• The R package glmhdfe implements a fast estimation procedure of generalized linear models with high dimensional fixed effects. The package makes use of a convenient property of some combinations of error term distributions and link functions, where the fixed effects have — conditional on all other estimated parameters — an explicit solution.

    Install from Github via the remotes package:


    A Stata implementation is coming soon. For more details and usage examples check out the R_glmhdfe Github repository and the technical note.

  • Please cite:
    Separating the Wheat from the Chaff: Fast Estimation of GLMs with High-Dimensional Fixed Effects, mimeo. European University Institute, March 2019.
  • gravity.distances
  • The R package gravity.distances provides distances between geographic entities — such as countries, US states or Canadian provinces — that are consistent with the gravity equation in international economics.

    To install the package in R, simply run the following commands:


    For more details and usage examples check out the respective Github repositories:

  • Please cite:
    The view from space: Theory-based time-varying distances in the gravity model, Kiel Working Paper, 2059. Kiel Institute for the World Economy, Kiel, 2017-07-29.