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_1.1.0.zip
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, 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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