activity
20192024
most citedppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects

1k citations · 1.2k across the 7 of their papers we have counts for

collaborators

7 papers

econ.GN2024

Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services

Sumit Agarwal, Shashwat Alok, Sergio Correia +2

We analyze the staggered entry of rideshare services across U.S. metropolitan areas, estimating its effect on the spatial redistribution and real outcomes of residents. Ridesharing…

econ.GN2024★ 10 cited

The Debt-Inflation Channel of the German (Hyper-)Inflation

Markus K. Brunnermeier, Sergio Correia, Stephan Luck +2

This paper studies how a large increase in the price level is transmitted to the real economy through firm balance sheets. Using newly digitized macro- and micro-level data from th…

econ.EM2023

require: Package dependencies for reproducible research

Sergio Correia, Matthew P. Seay

The ability to conduct reproducible research in Stata is often limited by the lack of version control for community-contributed packages. This article introduces the require comman…

econ.GN2022★ 159 cited

Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu

Sergio Correia, Stephan Luck, Emil Verner

We study the impact of non-pharmaceutical interventions (NPIs) on mortality and economic activity across U.S. cities during the 1918 Flu Pandemic. The combination of fast and strin…

cs.CV2022★ 25 cited

Digitizing Historical Balance Sheet Data: A Practitioner's Guide

Sergio Correia, Stephan Luck

This paper discusses how to successfully digitize large-scale historical micro-data by augmenting optical character recognition (OCR) engines with pre- and post-processing methods.…

econ.EM2019★ 1k cited

ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects

Sergio Correia, Paulo Guimarães, Thomas Zylkin

In this paper we present ppmlhdfe, a new Stata command for estimation of (pseudo) Poisson regression models with multiple high-dimensional fixed effects (HDFE). Estimation is imple…

econ.EM2019★ 39 cited

Verifying the existence of maximum likelihood estimates for generalized linear models

Sergio Correia, Paulo Guimarães, Thomas Zylkin

A fundamental problem with nonlinear models is that maximum likelihood estimates are not guaranteed to exist. Though nonexistence is a well known problem in the binary response mod…