twexp and twgravity: Estimating exponential regression models with two-way fixed effects

Koen Jochmans and Vincenzo Verardi

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Abstract: We introduce the commands twexp and twgravity that implement the estimators developed in Jochmans (2017) for exponential regression models with two-way fixed effects. twexp is applicable to generic n x m panel data. twgravity is written for the special case where the data is a cross-section on dyadic interactions between n agents. A prime example of the latter 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, the case of many fixed effects. They make use of Mata and are very fast to execute.

Keywords: exponential regression; gravity model; panel data; two-way fixed effects (search for similar items in EconPapers)
JEL-codes: C33 C87 (search for similar items in EconPapers)
Date: 2019-04-26
New Economics Papers: this item is included in nep-int
Note: kj345
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