Details about Martin Weidner

Access statistics for papers by Martin Weidner.

Last updated 2026-06-30. Update your information in the RePEc Author Service.

Short-id: pwe276

Working Papers

2026

1. A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
   Papers, arXiv.org
   Also in IFS Working Papers, Institute for Fiscal Studies (2025) View citations (2)
   CeMMAP working papers, Institute for Fiscal Studies (2025) View citations (2)
   TSE Working Papers, Toulouse School of Economics (TSE) (2025) View citations (2)
2. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (6)
   See also Journal Article Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Economics Letters, Elsevier (2012) View citations (21) (2012)
3. Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
   Papers, arXiv.org
4. Bounding Treatment Effects by Pooling Limited Information across Observations
   Papers, arXiv.org View citations (1)
5. Bounds on Average Effects in Discrete Choice Panel Data Models
   Papers, arXiv.org View citations (2)
6. Dynamic Linear Panel Regression Models with Interactive Fixed Effects
   Papers, arXiv.org
   Also in CeMMAP working papers, Institute for Fiscal Studies (2013)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (54)
   CeMMAP working papers, Institute for Fiscal Studies (2014)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (8)
   See also Journal Article DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Econometric Theory, Cambridge University Press (2017) View citations (127) (2017)
7. Estimation of random coefficients logit demand models with interactive fixed effects
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
   CeMMAP working papers, Institute for Fiscal Studies (2012)
   CeMMAP working papers, Institute for Fiscal Studies (2014)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
   CeMMAP working papers, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (12)
   See also Journal Article Estimation of random coefficients logit demand models with interactive fixed effects, Journal of Econometrics, Elsevier (2018) View citations (21) (2018)
8. Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
   Papers, arXiv.org
9. Forecasted Treatment Effects
   Papers, arXiv.org View citations (1)
   Also in Working Paper Series, Federal Reserve Bank of Chicago (2023) View citations (2)
10. Higher-Order Neyman Orthogonality in Moment-Condition Models
    Papers, arXiv.org
11. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
    Papers, arXiv.org
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (31)
    CeMMAP working papers, Institute for Fiscal Studies (2014)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
    See also Journal Article Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects, Econometrica, Econometric Society (2015) View citations (219) (2015)
12. Nuclear Norm Regularized Estimation of Panel Regression Models
    Papers, arXiv.org View citations (16)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (22)
    See also Journal Article Nuclear norm regularized estimation of panel regression models, Journal of Econometrics, Elsevier (2026) View citations (1) (2026)

2025

13. Binary choice logit models with general fixed effects for panel and network data
    Papers, arXiv.org View citations (2)
14. Robust Estimation and Inference in Panels with Interactive Fixed Effects
    Papers, arXiv.org View citations (4)
    Also in IFS Working Papers, Institute for Fiscal Studies (2024)
    CeMMAP working papers, Institute for Fiscal Studies (2024)

2024

15. Dynamic Ordered Panel Logit Models
    Papers, arXiv.org View citations (7)
    Also in Working Papers, Princeton University. Economics Department. (2021) View citations (7)
    See also Journal Article Dynamic ordered panel logit models, Quantitative Economics, Econometric Society (2025) View citations (1) (2025)

2023

16. Approximate Functional Differencing
    Papers, arXiv.org View citations (1)
    See also Journal Article Approximate functional differencing, SERIEs: Journal of the Spanish Economic Association, Springer (2023) (2023)
17. Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
    Papers, arXiv.org View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (22)
    Working Papers, Princeton University. Economics Department. (2021) View citations (1)
18. Simultaneity in Binary Outcome Models with an Application to Employment for Couples
    Papers, arXiv.org
    Also in Working Paper Series, Federal Reserve Bank of Chicago (2022) View citations (1)
    See also Chapter Simultaneity in binary outcome models with an application to employment for couples, Advanced Studies in Theoretical and Applied Econometrics, Springer (2024) (2024)
    Journal Article Simultaneity in binary outcome models with an application to employment for couples, Empirical Economics, Springer (2023) (2023)

