Research Field

Econometrics, with a focus on Panel Data Models, Social Networks, Factor Models, High-dimensional Inference.

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Curriculum Vitae

2021 - present		Professor, Department of Economics, University of Oxford,
		and Fellow of Nuffield College.
2022 - present		Honorary Professor, Department of Economics, UCL.
2020 - 2021		Professor, Department of Economics, UCL (on leave in 2021).
2018 - 2020		Associate Professor, Department of Economics, UCL.
2011 - 2018		Assistant Professor, Department of Economics, UCL.
since 2017		Research Fellow, Institute for Fiscal Studies.
since 2011		Research Staff, Center for Microdata Methods and Practice (CeMMAP).
2018 - 2020		Turing Fellow, The Alan Turing Institute.
since 2019		Principal Investigator for the ERC Consolidator Grant Project
		"High-Dimensional Inference for Panel and Network Data".
2011		PhD in Economics, University of Southern California.
2006		PhD in Physics, University of Hamburg.
2003		Diploma in Physics, University of Würzburg.

pdf-version

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Working Papers

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Publications

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Work in Progress

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Publications in Physics

see inSPIRE for links to the papers and citation counts.

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Code

• Code for the paper Moment Conditions for Dynamic Panel Logit Models with Fixed Effects is available here:
  
  Honore and Weidner 2022
  
• The R package accompanying the paper Bounding Treatment Effects by Pooling Limited Information across Observations is available on CRAN:
  
  ATbounds: Bounding Treatment Effects by Limited Information Pooling,
  
  This package was written by Simon Lee.
• The stata commands described in the paper Bias corrections for probit and logit models with two-way fixed effects are available here:
  
  LOGITFE, PROBITFE
  
  Those commands were written by Mario Cruz-Gonzalez.
• My Matlab code for Least Squares Estimation of Linear Panel Regression Models with Interactive Fixed Effects is available here:
  
      Estimation routine:   LS_factor.m
  
  This code was used to implement the estimator in the papers Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects and Dynamic Linear Panel Regression Models with Interactive Fixed Effects. For example, the results reported in table 1 of the former paper can be obtained by copying the above estimation routine together with mc_static.m, create_statistics.m, and run_all.m into one directory and executing the last file in matlab.

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Links

Citations on Google Scholar
Working Papers on arXiv
A contribution to `game theory'
Riccardo D'Adamo
Hugo Freeman