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 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.
| Version: | 1.1.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | stats, utils |
| Suggests: | plm, testthat (≥ 3.0.0) |
| Published: | 2026-10-01 |
| DOI: | 10.32614/CRAN.package.xtfifevd |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph] |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/xtfifevd/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/xtfifevd |
| NeedsCompilation: | no |
| Citation: | xtfifevd citation info |
| Materials: | README, NEWS |
| CRAN checks: | xtfifevd results |
Documentation:
| Reference manual: | xtfifevd.html , xtfifevd.pdf |
Downloads:
| Package source: | xtfifevd_1.1.0.tar.gz |
| Windows binaries: | r-devel: xtfifevd_1.0.2.zip, r-release: xtfifevd_1.0.2.zip, r-oldrel: xtfifevd_1.0.2.zip |
| macOS binaries: | r-release (arm64): xtfifevd_1.0.2.tgz, r-oldrel (arm64): xtfifevd_1.0.2.tgz, r-release (x86_64): xtfifevd_1.1.0.tgz, r-oldrel (x86_64): xtfifevd_1.1.0.tgz |
| Old sources: | xtfifevd archive |
Linking:
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