Package: fejiv
Type: Package
Title: Fixed Effect Jackknife Instrumental Variables Estimation
Version: 0.1.1
Authors@R: c(
    person("Qihui", "Lei", email = "qlei9@wisc.edu", role = c("aut", "cre")),
    person("Tymon", "Słoczyński", email = "tslocz@brandeis.edu", role = "aut"))
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>.
License: GPL (>= 2)
Encoding: UTF-8
Depends: R (>= 4.0)
Imports: MASS, Matrix, stats
Suggests: haven
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2025-10-08 19:34:14 UTC; qlei
Author: Qihui Lei [aut, cre],
  Tymon Słoczyński [aut]
Maintainer: Qihui Lei <qlei9@wisc.edu>
Repository: CRAN
Date/Publication: 2025-10-14 18:20:15 UTC
Built: R 4.6.0; ; 2026-04-26 00:39:32 UTC; unix
