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High-Dimensional Inference for Panel and Network Data

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Publications

Low-rank approximations of nonseparable panel models

Author(s): Iván Fernández-Val, Hugo Freeman, Martin Weidner
Published in: The Econometrics Journal, 2021, ISSN 1368-4221
Publisher: Blackwell Publishing Inc.
DOI: 10.1093/ectj/utab007

Bias and Consistency in Three-way Gravity Models

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

Minimizing Sensitivity to Model Misspecification

Author(s): Stephane Bonhomme, Martin Weidner
Published in: Quantitative Economics, 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, (published online 2021), 2022, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2021.1984928

Network and panel quantile effects via distribution regression

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

Nonlinear factor models for network and panel data

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