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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>.

Version:	0.1.1
Depends:	R (≥ 4.0)
Imports:	MASS,Matrix, stats
Suggests:	haven
Published:	2025-10-14
DOI:	10.32614/CRAN.package.fejiv
Author:	Qihui Lei [aut, cre], Tymon Słoczyński [aut]
Maintainer:	Qihui Lei <qlei9 at wisc.edu>
License:	GPL-2 \|GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	fejiv results

Documentation:

Reference manual:

fejiv.html ,fejiv.pdf

Downloads:

Package source:	fejiv_0.1.1.tar.gz
Windows binaries:	r-devel:fejiv_0.1.1.zip, r-release:fejiv_0.1.1.zip, r-oldrel:fejiv_0.1.1.zip
macOS binaries:	r-release (arm64):fejiv_0.1.1.tgz, r-oldrel (arm64):fejiv_0.1.1.tgz, r-release (x86_64):fejiv_0.1.1.tgz, r-oldrel (x86_64):fejiv_0.1.1.tgz

Linking:

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