Software

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.

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.