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 originale | Anglais |
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Pages (de - à) | 468-480 |
Nombre de pages | 13 |
journal | Stata Journal |
Volume | 20 |
Numéro de publication | 2 |
Les DOIs | |
Etat de la publication | Publié - 1 juin 2020 |