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Martin Weidner

Martin Weidner

Research Fellow

Martin joined UCL and 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.

 
 

Academic outputs

Cemmap Working Paper CWP18/19
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables, which include logit, probit, ordered probit and Poisson ...
Cemmap Working Paper CWP14/19
In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions.

Reports and comment