Martin Weidner

Associate Professor in Economics at UCL
Research Staff at CeMMAP
Research Fellow at the Institute for Fiscal Studies
Turing Fellow at The Alan Turing Institute



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 2018     Associate Professor, Department of Economics, UCL.
since 2018   Turing Fellow, The Alan Turing Institute.
since 2017   Research Fellow, Institute for Fiscal Studies.
since 2011   Research Staff, Center for Microdata Methods and Practice (CeMMAP).
2011 - 2018   Lecturer (Assistant Professor), Department of Economics, UCL.
 
2011   PhD in Economics, University of Southern California.
2006   PhD in Physics, University of Hamburg.
2003   Diploma in Physics, University of Würzburg.
 

pdf-version


Publications


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:

    LOGITFE, PROBITFE

    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.

Links

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'