hdcce: Estimation and Inference for High-Dimensional Panel Data Models with Interactive Fixed Effects

Estimation and inference for panel data models with interactive fixed effects. The methods cover i) the linear specification of Ruecker, M., Vogt, M., Linton, O. and Walsh, C. (2025) "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects" <doi:10.3982/QE2308>, and ii) the dictionary design of Ruecker, M., Vogt, M. and Linton, O. (2026) "High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case" <doi:10.48550/arXiv.2608.02055>.

Version:	0.1.0
Depends:	R (≥ 3.5.0)
Imports:	stats, graphics, glmnet, mvtnorm
Suggests:	knitr, rmarkdown
Published:	2026-09-15
DOI:	10.32614/CRAN.package.hdcce
Author:	Maximilian Ruecker [aut, cre], Michael Vogt [aut], Oliver Linton [aut], Christopher Walsh [aut]
Maintainer:	Maximilian Ruecker <maximilian.ruecker at uni-ulm.de>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/RueckerM/hdcce
NeedsCompilation:	no
CRAN checks:	hdcce results

Documentation:

Reference manual:	hdcce.html , hdcce.pdf
Vignettes:	Estimation and inference with hdcce (source, R code)

Downloads:

Package source:	hdcce_0.1.0.tar.gz
Windows binaries:	r-devel: hdcce_0.1.0.zip, r-release: hdcce_0.1.0.zip, r-oldrel: hdcce_0.1.0.zip
macOS binaries:	r-release (arm64): hdcce_0.1.0.tgz, r-oldrel (arm64): hdcce_0.1.0.tgz, r-release (x86_64): hdcce_0.1.0.tgz, r-oldrel (x86_64): hdcce_0.1.0.tgz

Linking:

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