panel data with 2-way pvar

[Stan Peterburgsky]

Good morning,

I have panel data that has 2 cross-sectional dimensions (origin and destination) and 1 time-series dimension (year). I would like to be able to run fixed-effects regressions with origin and destination (together) as well as fixed-effects regressions with bilateral origin/destination pairs. Can Stata do this?

Thank you very much,
Stan

[Carlo Lazzaro]

Stan:
if you're referring to gravity model panel data, take a look at Joao Santos Silva 's posts on this topic.

[Joao Santos Silva]

Dear Stan Peterburgsky,

Sure, look at the user-contributed commands reghdfe and ppmlhdfe.

Best wishes,

Joao

[Stan Peterburgsky]

Thank you very much!