[Joao Santos Silva]

Dear Robert,

I have a small data set (and do file) here. This was used in one of the sections of the paper:

Santos Silva, J.M.C. and Tenreyro, Silvana (2010), Currency Unions in Prospect and Retrospect, Annual Review of Economics, 2, pp. 51-74.

Best regards,

Joao

[Said Jafar]

Dear Robert,

This book by the UNCTAD and WTO has a special chapter for gravity model. This is the link for that chapter. If you choose "Download application files" form the menu, you will get very useful do and data files. You can easily replicate all the results mentioned in their book and can learn how to construct data set by following their instructions.


Edit: Mr Joao' post pearled late in my screen. Along with his data set, i also recommend you visit their webpage for the Log of Gravity paper. You would find it very useful, as many found.

Hope this helps
Dias

[Iman Pal]

Ariel's advice still applies, but using i.ci#i.cj

However, before using xtreg you need to xtset your data, which does AFAIK requires creating the country pairs (usually with -egen group-).

By the way, I wrote a command that improves on what xtreg,fe does, and I've found most of the heavy users are trade researchers doing gravity regressions, so you may find it useful.

The program is called "reghdfe" and it's downloadable from Stata on SSC. It allows you to do




Best,
S

Mr.Correia, can you please tell me what command to use tor xtset. My importer var z imp and exporter is exp, and year variable, I am trying gravity model. It is not like general panel regression, where we just use xtset var year, can you please help I am stuck.