PPMLHDFE | Poisson pseudo-likelihood regression with multiple levels of fixed effects

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

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