High-Dimensional Inference for Panel and Network Data

Project Information

PANEDA

Grant agreement ID: 819086

DOI 10.3030/819086

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

Publications

Peer reviewed articles (8)

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

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

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

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

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

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