Details about Martin Weidner

Access statistics for papers by Martin Weidner.

Last updated 2020-06-22. Update your information in the RePEc Author Service.

Short-id: pwe276

Working Papers

2020

1. Bias and Consistency in Three-way Gravity Models
   Papers, arXiv.org View citations (1)
2. Minimizing Sensitivity to Model Misspecification
   Papers, arXiv.org View citations (12)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (9)
3. Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
   Papers, arXiv.org
4. Network and Panel Quantile Effects Via Distribution Regression
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (1)
5. Posterior Average Effects
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)

2019

6. Fixed-Effect Regressions on Network Data
   Papers, arXiv.org View citations (2)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (3)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (2)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (6)
   See also Journal Article in Econometrica (2019)
7. Inference on a Distribution from Noisy Draws
   Papers, arXiv.org
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (4)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019)
8. 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 (1)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
9. Nuclear Norm Regularized Estimation of Panel Regression Models
   Papers, arXiv.org View citations (1)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019)

2018

10. Fixed Effect Estimation of Large T Panel Data Models
    Papers, arXiv.org View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (3)
    See also Journal Article in Annual Review of Economics (2018)
11. Individual and Time Effects in Nonlinear Panel Models with Large N, T
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (3)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (12)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (14)
    See also Journal Article in Journal of Econometrics (2016)

2017

12. Bounds On Treatment Effects On Transitions
    Papers, arXiv.org View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
    See also Journal Article in Journal of Econometrics (2018)
13. Estimation of random coefficients logit demand models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (8)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) View citations (2)
    See also Journal Article in Journal of Econometrics (2018)
14. probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
    Papers, arXiv.org View citations (9)

2014

15. Dynamic linear panel regression models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (46)
    See also Journal Article in Econometric Theory (2017)
16. 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
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (27)
    See also Journal Article in Econometrica (2015)

2011

17. 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 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 View citations (2)
   See also Working Paper (2019)

2018

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

2017

5. Bias corrections for probit and logit models with two-way fixed effects
   Stata Journal, 2017, 17, (3), 517-545 View citations (8)
6. DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
   Econometric Theory, 2017, 33, (1), 158-195 View citations (26)
   See also Working Paper (2014)

2016

7. Individual and time effects in nonlinear panel models with large N, T
   Journal of Econometrics, 2016, 192, (1), 291-312 View citations (46)
   See also Working Paper (2018)

2015

8. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
   Econometrica, 2015, 83, (4), 1543-1579 View citations (61)
   See also Working Paper (2014)

2012

9. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
   Economics Letters, 2012, 117, (1), 239-242 View citations (7)
   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
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