UCL logo

Martin Weidner

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

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

Lecturer (Assistant Professor) in Economics
Research Staff at CeMMaP

Research Fields

Econometrics, Panel Data Models, Demand Estimation, Social Interactions and Social Networks.

Curriculum Vitae

Short:     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.
Long:     pdf-version


Working Papers

Estimation Code

  • 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.

Publications in Physics

    see SPIRES for links to the papers and citation counts.


Citations on Google Scholar

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

Private Stuff

Image from Wikimedia Commons