2022

19. Inference on a distribution from noisy draws
    Post-Print, HAL View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    Papers, arXiv.org (2021)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021)
    TSE Working Papers, Toulouse School of Economics (TSE) (2021)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (1)
    See also Journal Article INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS, Econometric Theory, Cambridge University Press (2024) View citations (3) (2024)
20. Linear Panel Regressions with Two-Way Unobserved Heterogeneity
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (2)
    See also Journal Article Linear panel regressions with two-way unobserved heterogeneity, Journal of Econometrics, Elsevier (2023) View citations (13) (2023)

2021

21. Bias and Consistency in Three-way Gravity Models
    Papers, arXiv.org View citations (128)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (12)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (123)
    See also Journal Article Bias and consistency in three-way gravity models, Journal of International Economics, Elsevier (2021) View citations (123) (2021)
22. Low-Rank Approximations of Nonseparable Panel Models
    Papers, arXiv.org View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (11)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (4)
    See also Journal Article Low-rank approximations of nonseparable panel models, The Econometrics Journal, Royal Economic Society (2021) View citations (10) (2021)
23. Minimizing Sensitivity to Model Misspecification
    Papers, arXiv.org View citations (18)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (33)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (8)
    See also Journal Article Minimizing sensitivity to model misspecification, Quantitative Economics, Econometric Society (2022) View citations (23) (2022)
24. Posterior Average Effects
    Papers, arXiv.org View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2021) View citations (6)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2020) View citations (1)
    See also Journal Article Posterior Average Effects, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (5) (2022)

2020

25. Network and Panel Quantile Effects Via Distribution Regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (7)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
    Papers, arXiv.org (2020) View citations (10)
    See also Journal Article Network and panel quantile effects via distribution regression, Journal of Econometrics, Elsevier (2024) View citations (2) (2024)

2019

26. Fixed-Effect Regressions on Network Data
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (48)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
    Papers, arXiv.org (2019) View citations (41)
    CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (4)
    CeMMAP working papers, Institute for Fiscal Studies (2017)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (41)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
    See also Journal Article Fixed‐Effect Regressions on Network Data, Econometrica, Econometric Society (2019) View citations (34) (2019)
27. Nonlinear Factor Models for Network and Panel Data
    Papers, arXiv.org View citations (10)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (7)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (14)
    See also Journal Article Nonlinear factor models for network and panel data, Journal of Econometrics, Elsevier (2021) View citations (41) (2021)

2018

28. Fixed Effect Estimation of Large T Panel Data Models
    Papers, arXiv.org View citations (58)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (56)
    CeMMAP working papers, Institute for Fiscal Studies (2017) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
    See also Journal Article Fixed Effects Estimation of Large-TPanel Data Models, Annual Review of Economics, Annual Reviews (2018) View citations (1) (2018)
29. Individual and Time Effects in Nonlinear Panel Models with Large N, T
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (20)
    CeMMAP working papers, Institute for Fiscal Studies (2014) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (14)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article Individual and time effects in nonlinear panel models with large N, T, Journal of Econometrics, Elsevier (2016) View citations (256) (2016)

2017

30. Bounds On Treatment Effects On Transitions
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article Bounds on treatment effects on transitions, Journal of Econometrics, Elsevier (2018) View citations (3) (2018)
31. probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
    Papers, arXiv.org View citations (42)

Journal Articles

2026

1. Nuclear norm regularized estimation of panel regression models
   Journal of Econometrics, 2026, 255, (C) View citations (1)
   See also Working Paper Nuclear Norm Regularized Estimation of Panel Regression Models, Papers (2026) View citations (16) (2026)

2025

2. Dynamic ordered panel logit models
   Quantitative Economics, 2025, 16, (3), 899-945 View citations (1)
   See also Working Paper Dynamic Ordered Panel Logit Models, Papers (2024) View citations (7) (2024)

2024

3. INFERENCE ON A DISTRIBUTION FROM NOISY DRAWS
   Econometric Theory, 2024, 40, (1), 60-97 View citations (3)
   See also Working Paper Inference on a distribution from noisy draws, Post-Print (2022) View citations (1) (2022)
4. Network and panel quantile effects via distribution regression
   Journal of Econometrics, 2024, 240, (2) View citations (2)
   See also Working Paper Network and Panel Quantile Effects Via Distribution Regression, CeMMAP working papers (2020) View citations (7) (2020)

