Package: fejiv 0.1.1
fejiv: Fixed Effect Jackknife Instrumental Variables Estimation
Implements the Fixed Effect Jackknife Instrumental Variables ('FEJIV') estimator of Chao, Swanson, and Woutersen (2023) <doi:10.1016/j.jeconom.2022.12.011>, allowing consistent IV estimation with many (possibly weak) instruments, cluster fixed effects, heteroskedastic errors, and many exogenous covariates. The estimator is recommended by Słoczyński (2024) <doi:10.48550/arXiv.2011.06695> as an alternative to two-stage least squares when estimating the interacted specification of Angrist and Imbens (1995) <doi:10.1080/01621459.1995.10476535>.
Authors:
fejiv_0.1.1.tar.gz
fejiv_0.1.1.zip(r-4.7)fejiv_0.1.1.zip(r-4.6)fejiv_0.1.1.zip(r-4.5)
fejiv_0.1.1.tgz(r-4.6-any)fejiv_0.1.1.tgz(r-4.5-any)
fejiv_0.1.1.tar.gz(r-4.7-any)fejiv_0.1.1.tar.gz(r-4.6-any)
fejiv_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
fejiv/json (API)
| # Install 'fejiv' in R: |
| install.packages('fejiv', repos = c('https://qihui-lei.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:3b6c952bc0. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 128 | ||
| source / vignettes | OK | 178 | ||
| linux-release-x86_64 | OK | 120 | ||
| macos-release-arm64 | OK | 146 | ||
| macos-oldrel-arm64 | OK | 196 | ||
| windows-devel | OK | 93 | ||
| windows-release | OK | 74 | ||
| windows-oldrel | OK | 71 | ||
| wasm-release | OK | 92 |
Exports:fejiv
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Fixed effect jackknife IV ('FEJIV') estimation | fejiv |
