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A Generalized Poisson-Pseudo Maximum Likelihood Estimator. (2022). Yotov, Yoto ; Yoon, Jangsu ; Kwon, Ohyun.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_10145.

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References cited by this document

  1. , Mario Larch, and Yoto V. Yotov, “Gravity Estimations with Interval Data: Revisiting the Impact of Free Trade Agreements,” Economica, January 2022, 89 (353), 44–61.

  2. < ∞. Assumption 2-3 of Hansen and Lee (2021) holds since E " sup θ̄∈Θ ∂3 mk θ̄ ∂h̄∂λ̄∂θ̄′ #
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  3. − J θ̄, ϕ p − → 0, where the uniform convergence properties follow Theorem 2.6 of Newey and McFadden (1994). The estimator θ̂ = ĥ, λ̂ approximates the minimizer of JN,0 θ̄, ϕ
    Paper not yet in RePEc: Add citation now
  4. Agnosteva, Delina E., James E. Anderson, and Yoto V. Yotov, “Intra-national Trade Costs: Assaying Regional Frictions,” European Economic Review, 2019, 112 (C), 32–50.
    Paper not yet in RePEc: Add citation now

  5. Anderson, James E and Eric Van Wincoop, “Gravity with Gravitas: A Solution to the Border Puzzle,” American Economic Review, 2003, 93 (1), 170–192.

  6. Anderson, James E., Mario Larch, and Yoto V. Yotov, “GEPPML: General Equilibrium Analysis with PPML,” The World Economy, 2018, 41 (10), 2750–2782.

  7. Arvis, Jean-Francois and Ben Shepherd, “The Poisson Quasi-Maximum Likelihood Estimator: A Solution to the “Adding Up” Problem in Gravity Models,” Applied Economics Letters, April 2013, 20 (6), 515–519.
    Paper not yet in RePEc: Add citation now
  8. Assumption 2.1 directly implies Assumption 2 of Hansen and Lee (2021). First, xijt are independent across different county pairs (i, j). Second, The compact support of (xijt, γit, ηjt) implies that ijt is uniformly bounded by a finite number. m θ̄ and ∂m(θ̄) ∂θ̄ are all uniformly bounded on compact support, hence uniformly integrable. Since ∂2mk (θ̄) ∂θ̄∂θ̄′ is also uniformly bounded on Θ for all k, E supθ̄∈Θ ∂2 ∂θ̄∂θ̄′ m θ̄ 2
    Paper not yet in RePEc: Add citation now

  9. Baier, Scott L. and Jeffrey H. Bergstrand, “Do Free Trade Agreements Actually Increase Members ’ International Trade?,” Journal of International Economics, 2007, 71 (1), 72–95.

  10. Borchert, Ingo, Mario Larch, Serge Shikher, and Yoto V. Yotov, “The International Trade and Production Database for Estimation R02 (ITPD-E-R02),” USITC, forthcoming., 2022.
    Paper not yet in RePEc: Add citation now
  11. Correia, Sergio, Paulo Guimarães, and Tom Zylkin, “Fast Poisson Estimation with Highdimensional Fixed Effects,” Stata Journal, 2020, 20 (1), 95–115.
    Paper not yet in RePEc: Add citation now
  12. Egger, Peter H. and Sergey Nigai, “Energy Demand and Trade in General Equilibrium,” Environmental and Resource Economics, 2015, 60 (2), 191–213.
    Paper not yet in RePEc: Add citation now

  13. Fally, Thibault, “Structural Gravity and Fixed Effects,” Journal of International Economics, 2015, 97 (1), 76–85.

  14. Fernández-Val, Iván and Martin Weidner, “Individual and time effects in nonlinear panel models with large N, T,” Journal of Econometrics, 2016, 192 (1), 291–312.

