IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v20y2019i2p468-480.html
   My bibliography  Save this article

Fitting exponential regression models with two-way fixed effects

Author

Listed:
  • Koen Jochmans

    (University of Cambridge)

  • Vincenzo Verardi

    (Université de Namur)

Abstract

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.

Suggested Citation

  • Koen Jochmans & Vincenzo Verardi, 2020. "Fitting exponential regression models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 20(2), pages 468-480, June.
    • Handle: RePEc:tsj:stataj:v:20:y:2019:i:2:p:468-480
    DOI: 10.1177/1536867X20931006
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0604
    File Function: link to article purchase
    Download Restriction: no
    File URL: http://www.stata-journal.com/software/sj20-2/st0604/
    Download Restriction: no
    File URL: https://libkey.io/10.1177/1536867X20931006?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Eduardo Rodrigues Sanguinet & Augusto Mussi Alvim & Miguel Atienza, 2022. "Trade agreements and participation in global value chains: Empirical evidence from Latin America," The World Economy, Wiley Blackwell, vol. 45(3), pages 702-738, March.
    2. Lockwood, Ben & Porcelli, Francesco & Redoano, Michela & Schiavone, Antonio, 2022. "Yardstick Competition in the Digital Age : Unveiling New Networks in Tax Competition," The Warwick Economics Research Paper Series (TWERPS) 1438, University of Warwick, Department of Economics.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:20:y:2019:i:2:p:468-480. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.