2023

5. Approximate functional differencing
   SERIEs: Journal of the Spanish Economic Association, 2023, 14, (3), 379-416
   See also Working Paper Approximate Functional Differencing, Papers (2023) View citations (1) (2023)
6. Linear panel regressions with two-way unobserved heterogeneity
   Journal of Econometrics, 2023, 237, (1) View citations (13)
   See also Working Paper Linear Panel Regressions with Two-Way Unobserved Heterogeneity, Papers (2022) View citations (2) (2022)
7. Simultaneity in binary outcome models with an application to employment for couples
   Empirical Economics, 2023, 64, (6), 3197-3233
   See also Chapter Simultaneity in binary outcome models with an application to employment for couples, Advanced Studies in Theoretical and Applied Econometrics, 2024, 741-777 (2024) (2024)
   Working Paper Simultaneity in Binary Outcome Models with an Application to Employment for Couples, Papers (2023) (2023)

2022

8. Minimizing sensitivity to model misspecification
   Quantitative Economics, 2022, 13, (3), 907-954 View citations (23)
   See also Working Paper Minimizing Sensitivity to Model Misspecification, Papers (2021) View citations (18) (2021)
9. Posterior Average Effects
   Journal of Business & Economic Statistics, 2022, 40, (4), 1849-1862 View citations (5)
   See also Working Paper Posterior Average Effects, Papers (2021) View citations (5) (2021)

2021

10. Bias and consistency in three-way gravity models
    Journal of International Economics, 2021, 132, (C) View citations (123)
    See also Working Paper Bias and Consistency in Three-way Gravity Models, Papers (2021) View citations (128) (2021)
11. Low-rank approximations of nonseparable panel models
    The Econometrics Journal, 2021, 24, (2), C40-C77 View citations (10)
    See also Working Paper Low-Rank Approximations of Nonseparable Panel Models, Papers (2021) View citations (11) (2021)
12. Nonlinear factor models for network and panel data
    Journal of Econometrics, 2021, 220, (2), 296-324 View citations (41)
    See also Working Paper Nonlinear Factor Models for Network and Panel Data, Papers (2019) View citations (10) (2019)

2019

13. Fixed‐Effect Regressions on Network Data
    Econometrica, 2019, 87, (5), 1543-1560 View citations (34)
    See also Working Paper Fixed-Effect Regressions on Network Data, Cambridge Working Papers in Economics (2019) View citations (48) (2019)

2018

14. Bounds on treatment effects on transitions
    Journal of Econometrics, 2018, 205, (2), 448-469 View citations (3)
    See also Working Paper Bounds On Treatment Effects On Transitions, Papers (2017) View citations (1) (2017)
15. Estimation of random coefficients logit demand models with interactive fixed effects
    Journal of Econometrics, 2018, 206, (2), 613-644 View citations (21)
    See also Working Paper Estimation of random coefficients logit demand models with interactive fixed effects, Papers (2026) (2026)
16. Fixed Effects Estimation of Large-TPanel Data Models
    Annual Review of Economics, 2018, 10, (1), 109-138 View citations (1)
    See also Working Paper Fixed Effect Estimation of Large T Panel Data Models, Papers (2018) View citations (58) (2018)

2017

17. Bias corrections for probit and logit models with two-way fixed effects
    Stata Journal, 2017, 17, (3), 517-545 View citations (49)
18. DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
    Econometric Theory, 2017, 33, (1), 158-195 View citations (127)
    See also Working Paper Dynamic Linear Panel Regression Models with Interactive Fixed Effects, Papers (2026) (2026)

2016

19. Individual and time effects in nonlinear panel models with large N, T
    Journal of Econometrics, 2016, 192, (1), 291-312 View citations (256)
    See also Working Paper Individual and Time Effects in Nonlinear Panel Models with Large N, T, Papers (2018) View citations (2) (2018)

2015

20. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
    Econometrica, 2015, 83, (4), 1543-1579 View citations (219)
    See also Working Paper Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects, Papers (2026) (2026)

2012

21. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
    Economics Letters, 2012, 117, (1), 239-242 View citations (21)
    See also Working Paper Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Papers (2026) (2026)

Chapters

2024

1. Simultaneity in binary outcome models with an application to employment for couples
   Springer
   See also Journal Article Simultaneity in binary outcome models with an application to employment for couples, Springer (2023) (2023)
   Working Paper Simultaneity in Binary Outcome Models with an Application to Employment for Couples, arXiv.org (2023) (2023)

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
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