Browsing All of EconStor by Author Weidner, Martin


Showing results 21 to 40 of 46
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Year of PublicationTitleAuthor(s)
2018Network and panel quantile effects via distribution regressionChernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin
2018Fixed-effect regressions on network dataJochmans, Koen; Weidner, Martin
2018Minimizing sensitivity to model misspecificationBonhomme, Stéphane; Weidner, Martin
2019Fixed-effect regressions on network dataJochmans, Koen; Weidner, Martin
2019Inference on a distribution from noisy drawsJochmans, Koen; Weidner, Martin
2019Posterior average effectsBonhomme, Stéphane; Weidner, Martin
2019Nuclear norm regularized estimation of panel regression modelsMoon, Hyungsik Roger; Weidner, Martin
2019Nonlinear factor models for network and panel dataChen, Mingli; Fernández-Val, Iván; Weidner, Martin
2020Low-rank approximations of nonseparable panel modelsFernández-Val, Iván; Freeman, Hugo; Weidner, Martin
2020Network and panel quantile effects via distribution regressionChernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin
2020Posterior average effectsBonhomme, Stéphane; Weidner, Martin
2020Moment conditions for dynamic panel logit models with fixed effectsHonoré, Bo E.; Weidner, Martin
2020Minimizing sensitivity to model misspecificationBonhomme, Stéphane; Weidner, Martin
2020Bias and consistency in three-way gravity modelsWeidner, Martin; Zylkin, Thomas
2021Linear panel regressions with two-way unobserved heterogeneityFreeman, Hugo; Weidner, Martin
2021Bounding treatment effects by pooling limited information across observationsLee, Sokbae; Weidner, Martin
2021Bias and consistency in three-way gravity modelsWeidner, Martin; Zylkin, Thomas
2021Inference on a distribution from noisy drawsJochmans, Koen; Weidner, Martin
2021Low-rank approximations of nonseparable panel modelsFernández-Val, Iván; Freeman, Hugo; Weidner, Martin
2021Posterior average effectsBonhomme, Stéphane; Weidner, Martin