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Details about Martin Weidner

E-mail:
Homepage:http://www.ucl.ac.uk/~uctpmw0/
Workplace:Department of Economics, University College London (UCL), (more information at EDIRC)
Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC)

Access statistics for papers by Martin Weidner.

Last updated 2019-10-07. Update your information in the RePEc Author Service.

Short-id: pwe276


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Working Papers

2019

  1. Bias and Consistency in Three-way Gravity Models
    Papers, arXiv.org Downloads
  2. Fixed-Effect Regressions on Network Data
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (4)
    Also in Papers, arXiv.org (2019) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads

    See also Journal Article in Econometrica (2019)
  3. Inference on a Distribution from Noisy Draws
    Papers, arXiv.org Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (2)
  4. Nonlinear Factor Models for Network and Panel Data
    Papers, arXiv.org Downloads View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (1)
  5. Nuclear Norm Regularized Estimation of Panel Regression Models
    Papers, arXiv.org Downloads View citations (1)
  6. Posterior Average Effects
    Papers, arXiv.org Downloads

2018

  1. Fixed Effect Estimation of Large T Panel Data Models
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) Downloads View citations (2)

    See also Journal Article in Annual Review of Economics (2018)
  2. Individual and Time Effects in Nonlinear Panel Models with Large N, T
    Papers, arXiv.org Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (12)

    See also Journal Article in Journal of Econometrics (2016)
  3. Minimizing Sensitivity to Model Misspecification
    Papers, arXiv.org Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (3)
  4. Network and Panel Quantile Effects Via Distribution Regression
    Papers, arXiv.org Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads

2017

  1. Bounds On Treatment Effects On Transitions
    Papers, arXiv.org Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads

    See also Journal Article in Journal of Econometrics (2018)
  2. Estimation of random coefficients logit demand models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (2)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2018)
  3. probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
    Papers, arXiv.org Downloads View citations (4)

2014

  1. Dynamic linear panel regression models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (46)

    See also Journal Article in Econometric Theory (2017)
  2. Linear regression for panel with unknown number of factors as interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (27)

    See also Journal Article in Econometrica (2015)

2011

  1. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (6)
    See also Journal Article in Economics Letters (2012)

Journal Articles

2019

  1. Fixed‐Effect Regressions on Network Data
    Econometrica, 2019, 87, (5), 1543-1560 Downloads
    See also Working Paper (2019)

2018

  1. Bounds on treatment effects on transitions
    Journal of Econometrics, 2018, 205, (2), 448-469 Downloads
    See also Working Paper (2017)
  2. Estimation of random coefficients logit demand models with interactive fixed effects
    Journal of Econometrics, 2018, 206, (2), 613-644 Downloads View citations (1)
    See also Working Paper (2017)
  3. Fixed Effects Estimation of Large-TPanel Data Models
    Annual Review of Economics, 2018, 10, (1), 109-138 Downloads
    See also Working Paper (2018)

2017

  1. Bias corrections for probit and logit models with two-way fixed effects
    Stata Journal, 2017, 17, (3), 517-545 Downloads View citations (4)
  2. DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
    Econometric Theory, 2017, 33, (01), 158-195 Downloads View citations (20)
    See also Working Paper (2014)

2016

  1. Individual and time effects in nonlinear panel models with large N, T
    Journal of Econometrics, 2016, 192, (1), 291-312 Downloads View citations (31)
    See also Working Paper (2018)

2015

  1. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
    Econometrica, 2015, 83, (4), 1543-1579 Downloads View citations (44)
    See also Working Paper (2014)

2012

  1. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    Economics Letters, 2012, 117, (1), 239-242 Downloads View citations (6)
    See also Working Paper (2011)

Software Items

2017

  1. LOGITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects
    Statistical Software Components, Boston College Department of Economics Downloads
  2. PROBITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel probit models with individual and time effects
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2019-10-22