Before revision: We study the incidental parameter problem in "three-way" Poisson Pseudo-Maximum Likelihood ("PPML") gravity models recently recommended for identifying the effects of trade policies and in other network panel data settings.
After revision: We study the incidental parameter problem in "three-way" Poisson Pseudo-Maximum Likelihood ("PPML") gravity models recently recommended for identifying the effects of trade policies and in other panel data gravity settings.