Hyungsik Roger Roger Moon, Martin Weidner
21 August 2014 | CWP35/14

Latest version

Linear regression for panel with unknown number of factors as interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
29 July 2015 | Journal Article

Previous version

Linear regression for panel with unknown number of factors as interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
4 October 2013 | CWP49/13
Individual and time effects in nonlinear panel models with large N, T

Fixed e ffects estimators of nonlinear panel data models can be severely biased because of the… Continue reading.

Ivan Fernandez-Val, Martin Weidner
16 July 2014 | CWP32/14

Latest version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
2 April 2015 | CWP17/15

Previous version

Individual and time effects in nonlinear panel models with large N, T
Ivan Fernandez-Val, Martin Weidner
2 December 2013 | CWP60/13
Estimation of random coefficients logit demand models with interactive fixed effects

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choicedemand model, which underlies… Continue reading.

Hyungsik Roger Roger Moon, Matthew Shum, Martin Weidner
25 April 2014 | CWP20/14

Latest version

Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
22 February 2017 | CWP12/17

Previous version

Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Roger Moon, Matthew Shum, Martin Weidner
30 March 2012 | CWP08/12
Dynamic linear panel regression models with interactive fixed effects

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.

Hyungsik Roger Roger Moon, Martin Weidner
30 December 2013 | CWP63/13

Latest version

Dynamic linear panel regression models with interactive fixed effects
Hyungsik Roger Roger Moon, Martin Weidner
22 December 2014 | CWP47/14