In this article, we introduce the commands twexp and twgravity, which implement the estimators developed in Jochmans (2017, Review of Economics and Statistics 99: 478–485) for exponential regression models with two-way fixed effects. twexp is applicable to generic n × m panel data. twgravity is written for the special case where the dataset is a cross-section on dyadic interactions between n agents. A prime example is cross-sectional bilateral trade data, where the model of interest is a gravity equation with importer and exporter effects. Both twexp and twgravity can deal with data where n and m are large, that is, where there are many fixed effects. These commands use Mata and are fast to execute.

在本文中，我们介绍了命令twexp和twgravity，它们实现了Jochmans（2017，Review of Economics and Statistics 99：478-485）中针对具有双向固定效应的指数回归模型开发的估计器。twexp适用于一般的n × m面板数据。twgravity是为特殊情况编写的，其中数据集是n个代理之间的二元交互作用的横截面。一个主要的例子是横截面双边贸易数据，其中感兴趣的模型是具有进口和出口效应的引力方程。无论twexp和twgravity可以处理n和m大（即有很多固定影响）的数据。这些命令使用Mata并快速执行。