PPML_PANEL_SG: Stata module to estimate "structural gravity" models via Poisson PML
Thomas Zylkin ()
Statistical Software Components from Boston College Department of Economics
ppml_panel_sg is a "fast" Poisson Pseudo-maximum Likelihood estimation command for use with international data and other types of spatial flows. It is specifically designed to alleviate the computational burden of the many fixed effects required by structural gravity models, particularly the many "pair" fixed effects that are required in order to consistently estimate the effects of trade policies in panel settings. Key features include a check to verify the existence of estimates, the allowance for pair-specific time trends, and the ability to store fixed effects post-estimation for use in structural work.
Requires: Stata version 11.2, hdfe and reghdfe from SSC (q.v.)
Keywords: structural gravity; trade; Poisson; pseudo-ML (search for similar items in EconPapers)
Date: 2016-10-13, Revised 2018-12-04
Note: This module should be installed from within Stata by typing "ssc install ppml_panel_sg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/EXAMPLE_TRADE_FTA_DATA.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.pdf documentation (application/pdf)
http://fmwww.bc.edu/repec/bocode/t/TheCurrencyUnionEffectWP.pdf documentation (application/pdf)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458249
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