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  • reg3hdfe ado-file

    Hello,

    I am currently trying to replicate a paper. The empirical part of this paper uses the command reg3hdfe, which is not available when typing "ssc install". I cannot find the ado-file for this command on the internet. I have also tried to find it at the Statalist ado-file archives, but could not find it there either. Does someone have the ado-file for reg3hdfe on their hard drive or knows how I can get the ado-file for this command?

    Thank you.

  • #2
    Maybe you can take a look at this as a substitute http://scorreia.com/software/reghdfe/

    Comment


    • #3
      Meanwhile note that "a paper" falls a long way short of our requests for precision in references.

      https://www.statalist.org/forums/help#references



      Please give precise literature references. The literature familiar to you will be not be familiar to all members of Statalist. Do not refer to publications with just author and date, as in Sue, Grabbit, and Runne (1989).

      References should be in a form that you would expect in an academic publication or technical document. Good practice is to give a web link accessible to all or alternatively full author name(s), date, paper title, journal title, and volume and page numbers in the case of a journal article.

      Comment


      • #4
        The publication I am referring to can be found here: https://www.aeaweb.org/articles?id=10.1257/mic.20140145


        Originally posted by Christophe Kolodziejczyk View Post
        Maybe you can take a look at this as a substitute http://scorreia.com/software/reghdfe/
        Thank you Christophe Kolodziejczyk for your help.

        Comment


        • #5
          Thanks for the reference, but could you please tell us page(s) (out of 33) on which this command is named?

          My searches for Stata and reg3hdfe yielded nothing.

          Comment


          • #6
            I am sorry for not being precise enough here. The command is named in the "Additional Materials - Data Set". There, you can find a readMe document in which the command is named. The command is then used in the tab3_timevariation.do file.

            Comment


            • #7
              Goekay Demir the ado-file can be found here https://www.aeaweb.org/articles?id=10.1257/mac.4.2.133 under Additional Materials, Download dataset

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