REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects

By S. Correia. 2014

296 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/faa76e9b21f639b8e2b373e60f613bd41cee4e5a

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1. Ning Meng
2. Huasheng Song
3. Meredith A. Crowley

Citations in the corpus

• Tariff scares: Trade policy uncertainty and foreign market entry by Chinese firms (2018, methodology): “The model is estimated using Correia et al. (2015)’s estimator for high dimensional fixed effects that allows for multi-way clustered standard errors (intially introduced by Cameron, Gelbach, and Miller (2011)).”