Package: xtfifevd 1.1.0
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.
Authors:
xtfifevd_1.1.0.tar.gz
xtfifevd_1.1.0.zip(r-4.7-any)xtfifevd_1.1.0.zip(r-4.6-any)xtfifevd_1.1.0.zip(r-4.5-any)
xtfifevd_1.1.0.tgz(r-4.6-any)xtfifevd_1.1.0.tgz(r-4.5-any)
xtfifevd_1.1.0.tar.gz(r-4.7-any)xtfifevd_1.1.0.tar.gz(r-4.6-any)
xtfifevd_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
xtfifevd/json (API)
| # Install 'xtfifevd' in R: |
| install.packages('xtfifevd', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/xtfifevd/issues
Last updated from:728458ba05. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 108 | ||
| source / vignettes | OK | 170 | ||
| linux-release | OK | 107 | ||
| macos-release | OK | 118 | ||
| macos-oldrel | OK | 83 | ||
| windows-devel | OK | 69 | ||
| windows-release | OK | 64 | ||
| windows-oldrel | OK | 63 | ||
| wasm-release | OK | 92 |
Exports:bw_ratiofeffef_ivfevdxtfifevd
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Between/Within SD Ratio for Time-Invariant Variables | bw_ratio |
| Panel Fixed Effects Estimation for Time-Invariant Variables | fef fef_iv fevd xtfifevd |