swMATH ID: 37546
Software Authors: Koen Jochmans, Vincenzo Verardi
Description: Fitting exponential regression models with two-way fixed effects. 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.
Homepage: https://journals.sagepub.com/doi/pdf/10.1177/1536867X20931006
Dependencies: Stata
Cited in: 0 Publications