Keon Jochmans and Vincenzo Verardi, "Instrumental-Variable Estimation
of Exponential Regression Models with Two-Way Fixed Effects with an
Application to Gravity Equations", Journal of Applied Econometrics,
Vol. 37, No. 6, 2022, pp. 1121-1137.

All the replication material is contained in the file jv-files.zip. It 
contains two subfolders:

1) Simulations

This subfolder contains Matlab files to replicate the simulations
reported on in the paper. The file Designs.m initiates the
replication. The remaining files in the subfolder are subroutines:

  NumericalExperiments: Performs a simulation for a DGP stated in
  Designs.m
  
  DataGeneration.m: generates data
  
  expiv1.m: computes the differencing estimator
  
  mullahyiv.m: computes the fixed-effect version of Mullahy's
  estimator along with its bias-corrected version
  
  windmeijeriv.m: computes the fixed-effect version of Windmeijer and
  Santos Silva's estimator along with its bias-corrected version


2) Empirical illustration.

This subfolder contains the data used in the empirical illustration
(in Matlab, txt, and csv format) along with a Matlab routine that
loads these data and calls gravityiv1.m to compute the differencing
estimator.

The data are from Egger, P., M. Larch, K. E. Straub, and R. Winkelmann
(2011). The trade effects of endogenous preferential trade agreements.
American Economic Journal: Economic Policy 3, 113-143.

These data concern a cross-section of 126 countries in the year 2005.
The table contains trade between all 15750 pairs of countries in the
data set along with country and country-pair characteristics. For each
entry in the file, the exporter and importer are identified through the
dummy variables x_1, x_2,...,x_250. The variables used in the paper
are (also see Table 3 in the paper):

x: nominal exports (in million US dollar)

pta: dummy for whether a preferential trade agreement is in

placedist: log of distance

bord: common border

dummylang: common language

dummycolony: (former) colonial relationship

colcom: (former) common coloniser

curcol: colonial relationship after 1945

smctry: one country used to be part of the other

cont: on the same continent

dummydurab: durability index of political regime

polcomp: political competition index

autoc: autocracy index

Address for correspondence:

  K. Jochmans
  Toulouse School of Economics
  1 esplanade de l'Université
  31080 Toulouse CEDEX 6
  France
  
  koen.jochmans[AT] tse-fr.eu