Martin Weidner
6 papers · Latest:
Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
Introduces Approximate Operator Inversion (AOI) for estimating average effects in nonlinear panel models, offering exponential bias reduction for moderate T.
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
This paper analyzes and proposes the LS-MD method for dynamic linear panel regression with interactive fixed effects and measurement error.
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
This paper shows the limiting distribution of the LS estimator in panel regression with unknown factors is independent of the estimated factor count if not underestimated.
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
This paper analyzes and bias-corrects LS estimators and test statistics for dynamic linear panel regression with interactive fixed effects.
Estimation of random coefficients logit demand models with interactive fixed effects
This paper extends the BLP demand model by incorporating interactive fixed effects to address endogeneity and persistence in market shares.
Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
This paper shows that factor-augmented panel regressions consistently estimate variance-weighted average treatment effects under nonparametric assumptions.
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