Interactive Fixed Effects Estimator for Panel Data
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Documentation for package ‘xtife’ version 0.1.4
Help Pages
| cigar | Dataset on US Cigarette Demand Panel |
| ife | Estimate Interactive Fixed Effects Model (Bai 2009) |
| ife_select_r | Select the Number of Factors via Information Criteria |
| ife_select_r_unb | Factor Number Selection for Unbalanced Panel IFE via SVT |
| ife_unbalanced | Unbalanced Panel Interactive Fixed Effects Estimator |
| print.ife | Print an IFE Model Summary |