Software

PPMLHDFE: Poisson pseudo-likelihood regression with multiple levels of fixed effects (with Paulo Guimarães and Tom Zylkin)

ppmlhdfe implements Poisson pseudo-maximum likelihood regressions (PPML) with multi-way fixed effects, as described by Correia, Guimarães, Zylkin (2019a). The estimator employed is robust to statistical separation and convergence issues, due to the procedures developed in Correia, Guimarães, Zylkin (2019b).

REGHDFE: Multiple levels of fixed effects in Stata

Estimate linear regressions with multiple levels of fixed effects (Stata).

It is fast, robust, and its features include GMM/IV, multi-way clustering, handling of singleton and nested groups, and more.

PANFLUTE: Python tool to create Pandoc filters

Allows for easy extensions to Pandoc. Also see this issue of Linux Journal by Lee Philipps for an excellent introduction.

FTOOLS: Fast Stata commands for large datasets

Stata commands and Mata functions to speed up working with large datasets.

Miscellaneous Stata utilities

Several miscellaneous Stata utilities are located here.