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xtfifevd  

Panel Fixed Effects Filtered and Variance Decomposition Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("xtfifevd", "1.0.2")



Attach the package and use:
library("xtfifevd")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-28
Latest Update: 2026-04-28
Description:
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.
How to cite:
Muhammad Alkhalaf (2026). xtfifevd: Panel Fixed Effects Filtered and Variance Decomposition Estimation. R package version 1.0.2, https://cran.r-project.org/web/packages/xtfifevd. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-10-01 10:30), 1.0.2 (2026-04-28 22:30)
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Complete documentation for xtfifevd
Functions, R codes and Examples using the xtfifevd R package
Full xtfifevd package functions and examples
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