  15. for a given ϕ, so θ̂ is a consistent estimator by Theorem 3 of Hansen and Lee (2021). A.1.1 The case with mild misspecification Consider the case that the conditional variance form is misspecified, i.e., infϕ∈Θ E h xijt ϵ2 ijt − hϕ λϕ ijt i =
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  16. Gurevich, Tamara and Peter Herman, “The Dynamic Gravity Dataset: 1948-2016,” 2018.
    Paper not yet in RePEc: Add citation now

  17. Hansen, Bruce E and Seojeong Lee, “Inference for iterated GMM under misspecification,” Econometrica, 2021, 89 (3), 1419–1447.

  18. Head, Keith and Thierry Mayer, “Gravity equations: Workhorse, toolkit, and cookbook,” in “Handbook of international economics,” Vol. 4, Elsevier, 2014, pp. 131–195.
    Paper not yet in RePEc: Add citation now

  19. Jochmans, Koen, “Two-Way Models for Gravity,” The Review of Economics and Statistics, 07 2017, 99 (3), 478–485.

  20. Manning, Willard G and John Mullahy, “Estimating log models: to transform or not to transform ?,” Journal of health economics, 2001, 20 (4), 461–494.

  21. Mnasri, Ayman and Salem Nechi, “New nonlinear estimators of the gravity equation,” Economic Modelling, 2021, 95, 192–202.

  22. Newey, Whitney K. and Daniel McFadden, “Chapter 36 Large sample estimation and hypothesis testing,” in “Handbook of Econometrics,” Vol. 4, Elsevier, 1994, pp. 2111–2245.
    Paper not yet in RePEc: Add citation now
  23. Santos Silva, J.M.C. and Silvana Tenreyro, “The Log of Gravity,” Review of Economics and Statistics, 2006, 88 (4), 641–658.
    Paper not yet in RePEc: Add citation now

  24. Weidner, Martin and Thomas Zylkin, “Bias and consistency in three-way gravity models,” Journal of International Economics, 2021, 132, 103513.

Cocites

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  1. Economic sanctions and agricultural trade. (2024). Yotov, Yoto V ; Luckstead, Jeff ; Larch, Mario.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:106:y:2024:i:4:p:1477-1517.

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  2. Gravity, globalization and time-varying heterogeneity. (2024). Standaert, Samuel ; Baier, Scott.
    In: European Economic Review.
    RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000084.

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  3. Climate distance and bilateral trade. (2024). Santeramo, Fabio ; Lamonaca, Emilia ; Bozzola, Martina.
    In: Economics Letters.
    RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001071.

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  4. Competition and trade policy in the world cotton market: Implications for US cotton exports. (2023). Devadoss, Stephen ; Ridley, William.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:105:y:2023:i:5:p:1365-1387.

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  5. The Trade Effects of the EU-South Korea Free Trade Agreement: Heterogeneity Across Time, Country Pairs, and Directions of Trade within Country Pairs. (2023). Jung, Benjamin.
    In: Open Economies Review.
    RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09690-6.

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  6. Unveiling the trade and welfare effects of regional services trade agreements: A structural gravity approach. (2023). Lin, XI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002389.

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  7. Are preferential agreements beneficial to EU trade? New evidence from the EU-South Korea treaty. (2023). Stamato, Giovanni ; Quintieri, Beniamino.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232822.

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  8. The Effect of Economic Sanctions on World Trade of Mineral Commodities. A Gravity Model Approach from 2009 to 2020. (2023). Caruso, Raul ; Cipollina, Maria.
    In: DISCE - Quaderni del Dipartimento di Politica Economica.
    RePEc:ctc:serie5:dipe0034.

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  9. Trade and Infrastructure Integration in Africa. (2023). Santoni, Gianluca ; Ruta, Michele ; Murray, Siobhan ; Lebrand, Mathilde ; Fontagne, Lionel.
    In: Working Papers.
    RePEc:cii:cepidt:2023-14.

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  10. The Empire Project: Trade Policy in Interwar Canada. (2023). O'Rourke, Kevin ; Yotov, Yoto V ; Reiter, Lorenz ; Lampe, Markus.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10419.

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  11. Estimating the Effects of Trade Agreements: Lessons from 60 Years of Methods and Data. (2023). Yotov, Yoto ; Larch, Mario.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10267.

