  Like Python and Java, which are integrated into Stata, Julia is a free
programming language that runs on all major operating systems. The julia
package links Stata to Julia as well. Users can transfer data between Stata and
Julia at high speed, issue Julia commands from Stata to analyze and plot, and
pass results back to Stata. Julia's econometric software ecosystem is not as
mature as Stata's or R's, or even Python's. But Julia is an excellent
environment for developing high-performance numerical applications, which can
then be called from many platforms. The boottest program for wild
bootstrap-based inference (Roodman et al. 2019) can call a Julia back end for a
33-50% speed-up, even as the R package fwildclusterboot (Fischer and Roodman
2021) uses the same back end for inference after instrumental variables
estimation. reghdfejl mimics reghdfe (Correia 2016) in fitting linear models
with high-dimensional fixed effects but calls an independently developed Julia
package for tenfold acceleration on hard problems. reghdfejl also supports
nonlinear models--preliminarily, as the Julia package for that purpose matures.
