Fitting exponential regression models with two-way fixed effects

Koen Jochmans, Vincenzo Verardi

Résultats de recherche: Contribution à un journal/une revueArticleRevue par des pairs

Résumé

In this article, we introduce the commands twexp and twgravity, which implement the estimators developed in Jochmans (2017, Review of Economics and Statistics 99: 478–485) for exponential regression models with two-way fixed effects. twexp is applicable to generic n × m panel data. twgravity is written for the special case where the dataset is a cross-section on dyadic interactions between n agents. A prime example is cross-sectional bilateral trade data, where the model of interest is a gravity equation with importer and exporter effects. Both twexp and twgravity can deal with data where n and m are large, that is, where there are many fixed effects. These commands use Mata and are fast to execute.

langue originaleAnglais
Pages (de - à)468-480
Nombre de pages13
journalStata Journal
Volume20
Numéro de publication2
Les DOIs
Etat de la publicationPublié - 1 juin 2020

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