Package: xtfifevd
Type: Package
Title: Panel Fixed Effects Filtered and Variance Decomposition
        Estimation
Version: 1.1.0
Date: 2026-09-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
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.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtfifevd
BugReports: https://github.com/muhammedalkhalaf/xtfifevd/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: stats, utils
Suggests: plm, testthat (>= 3.0.0)
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-02 22:48:07 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/xtfifevd
RemoteRef: HEAD
RemoteSha: 728458ba0589cba43c0c853167d16b364574c1a9
NeedsCompilation: no
Packaged: 2026-11-01 08:30:09 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>