Martin Weidner

Professor of Economics & Fellow of Nuffield College

Department of Economics
Manor Road
Oxford OX1 3UQ

Nuffield College
New Road
Oxford OX1 1NF

Email: martin.weidner at economics ox ac uk

Research Field

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

Curriculum Vitae

2021 - present     Professor, Department of Economics, University of Oxford,
    and Fellow of Nuffield College.
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 2018   Turing Fellow, The Alan Turing Institute.
since 2017   Research Fellow, Institute for Fiscal Studies.
since 2011   Research Staff, Center for Microdata Methods and Practice (CeMMAP).
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.


Working Papers


Work in Progress

Publications in Physics

see inSPIRE for links to the papers and citation counts.

Estimation Code

  • 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:


    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.

  • Links

    Citations on Google Scholar
    Working Papers on arXiv
    A contribution to `game theory'