xtfifevd

MaRDI QIDQ7368970CRANFDO

Authors Muhammad Alkhalaf

Last update 1 October 2026

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 1.0.2, 1.1.0

Description

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.

Cites work

• Efficient Estimation of Time-Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects
• Estimation of time-invariant effects in static panel data models

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