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PPML_PANEL_SG: Stata module to estimate "structural gravity" models via Poisson PML

Author

Listed:
  • Tom Zylkin

    () (National University of Singapore)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Tom Zylkin, 2016. "PPML_PANEL_SG: Stata module to estimate "structural gravity" models via Poisson PML," Statistical Software Components S458249, Boston College Department of Economics, revised 04 Dec 2018.
  • Handle: RePEc:boc:bocode:s458249
    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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.do
    File Function: sample do-file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/e/EXAMPLE_TRADE_FTA_DATA.dta
    File Function: sample data file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/ppml_panel_sg.pdf
    File Function: documentation
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/t/TheCurrencyUnionEffectWP.pdf
    File Function: documentation
    Download Restriction: no
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    Citations

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    Cited by:

    1. Mario Larch & Joschka Wanner & Yoto V. Yotov & Thomas Zylkin, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," CESifo Working Paper Series 6464, CESifo.
    2. Ana Maria Santacreu, 2019. "International technology Diffusion: A Gravity Approach," Working Papers 2019-031, Federal Reserve Bank of St. Louis, revised 29 Oct 2020.
    3. Gnutzmann, Hinnerk & Gnutzmann-Mkrtchyan, Arevik, 2020. "The Cost of Borders: Evidence from the Eurasian Customs Union," Hannover Economic Papers (HEP) dp-664, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    4. Aurélien Saussay & Misato Sato, 2018. "The impacts of energy prices on industrial foreign investment location: evidence from global firm level data," Working Papers 2018.21, FAERE - French Association of Environmental and Resource Economists.
    5. Martínez-Zarzoso, Inmaculada & Voicu, Anca M. & Vidovic, Martina, 2020. "Production networks in Europe: A natural experiment of the EU enlargement to the east," Center for European, Governance and Economic Development Research Discussion Papers 390, University of Goettingen, Department of Economics.
    6. Franco, Sebastian & Frohm, Erik, 2018. "Reduced "Border Effects", FTAs and International Trade," Working Paper Series 356, Sveriges Riksbank (Central Bank of Sweden).

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