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xtfifevd 1.0.2

• Resubmission to CRAN.
• Removed UTF-8 BOM (Byte Order Mark) from inst/CITATION. The BOM was causing the CRAN incoming auto-check to fail with: Invalid citation information in 'inst/CITATION': 1:1: unexpected input.
• Synchronised the version string in inst/CITATION with DESCRIPTION.
• No code or behavior changes.

xtfifevd 1.0.1

• Documentation and metadata corrections (DOI fixes, cat() -> message()).

xtfifevd 1.0.0

• Initial CRAN release.

• Implements three estimation methods for time-invariant variables in panel FE models:

  • fevd(): Fixed Effects Vector Decomposition (Plümper & Troeger, 2007)
  • fef(): Fixed Effects Filtered (Pesaran & Zhou, 2018)
  • fef_iv(): FEF with instrumental variables (Pesaran & Zhou, 2018)

• Uses correct Pesaran-Zhou (2018) variance estimators that account for generated regressor uncertainty.

• Provides bw_ratio() diagnostic for between/within variance analysis.

• Full S3 methods: print(), summary(), coef(), vcov(), confint().

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.