Fitting exponential regression models with two-way fixed effects
2020 ◽
Vol 20
(2)
◽
pp. 468-480
Keyword(s):
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.
2019 ◽
Vol 36
(11-12)
◽
pp. 4005-4026
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2019 ◽
Vol 63
(3)
◽
pp. 357-369
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2019 ◽
Vol 5
◽
pp. 237802311982644
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2017 ◽
Vol 6
(2)
◽
pp. 58
Keyword(s):
2020 ◽
Vol 72
(2)
◽
pp. 289-299
Keyword(s):