Research AssociateUniversity College London and University of Oxford
Martin joined UCL and the Centre for Microdata Methods and Practice (cemmap) in 2011 after finishing his PhD at the University of Southern California. He is working on theoretical and applied Econometrics, with a special focus on high-dimensional models for the analysis of longitudinal data and social networks.
Education
PhD Economics, University of Southern California, 2011
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed e ffects.
In this paper we study the least squares (LS) estimator in a linear panel regression model with interactive fixed effects for asymptotics where both the number of time periods and the number of cross-sectional units go to infinity.
This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic coefficient, we consider the least-squares minimum distance (LS-MD) estimation method.
