Two-way models for gravity

Abstract : Empirical models for panel data frequently feature fixed effects in both directions of the panel. Settings where this is prevalent include student-teacher interaction, the allocation of workers to firms, and the import-export flows between countries. Estimation of such fixed-effect models is difficult. We derive moment conditions for models with multiplicative unobservables and fixed effects and use them to set up generalized method of moments estimators that have good statistical properties. We estimate a gravity equation with multilateral resistance terms as an application of our methods.
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Pré-publication, Document de travail
2015
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https://hal-sciencespo.archives-ouvertes.fr/hal-01114776
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Soumis le : lundi 9 février 2015 - 23:30:06
Dernière modification le : mardi 11 octobre 2016 - 11:57:57
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Koen Jochmans. Two-way models for gravity. 2015. 〈hal-01114776〉

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