Research Staff
Martin Weidner
cemmap and UCL
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
Selected Publications
This paper studies inference on fixed effects in a linear regression model estimated from network data. […]
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We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies […]
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This paper studies inference on fixed eff ects in a linear regression model estimated from network […]
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We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel […]
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This paper considers identifcation of treatment effects on conditional transition probabilities. We show that even under […]
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We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent […]
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In this paper, we study the least squares (LS) estimator in a linear panel regression model […]
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Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental […]
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This paper considers identification of treatment effects on conditional transition probabilities. We show that even under […]
Latest version
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables. […]