Martin Weidner

Individual and time effects in nonlinear panel models with large <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si133.gif" display="inline" overflow="scroll"><mml:mi>N</mml:mi></mml:math>, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si134.gif" display="inline" overflow="scroll"><mml:mi>T</mml:mi></mml:math>

Iván Fernández‐Val, Martin Weidner · Journal of Econometrics · 2016 · 290 citations · Full text

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

Hyungsik Roger Moon, Martin Weidner · Econometrica · 2015 · 289 citations

Econometric Model, Economics, Public Policy +12

DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

Hyungsik Roger Moon, Martin Weidner · Econometric Theory · 2015 · 188 citations · Full text

Applied Econometrics, Panel Data, Time Series Econometrics +17

Bias and consistency in three-way gravity models

Martin Weidner, Thomas Zylkin · Journal of International Economics · 2021 · 159 citations · Full text

Nonlinear factor models for network and panel data

Mingli Chen, Iván Fernández‐Val, Martin Weidner · Journal of Econometrics · 2020 · 75 citations · Full text