Implements Poisson fixed effects regression and robust standard errors from Wooldridge (1999) in Julia. The implementation should be faster than GLM.jl with many fixed effects.
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Updated
Jun 3, 2020 - Julia
Implements Poisson fixed effects regression and robust standard errors from Wooldridge (1999) in Julia. The implementation should be faster than GLM.jl with many fixed effects.
Wild bootstrap implementation using reghdfe
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