Details about Martin Weidner

Access statistics for papers by Martin Weidner.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pwe276

Working Papers

2025

1. Nuclear Norm Regularized Estimation of Panel Regression Models
   Papers, arXiv.org View citations (15)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (20)

2023

2. Forecasted Treatment Effects
   Working Paper Series, Federal Reserve Bank of Chicago View citations (2)
3. Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
   Papers, arXiv.org View citations (5)

2022

4. Simultaneity in Binary Outcome Models with an Application to Employment for Couples
   Working Paper Series, Federal Reserve Bank of Chicago View citations (1)

2021

5. Bias and Consistency in Three-way Gravity Models
   Papers, arXiv.org View citations (95)
6. 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) View citations (4)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (1)
7. Low-Rank Approximations of Nonseparable Panel Models
   Papers, arXiv.org View citations (6)
8. 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)
9. Posterior Average Effects
   Papers, arXiv.org View citations (5)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (5)

2020

10. Network and Panel Quantile Effects Via Distribution Regression
    Papers, arXiv.org View citations (10)
    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)

2019

11. Fixed-Effect Regressions on Network Data
    Papers, arXiv.org View citations (29)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (29)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (2)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) View citations (36)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (2)
    See also Journal Article Fixed‐Effect Regressions on Network Data, Econometrica, Econometric Society (2019) View citations (22) (2019)
12. 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 (2018) View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (7)

2018

13. Fixed Effect Estimation of Large T Panel Data Models
    Papers, arXiv.org View citations (49)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2017) View citations (5)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (47)
    See also Journal Article Fixed Effects Estimation of Large-TPanel Data Models, Annual Review of Economics, Annual Reviews (2018) View citations (1) (2018)
14. Individual and Time Effects in Nonlinear Panel Models with Large N, T
    Papers, arXiv.org View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (14)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (19)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014) View citations (14)
    See also Journal Article Individual and time effects in nonlinear panel models with large N, T, Journal of Econometrics, Elsevier (2016) View citations (234) (2016)

2017

15. 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 (2016)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
    See also Journal Article Bounds on treatment effects on transitions, Journal of Econometrics, Elsevier (2018) View citations (3) (2018)
16. 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 (2012) View citations (2)
    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 (20) (2018)
17. probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
    Papers, arXiv.org View citations (38)
    See also Journal Article Bias corrections for probit and logit models with two-way fixed effects, Stata Journal, StataCorp LLC (2017) View citations (44) (2017)

2014

18. Dynamic linear panel regression models with interactive fixed effects
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (54)
    See also Journal Article DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Econometric Theory, Cambridge University Press (2017) View citations (110) (2017)
19. 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 (31)
    See also Journal Article Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects, Econometrica, Econometric Society (2015) View citations (200) (2015)

2011

20. 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 Analysis of interactive fixed effects dynamic linear panel regression with measurement error, Economics Letters, Elsevier (2012) View citations (20) (2012)

Journal Articles

2019

1. Fixed‐Effect Regressions on Network Data
   Econometrica, 2019, 87, (5), 1543-1560 View citations (22)
   See also Working Paper Fixed-Effect Regressions on Network Data, Papers (2019) View citations (29) (2019)

2018

2. 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)
3. Estimation of random coefficients logit demand models with interactive fixed effects
   Journal of Econometrics, 2018, 206, (2), 613-644 View citations (20)
   See also Working Paper Estimation of random coefficients logit demand models with interactive fixed effects, CeMMAP working papers (2017) View citations (2) (2017)
4. 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 (49) (2018)

2017

5. Bias corrections for probit and logit models with two-way fixed effects
   Stata Journal, 2017, 17, (3), 517-545 View citations (44)
   See also Working Paper probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects, Papers (2017) View citations (38) (2017)
6. DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
   Econometric Theory, 2017, 33, (1), 158-195 View citations (110)
   See also Working Paper Dynamic linear panel regression models with interactive fixed effects, CeMMAP working papers (2014) View citations (8) (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 (234)
   See also Working Paper Individual and Time Effects in Nonlinear Panel Models with Large N, T, Papers (2018) View citations (2) (2018)

2015

8. Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
   Econometrica, 2015, 83, (4), 1543-1579 View citations (200)
   See also Working Paper Linear regression for panel with unknown number of factors as interactive fixed effects, CeMMAP working papers (2014) (2014)

2012

9. Analysis of interactive fixed effects dynamic linear panel regression with measurement error
   Economics Letters, 2012, 117, (1), 239-242 View citations (20)
   See also Working Paper Analysis of interactive fixed effects dynamic linear panel regression with measurement error, CeMMAP working papers (2011) View citations (6) (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