1k citations · 1k across the 2 of their papers we have counts for
2 papers
econ.EM2019★ 4 cited
Bias and Consistency in Three-way Gravity Models
Martin Weidner, Thomas Zylkin
We study the incidental parameter problem for the ``three-way'' Poisson {Pseudo-Maximum Likelihood} (``PPML'') estimator recently recommended for identifying the effects of trade p…
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…