xtfifevd (Q7368970)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Panel Fixed Effects Filtered and Variance Decomposition Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | xtfifevd |
Panel Fixed Effects Filtered and Variance Decomposition Estimation |
Statements
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 Pesaran and Zhou variance estimators, which account for generated regressor uncertainty, and report the full covariance matrix of the time-varying, time-invariant and intercept coefficients.
0 references
1 October 2026
0 references
