### Abstract

We introduce the commandstwexpandtwgravitythat implement theestimators developed in Jochmans (2017) for exponential regression models withtwo-way fixed effects.twexpis applicable to genericn×mpanel data.twgravityiswritten for the special case where the data is a cross-section on dyadic interactionsbetweennagents. A prime example of the latter is cross-sectional bilateral tradedata, where the model of interest is a gravity equation with importer and exportereffects. Bothtwexpandtwgravitycan deal with data wherenandmare large,that is, the case of many fixed effects. They make use ofMataand are very fast toexecute.

Original language | English |
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Number of pages | 14 |

Journal | Stata Journal |

Publication status | Accepted/In press - 2019 |

### Keywords

- exponential regression
- gravity model
- panel data
- two-way fixed effects

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## Cite this

Verardi, V., & Jochmans, K. (Accepted/In press). twexp and twgravity: Estimating exponential regression models with two-way fixed effects.

*Stata Journal*.