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Martin Weidner

Personal Details

First Name:Martin
Middle Name:
Last Name:Weidner
Suffix:
RePEc Short-ID:pwe276
[This author has chosen not to make the email address public]
http://users.ox.ac.uk/~econ0610/
Terminal Degree:2011 Department of Economics; University of Southern California (from RePEc Genealogy)

Affiliation

Department of Economics
Oxford University

Oxford, United Kingdom
http://www.economics.ox.ac.uk/
RePEc:edi:sfeixuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Hyungsik Roger Moon & Martin Weidner, 2026. "Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects," Papers 2605.00614, arXiv.org.
  2. Nayoung Lee & Hyungsik Roger Moon & Martin Weidner, 2026. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," Papers 2605.02311, arXiv.org.
  3. Art=uras Juodis & Martin Weidner, 2026. "Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects," Papers 2604.18078, arXiv.org.
  4. Hyungsik Roger Moon & Martin Weidner, 2026. "Dynamic Linear Panel Regression Models with Interactive Fixed Effects," Papers 2605.00612, arXiv.org.
  5. St'ephane Bonhomme & Koen Jochmans & Whitney K. Newey & Martin Weidner, 2026. "Higher-Order Neyman Orthogonality in Moment-Condition Models," Papers 2605.10842, arXiv.org.
  6. Jad Beyhum & Geert Dhaene & Cavit Pakel & Martin Weidner, 2026. "Approximate Operator Inversion for Average Effects in Nonlinear Panel Models," Papers 2605.05037, arXiv.org.
  7. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2026. "Estimation of random coefficients logit demand models with interactive fixed effects," Papers 2605.00602, arXiv.org.
  8. Kevin Dano & Bo E. Honor'e & Martin Weidner, 2025. "Binary choice logit models with general fixed effects for panel and network data," Papers 2508.11556, arXiv.org.
  9. St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Feb 2026.
  10. Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Papers 2309.05639, arXiv.org, revised Jan 2026.
  11. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
  12. Cavit Pakel & Martin Weidner, 2023. "Bounds on Average Effects in Discrete Choice Panel Data Models," Papers 2309.09299, arXiv.org, revised Jan 2026.
  13. Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev, 2022. "Robust Estimation and Inference in Panels with Interactive Fixed Effects," Papers 2210.06639, arXiv.org, revised May 2025.
  14. Bo E. Honor'e & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Papers 2207.07343, arXiv.org, revised Mar 2023.
  15. Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Apr 2024.
  16. Sokbae Lee & Martin Weidner, 2021. "Bounding Treatment Effects by Pooling Limited Information across Observations," Papers 2111.05243, arXiv.org, revised May 2026.
  17. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
  18. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
  19. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
  20. St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Sep 2021.
  21. Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
  22. Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
  23. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
  24. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
  25. Hyungsik Roger Moon & Martin Weidner, 2018. "Nuclear Norm Regularized Estimation of Panel Regression Models," Papers 1810.10987, arXiv.org, revised Feb 2026.
  26. Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.
  27. Johan Vikstrom & Geert Ridder & Martin Weidner, 2017. "Bounds On Treatment Effects On Transitions," Papers 1709.08981, arXiv.org.
  28. Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
  29. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects," Papers 1610.07714, arXiv.org, revised Feb 2017.
  30. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
  31. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.

Articles

  1. Moon, Hyungsik Roger & Weidner, Martin, 2026. "Nuclear norm regularized estimation of panel regression models," Journal of Econometrics, Elsevier, vol. 255(C).
  2. Bo E. Honoré & Chris Muris & Martin Weidner, 2025. "Dynamic ordered panel logit models," Quantitative Economics, Econometric Society, vol. 16(3), pages 899-945, July.
  3. Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
  4. Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
  5. Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2023. "Simultaneity in binary outcome models with an application to employment for couples," Empirical Economics, Springer, vol. 64(6), pages 3197-3233, June.
  6. Geert Dhaene & Martin Weidner, 2023. "Approximate functional differencing," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 379-416, December.
  7. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
  8. Stéphane Bonhomme & Martin Weidner, 2022. "Posterior Average Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1849-1862, October.
  9. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
  10. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
  11. Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
  12. Hugo Freeman & Martin Weidner, 2021. "Low-rank approximations of nonseparable panel models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 40-77.
  13. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  14. Moon, Hyungsik Roger & Shum, Matthew & Weidner, Martin, 2018. "Estimation of random coefficients logit demand models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 613-644.
  15. Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
  16. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
  17. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LLC, vol. 17(3), pages 517-545, September.
  18. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
  19. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  20. Hyungsik Roger Moon & Martin Weidner, 2015. "Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects," Econometrica, Econometric Society, vol. 83(4), pages 1543-1579, July.
  21. Lee, Nayoung & Moon, Hyungsik Roger & Weidner, Martin, 2012. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," Economics Letters, Elsevier, vol. 117(1), pages 239-242.

Software components

  1. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "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 S458279, Boston College Department of Economics, revised 10 Mar 2017.
  2. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "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 S458278, Boston College Department of Economics, revised 10 Mar 2017.

Chapters

  1. Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2024. "Simultaneity in binary outcome models with an application to employment for couples," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 741-777, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  9. Number of Journal Pages, Weighted by Simple Impact Factor
  10. Number of Journal Pages, Weighted by Recursive Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Downloads through RePEc Services over the past 12 months
  14. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 60 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (29) 2012-01-25 2012-04-23 2013-10-25 2013-12-29 2015-08-13 2017-05-14 2017-10-01 2018-04-09 2018-04-09 2018-07-23 2018-11-12 2019-02-18 2019-06-24 2019-09-09 2020-06-15 2020-11-02 2021-07-26 2021-10-04 2021-12-06 2022-09-05 2022-11-07 2023-02-27 2023-10-09 2023-10-23 2025-01-27 2025-09-01 2026-04-27 2026-05-11 2026-05-25. Author is listed
  2. NEP-DCM: Discrete Choice Models (21) 2012-04-23 2014-05-09 2017-05-14 2018-01-29 2018-07-23 2019-02-18 2019-06-24 2020-06-15 2021-07-19 2021-07-19 2021-07-26 2022-01-17 2022-03-07 2022-03-14 2022-09-05 2023-02-13 2023-10-23 2025-09-01 2026-05-11 2026-05-11 2026-05-18. Author is listed
  3. NEP-NET: Network Economics (11) 2016-06-25 2017-05-14 2017-10-01 2018-01-22 2019-04-08 2020-01-13 2020-01-20 2021-07-19 2025-01-27 2025-02-10 2025-09-01. Author is listed
  4. NEP-ORE: Operations Research (6) 2015-08-13 2018-07-30 2019-05-27 2021-07-19 2022-01-03 2022-03-14. Author is listed
  5. NEP-COM: Industrial Competition (4) 2012-04-23 2014-05-09 2017-05-14 2026-05-11
  6. NEP-EXP: Experimental Economics (4) 2015-08-19 2016-06-25 2017-10-01 2021-12-06
  7. NEP-INT: International Trade (3) 2019-09-09 2021-07-19 2021-07-26
  8. NEP-URE: Urban and Real Estate Economics (3) 2019-02-18 2019-04-08 2020-01-20
  9. NEP-ETS: Econometric Time Series (2) 2012-01-25 2015-08-13
  10. NEP-GER: German Papers (1) 2023-10-16
  11. NEP-HEA: Health Economics (1) 2022-03-14
  12. NEP-ICT: Information and Communication Technologies (1) 2019-04-08
  13. NEP-INV: Investment (1) 2026-04-27

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