REGHDFE | How to Cite

reghdfe implements the estimator described in Correia (2017). If you use it, please cite the aforementioned paper:

@TechReport {Correia2017:HDFE,
  Author = {Correia, Sergio},
  Title = {Linear Models with High-Dimensional Fixed Effects: An Efficient and Feasible Estimator},
  Note = {Working Paper},
  Year = {2016},
}

Correia, Sergio. 2017. “Linear Models with High-Dimensional Fixed Effects: An Efficient and Feasible Estimator” Working Paper. http://scorreia.com/research/hdfe.pdf

Alternatively, you can cite it as:

Sergio Correia, 2017. reghdfe: Stata module for linear and instrumental-variable/GMM regression absorbing multiple levels of fixed effects. Statistical Software Components S457874, Boston College Department of Economics. https://ideas.repec.org/c/boc/bocode/s457874.html