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.
|Nombre de pages||14|
|Etat de la publication||Accepté/sous presse - 2019|