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fejiv  

Fixed Effect Jackknife Instrumental Variables Estimation
View on CRAN: Click here


Download and install fejiv package within the R console
Install from CRAN:
install.packages("fejiv")

Install from Github:
library("remotes")
install_github("cran/fejiv")

Install by package version:
library("remotes")
install_version("fejiv", "0.1.1")



Attach the package and use:
library("fejiv")
Maintained by
Qihui Lei
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-10-14
Latest Update: 2025-10-14
Description:
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>.
How to cite:
Qihui Lei (2025). fejiv: Fixed Effect Jackknife Instrumental Variables Estimation. R package version 0.1.1, https://cran.r-project.org/web/packages/fejiv. Accessed 06 Jun. 2026.
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Functions, R codes and Examples using the fejiv R package
Full fejiv package functions and examples
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