Interactive Fixed Effects Estimator for Balanced Panel Data

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Documentation for package ‘xtife’ version 0.1.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

cigar	Dataset on US Cigarette Demand Panel
ife	Estimate Interactive Fixed Effects Model (Bai 2009)
ife_select_r	Select the Number of Factors via Information Criteria
print.ife	Print an IFE Model Summary