Dr. Julian Hinz

Topics: Globalization, International Trade

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Main research interests

  • International Trade
  • International Political Economy

Short biography

since 08/2016
Postdoctoral Research Fellow at Kiel Institute for the World Economy

09/2012 - 09/2016
Doctoral studies at Université Paris 1 Panthéon-Sorbonne and Paris School of Economics

Past Events

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Julian Hinz

@julianhinz

Minor disclaimer: The trick we use to make this work is limited to *some* combinations of error term distributions and link functions. Includes most important ones (for trade economists at least): Gaussian, Poisson, Gamma, with identity and log link, some others.

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Julian Hinz

@julianhinz

And by high-dimensional fixed effects I mean high-dimensional fixed effects: Biggest estimation I ran was Poisson regression with *160 mio* obs and about *40 mio* fixed effects on a Macbook Pro, ~10h to converge. (4/n)

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Julian Hinz

@julianhinz

How fast is it? Here's a comparison btw a Poisson regression with glmhdfe and base R glm, time until convergence against number of observations with 2*sqrt(obs) fixed effects. It takes glmhdfe less than a second to converge with dataset of 160,000 obs and 800 fixed effects: (2/n) t.co/FtLwDiINzt