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 studies inference on fixed eff ects in a linear regression model estimated from network… Continue reading.
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel… Continue reading.
This paper considers identifcation of treatment effects on conditional transition probabilities. We show that even under… Continue reading.
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent… Continue reading.
In this paper, we study the least squares (LS) estimator in a linear panel regression model… Continue reading.
Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental… Continue reading.
This paper considers identification of treatment effects on conditional transition probabilities. We show that even under… Continue reading.
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.
In this paper we study the least squares (LS) estimator in a linear panel regression model… Continue reading.
Fixed e ffects estimators of nonlinear panel data models can be severely biased because of the… Continue reading.