To cite alpaca in publications use:

Stammann A (2018). “Fast and Feasible Estimation of Generalized Linear Models with High-Dimensional k-way Fixed Effects.” ArXiv e-prints. https://arxiv.org/pdf/1707.01815.pdf.

To cite the bias corrections of Fernández-Val and Weidner in publications use:

Fernández-Val I, Weidner M (2016). “Individual and time effects in nonlinear panel models with large N, T.” Journal of Econometrics, 192(1), 291–312. doi: 10.1016/j.jeconom.2015.12.014, https://www.sciencedirect.com/science/article/pii/S0304407615002997.

To cite the bias corrections of Hinz, Stammann, and Wanner in publications use:

Hinz J, Stammann A, Wanner J (2020). “State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade.” ArXiv e-prints. https://arxiv.org/pdf/2004.12655.pdf.

Corresponding BibTeX entries:

  @Article{,
    title = {Fast and Feasible Estimation of Generalized Linear Models
      with High-Dimensional k-way Fixed Effects},
    author = {Amrei Stammann},
    journal = {ArXiv e-prints},
    year = {2018},
    url = {https://arxiv.org/pdf/1707.01815.pdf},
    encoding = {UTF-8},
  }
  @Article{,
    title = {Individual and time effects in nonlinear panel models with
      large N, T},
    author = {Iván Fernández-Val and Martin Weidner},
    journal = {Journal of Econometrics},
    volume = {192},
    number = {1},
    pages = {291--312},
    year = {2016},
    doi = {10.1016/j.jeconom.2015.12.014},
    url =
      {https://www.sciencedirect.com/science/article/pii/S0304407615002997},
    encoding = {UTF-8},
  }
  @Article{,
    title = {State Dependence and Unobserved Heterogeneity in the
      Extensive Margin of Trade},
    author = {Julian Hinz and Amrei Stammann and Joschka Wanner},
    journal = {ArXiv e-prints},
    year = {2020},
    url = {https://arxiv.org/pdf/2004.12655.pdf},
    encoding = {UTF-8},
  }