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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://www.ucl.ac.uk/~uctpmw0/
Terminal Degree:2011 Department of Economics; University of Southern California (from RePEc Genealogy)

Affiliation

(90%) Department of Economics
University College London (UCL)

London, United Kingdom
http://www.ucl.ac.uk/economics/



Gower Street, London WC1E 6BT
RePEc:edi:deucluk (more details at EDIRC)

(10%) Centre for Microdata Methods and Practice (CEMMAP)

United Kingdom
http://www.cemmap.ac.uk/

+44 (0)20 7291 4800
+44 (0)20 7323 4780
Institute for Fiscal Studies, 7 Ridgmount Street, London WC1E 7AE
RePEc:edi:cmifsuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Jun 2020.
  2. Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jan 2020.
  3. St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Feb 2020.
  4. Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Jul 2020.
  6. Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Hyungsik Roger Moon & Martin Weidner, 2018. "Nuclear Norm Regularized Estimation of Panel Regression Models," Papers 1810.10987, arXiv.org, revised Mar 2019.
  8. 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.
  9. 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.
  10. Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  11. Johan Vikström & Geert Ridder & Martin Weidner, 2015. "Bounds on treatment effects on transitions," CeMMAP working papers CWP01/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. 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.
  13. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2014. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers CWP20/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Hyungsik Roger Moon & Martin Weidner, 2013. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP49/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  15. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  16. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Nayoung Lee & Hyungsik Roger Moon & Martin Weidner, 2011. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," CeMMAP working papers CWP37/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  2. 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.
  3. 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.
  4. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
  5. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 17(3), pages 517-545, September.
  6. 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.
  7. 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.
  8. 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.
  9. 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. "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.
  2. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 31 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 (15) 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. Author is listed
  2. NEP-DCM: Discrete Choice Models (8) 2012-04-23 2014-05-09 2017-05-14 2018-01-29 2018-07-23 2019-02-18 2019-06-24 2020-06-15. Author is listed
  3. NEP-NET: Network Economics (7) 2016-06-25 2017-05-14 2017-10-01 2018-01-22 2019-04-08 2020-01-13 2020-01-20. Author is listed
  4. NEP-COM: Industrial Competition (3) 2012-04-23 2014-05-09 2017-05-14
  5. NEP-EXP: Experimental Economics (3) 2015-08-19 2016-06-25 2017-10-01
  6. NEP-ORE: Operations Research (3) 2015-08-13 2018-07-30 2019-05-27
  7. NEP-URE: Urban & Real Estate Economics (3) 2019-02-18 2019-04-08 2020-01-20
  8. NEP-ETS: Econometric Time Series (2) 2012-01-25 2015-08-13
  9. NEP-ICT: Information & Communication Technologies (1) 2019-04-08
  10. NEP-INT: International Trade (1) 2019-09-09

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