hdcce

MaRDI QIDQ7388651CRANFDO

Authors Maximilian Ruecker, Michael Vogt, Oliver Linton, Christopher Walsh

Last update 15 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

Estimation and inference for panel data models with interactive fixed effects. The methods cover i) the linear specification of Ruecker, M., Vogt, M., Linton, O. and Walsh, C. (2025) "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects" <doi:10.3982/QE2308>, and ii) the dictionary design of Ruecker, M., Vogt, M. and Linton, O. (2026) "High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case" <doi:10.48550/arXiv.2608.02055>.

Cites work

• Estimation and inference in high-dimensional panel data models with interactive fixed effects
• High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case

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