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dc.contributor.authorJochmans, Koenen
dc.contributor.authorVerardi, Ven
dc.date.accessioned2019-05-17T15:21:25Z
dc.date.available2019-05-17T15:21:25Z
dc.date.issued2019-04-26en
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/292959
dc.description.abstractWe 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.en
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.subjectexponential regressionen
dc.subjectgravity modelen
dc.subjectpanel dataen
dc.subjecttwo-way fixed effectsen
dc.titletwexp and twgravity: Estimating exponential regression models with two-way fixed effectsen
dc.typeWorking Paper
prism.issueIdentifierCWPE1945en
prism.publicationDate2019en
prism.publicationNameCambridge Working Papers in Economicsen
dc.identifier.doi10.17863/CAM.40109
rioxxterms.versionofrecord10.17863/CAM.40109en
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserveden
rioxxterms.licenseref.startdate2019-04-26en
dc.contributor.orcidJochmans, Koen [0000-0002-3090-3003]
rioxxterms.typeWorking Paperen
pubs.funder-project-idEuropean Commission Horizon 2020 (H2020) ERC (715787)
dc.identifier.urlhttp://www.econ.cam.ac.uk/research/cwpe-abstracts?cwpe=1945en


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