xtfifevd
Panel Fixed Effects Filtered and Variance Decomposition Estimation
Implements fixed effects estimators for time-invariant variables in panel data models. Provides three estimation methods: FEVD (Fixed Effects Vector Decomposition) from Plumper and Troeger (2007) <doi:10.1093/pan/mpm002>, and FEF (Fixed Effects Filtered) and FEF-IV (instrumental variables variant) from Pesaran and Zhou (2018) <doi:10.1080/07474938.2016.1222225>. All methods use the correct Pesaran-Zhou variance estimators that account for generated regressor uncertainty, avoiding the size distortions documented in the literature.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling linux/jammy R-4.5 | xtfifevd_1.0.2.tar.gz |
54.7 KiB |
1.0.2 |
rolling linux/noble R-4.5 | xtfifevd_1.0.2.tar.gz |
54.5 KiB |
1.0.2 |
rolling source/ R- | xtfifevd_1.0.2.tar.gz |
16.1 KiB |
1.0.2 |
latest linux/jammy R-4.5 | xtfifevd_1.0.2.tar.gz |
54.7 KiB |
1.0.2 |
latest linux/noble R-4.5 | xtfifevd_1.0.2.tar.gz |
54.5 KiB |
1.0.2 |
latest source/ R- | xtfifevd_1.0.2.tar.gz |
16.1 KiB |
1.0.2 |
2026-04-23 source/ R- | xtfifevd_1.0.2.tar.gz |
0 B |