Program

IVPPMLHDFE — IV-PPML with High-Dimensional Fixed Effects (Stata)

A Stata implementation of instrumental-variable Poisson pseudo-maximum likelihood estimation with multiple sets of high-dimensional fixed effects, solved via iteratively reweighted 2SLS with fixed effects concentrated out at each iteration. Both just-identified and overidentified models are supported, multiple endogenous regressors are allowed, and the command is designed to feel natural to users of ppmlhdfe. A split-panel jackknife plus bootstrap remedy addresses incidental-parameter bias.

• Code: github.com/ekwonomist/ivppmlhdfe
• Companion paper: Kwon, Larch, Yoon, and Yotov (2026), “Instrumental-Variable Poisson PML with High-Dimensional Fixed Effects.” Working paper

GPPML — Generalized Poisson Pseudo-Maximum-Likelihood Estimator (Stata)

A Stata implementation of the Generalized Poisson PML estimator, designed for gravity and other trade regressions where the dependent variable has many zeros and standard PPML is restrictive.

• Code: github.com/ekwonomist/gppml
• Companion paper: Kwon, Yoon, and Yotov (2025), “A Generalized Poisson-Pseudo Maximum Likelihood Estimator,” Journal of Business & Economic Statistics. DOI