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.

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).

FTOOLS: Fast Stata commands for large datasets

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

REQUIRE: Package dependencies for reproducible research

Ensure all required Stata packages and their specific versions are installed; similar to Python’s requirements. Also see [paper( and slides.

Miscellaneous Stata utilities

Several miscellaneous Stata utilities are located here.


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.

For a presentation on how to use Markdown and Panflute for academic writing, see my slides from Banco de Portugal BPLIM’s Reproducible Research and Modern Data Analysis workshop (also see material from other presentations)

QUIPUCAMAYOC: Python tool that simplifies extraction of historical data from scanned images and PDFs

quipucamayoc is a Python package that simplifies the extraction of historical data from scanned images and PDFs. It’s designed to be modular and so it can be used together with other existing tools, and can be extended easily by users.

Also see published paper and arXiv version.


FEDPLOT: Fed-style ggplot2 charts

R package that allows users to replicate Fed-style plots (e.g. FSR, Tealbook) within ggplot. It contains a theme and several ggplot functions to customize and export figures.

Also see Github repo.