High-Dimensional Inference for Panel and Network Data

Project Information

PANEDA

Grant agreement ID: 819086

DOI

10.3030/819086

Project closed

EC signature date 18 December 2018

Start date 1 August 2019

End date 31 July 2025

Funded under

• EXCELLENT SCIENCE - European Research Council (ERC)

Total cost

€ 1 478 831,00

EU contribution

€ 1 478 831,00

Coordinated by

THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
United Kingdom

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (12)

Low-rank approximations of nonseparable panel models

Author(s): Iván Fernández-Val, Hugo Freeman, Martin Weidner
Published in: The Econometrics Journal, Issue Volume 24, Issue 2, May 2021, 2021, Page(s) Pages C40–C77, ISSN 1368-4221
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/ectj/utab007

Linear Panel Regressions with Two-Way Unobserved Heterogeneity

Author(s): Hugo Freeman, Martin Weidner
Published in: Journal of Econometrics, Issue Volume 237, Issue 1, November 2023, 105498, 2023, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2023.105498

Bias and Consistency in Three-way Gravity Models

Author(s): Martin Weidner; Thomas Zylkin
Published in: Journal of International Economics, Issue Volume 132, September 2021, 103513, 2021, ISSN 0022-1996
Publisher: Elsevier BV
DOI: 10.1016/j.jinteco.2021.103513

Simultaneity in binary outcome models with an application to employment for couples

Author(s): Bo E. Honoré, Luojia Hu, Ekaterini Kyriazidou, Martin Weidner
Published in: Empirical Economics, Issue 64, 2024, Page(s) 3197-3233, ISSN 0377-7332
Publisher: Springer Verlag
DOI: 10.1007/s00181-023-02417-7

Minimizing Sensitivity to Model Misspecification

Author(s): Stephane Bonhomme, Martin Weidner
Published in: Quantitative Economics, Issue Volume 13, Issue 3, 2022, Page(s) 907-954, ISSN 1759-7331
Publisher: Wiley-Blackwell
DOI: 10.3982/qe1930

Posterior Average Effects

Author(s): Stéphane Bonhomme, Martin Weidner
Published in: Journal of Business & Economic Statistics, Issue (published online 2021), 2022, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2021.1984928

Dynamic ordered panel logit models

Author(s): Bo E. Honoré, Chris Muris, Martin Weidner
Published in: Quantitative Economics, Issue 16, 2025, Page(s) 899-945, ISSN 1759-7323
Publisher: The Economic Society
DOI: 10.3982/qe2052

Network and panel quantile effects via distribution regression

Author(s): Victor Chernozhukov, Iván Fernández-Val, Martin Weidner
Published in: Journal of Econometrics, Issue In Press, 2020, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2020.08.009

Inference on a Distribution from Noisy Draws

Author(s): Koen Jochmans, Martin Weidner
Published in: Econometric Theory, Issue Volume 40 , Issue 1 , February 2024, 2024, Page(s) pp. 60 - 97, ISSN 0938-2259
Publisher: Springer Verlag
DOI: 10.1017/s0266466622000378

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

Author(s): Bo E Honoré, Martin Weidner
Published in: Review of Economic Studies, Issue 92, 2025, Page(s) 3112-3137, ISSN 0034-6527
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/restud/rdae097

Approximate functional differencing

Author(s): Geert Dhaene, Martin Weidner
Published in: SERIEs, Issue 14, 2024, Page(s) 379-416, ISSN 1869-4187
Publisher: Springer Verlag
DOI: 10.1007/s13209-023-00283-1

Nonlinear factor models for network and panel data

Author(s): Mingli Chen, Iván Fernández-Val, Martin Weidner
Published in: Journal of Econometrics, Issue 220/2, 2021, Page(s) 296-324, ISSN 0304-4076
Publisher: Elsevier BV
DOI: 10.1016/j.jeconom.2020.04.004