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  12. Power politics and the expansion of US exports, 1879–1938. (2023). Restrepoestrada, Maria Isabel ; Tenajunguito, Antonio.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1051-1073.

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  13. The Impact of Non?tariff Barriers on Trade and Welfare. (2023). Huang, Hanwei ; Freeman, Rebecca ; Dhingra, Swati.
    In: Economica.
    RePEc:bla:econom:v:90:y:2023:i:357:p:140-177.

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  14. A Re-Examination of the Benefits of Trade Agreements on Agricultural Exports and the Impact of the 2008 Great Recession. (2023). Guah, Mathew ; Karemera, David ; Whitesides, Louis ; Smalls, Gerald.
    In: International Journal of Food and Agricultural Economics (IJFAEC).
    RePEc:ags:ijfaec:339049.

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  15. .

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  16. The Global Sanctions Data Base. Release 3: COVID-19, Russia, and Multilateral Sanctions. (2022). Yotov, Yoto ; Yalcin, Erdal ; Kirilakha, Aleksandra ; Felbermayr, Gabriel ; Syropoulos, Constantinos.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2022:i:651.

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  17. On the Heterogeneous Trade and Welfare Effects of GATT/WTO Membership. (2022). Yotov, Yoto ; Yalcin, Erdal ; Larch, Mario ; Felbermayr, Gabriel.
    In: WIFO Working Papers.
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  18. Unequal trade, unequal gains: the heterogeneous impact of MERCOSUR. (2022). Timini, Jacopo ; Campos, Rodolfo G.
    In: Applied Economics.
    RePEc:taf:applec:v:54:y:2022:i:49:p:5655-5669.

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  19. Trade Liberalization and Comparative Advantage: Evidence from Indonesia and Asian Trade Partners. (2022). Esquivias, Miguel Angel ; Sugiharti, Lilik ; Purwono, Rudi ; Handoyo, Rossanto Dwi.
    In: Economies.
    RePEc:gam:jecomi:v:10:y:2022:i:4:p:80-:d:779718.

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  20. UK trade in the wake of Brexit. (2022). Sampson, Thomas ; Prayer, Thomas ; Manova, Kalina ; Freeman, Rebecca.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:117855.

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  21. The impact of non-tariff barriers on trade and welfare. (2022). Huang, Hanwei ; Freeman, Rebecca ; Dhingra, Swati.
    In: LSE Research Online Documents on Economics.
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  22. Deep Trade Agreements and FDI in Partial and General Equilibrium: A Structural Estimation Framework. (2022). Yotov, Yoto V ; Larch, Mario.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9985.

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  23. Estimating Gravity from the Short to the Long Run: A Simple Solution to the ‘International Elasticity Puzzle’. (2022). Yotov, Yoto ; Anderson, James E.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10176.

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  24. A Generalized Poisson-Pseudo Maximum Likelihood Estimator. (2022). Yotov, Yoto ; Yoon, Jangsu ; Kwon, Ohyun.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10145.

    Full description at Econpapers || Download paper

  25. The Global Sanctions Data Base – Release 3: Covid-19, Russia, and Multilateral Sanctions. (2022). Yotov, Yoto ; Yalcin, Erdal ; Kirilakha, Aleksandra ; Felbermayr, Gabriel J ; Syropoulos, Constantinos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10101.

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  26. Unravelling deep integration: UK trade in the wake of Brexit. (2022). Sampson, Thomas ; Prayer, Thomas ; Manova, Kalina ; Freeman, Rebecca.
    In: CEP Discussion Papers.
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  27. Quantifying the impact of economic sanctions on international trade in the energy and mining sectors. (2022). Syropoulos, Constantinos ; Yotov, Yoto V ; Shikher, Serge ; Larch, Mario.
    In: Economic Inquiry.
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  28. On the Heterogeneous Trade and Welfare Effects of GATT/WTO Membership. (2020). Yotov, Yoto ; Larch, Mario ; Felbermayr, Gabriel ; Yalcin, Erdal.
    In: CESifo Working Paper Series.
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