David Roodman has written a new Stata package that replicates `reghdfe` using Julia. The new implementation requires installing Julia but is about 10x faster. Details available here: www.statalist.org/forums/forum...#EconSky

The dream, @koren.mk

The thread is fascinating for some of the technical details around threading and GPUs as well. Very cool!

So in summary, 1. Stata calls Julia 2. Julia uses C/C++ 3. ???? 4. PROFIT!!!