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Browsing All of EconStor by Author Weidner, Martin
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Showing results 21 to 40 of 46
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Year of Publication
Title
Author(s)
2018
Network and panel quantile effects via distribution regression
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Weidner, Martin
2018
Fixed-effect regressions on network data
Jochmans, Koen
;
Weidner, Martin
2018
Minimizing sensitivity to model misspecification
Bonhomme, Stéphane
;
Weidner, Martin
2019
Fixed-effect regressions on network data
Jochmans, Koen
;
Weidner, Martin
2019
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
2019
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin
2019
Nuclear norm regularized estimation of panel regression models
Moon, Hyungsik Roger
;
Weidner, Martin
2019
Nonlinear factor models for network and panel data
Chen, Mingli
;
Fernández-Val, Iván
;
Weidner, Martin
2020
Low-rank approximations of nonseparable panel models
Fernández-Val, Iván
;
Freeman, Hugo
;
Weidner, Martin
2020
Network and panel quantile effects via distribution regression
Chernozhukov, Victor
;
Fernández-Val, Iván
;
Weidner, Martin
2020
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin
2020
Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.
;
Weidner, Martin
2020
Minimizing sensitivity to model misspecification
Bonhomme, Stéphane
;
Weidner, Martin
2020
Bias and consistency in three-way gravity models
Weidner, Martin
;
Zylkin, Thomas
2021
Linear panel regressions with two-way unobserved heterogeneity
Freeman, Hugo
;
Weidner, Martin
2021
Bounding treatment effects by pooling limited information across observations
Lee, Sokbae
;
Weidner, Martin
2021
Bias and consistency in three-way gravity models
Weidner, Martin
;
Zylkin, Thomas
2021
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
2021
Low-rank approximations of nonseparable panel models
Fernández-Val, Iván
;
Freeman, Hugo
;
Weidner, Martin
2021
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin