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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 correct Pesaran-Zhou variance estimators that account for generated regressor uncertainty, avoiding the size distortions documented in the literature.

Version: 1.0.2
Depends: R (≥ 4.1.0)
Imports: stats, MASS
Suggests: plm, lmtest, sandwich, testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2026-04-28
DOI: 10.32614/CRAN.package.xtfifevd
Author: Muhammad Alkhalaf ORCID iD [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_1.0.2.tar.gz
Windows binaries: r-devel: xtfifevd_1.0.2.zip, r-release: xtfifevd_1.0.2.zip, r-oldrel: xtfifevd_1.0.2.zip
macOS binaries: r-release (arm64): xtfifevd_1.0.2.tgz, r-oldrel (arm64): xtfifevd_1.0.2.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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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.
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