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Solved this. Using MINGW32 on Windows does the trick (not cmd). Seems the shell was missing.
Here's a complete free tutorial on downloading, cleaning, analyzing and mapping census data: https://www.youtube.com/playlist?list=PLCuEIQl2BByhnFWu858xy5O0rfVAI94Hw Full disclosure: I am the author. I use QGIS for overlaying the data and creating the maps.
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