Martin Weidner

Lecturer in Economics at UCL
Research Staff at CeMMAP

Department of Economics
University College London
30 Gordon Street
London WC1H 0AX
United Kingdom

Email: m.weidner ucl ac uk
Phone: +44 (0)20 7679 5309
Office: Drayton House, 227

Research Fields

Econometrics, Panel Data Models, Social Networks, Factor Models, Demand Estimation.

Curriculum Vitae

since 2011   Lecturer (Assistant Professor) in Economics, University College London
2011 PhD in Economics, University of Southern California.
2006 PhD in Physics, University of Hamburg.
2003 Diploma in Physics, University of Würzburg.



Working Papers

Work in Progress

Publications in Physics

see inSPIRE for links to the papers and citation counts.

Estimation Code

  • The stata commands described in the paper Bias corrections for probit and logit models with two-way fixed effects are available here:


    Those commands are written by Mario Cruz-Gonzalez.
  • Matlab Code for Least Squares Estimation of Linear Panel Regression Models with Interactive Fixed Effects:

        Estimation routine:   LS_factor.m

    This code was used to implement the estimator in the papers Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects and Dynamic Linear Panel Regression Models with Interactive Fixed Effects. For example, the results reported in table 1 of the former paper can be obtained by copying the above estimation routine together with mc_static.m, create_statistics.m, and run_all.m into one directory and executing the last file in matlab.


Citations on Google Scholar

Working Papers on arXiv

UCL Department of Economics
Centre for Microdata Methods and Practice
The Institute For Fiscal Studies
Becker Friedman Institute for Research in Economics

A contribution to `game theory'