Estimation and inference for panel data models with interactive fixed effects. The methods cover i) the linear specification of Ruecker, M., Vogt, M., Linton, O. and Walsh, C. (2025) "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects" <doi:10.3982/QE2308>, and ii) the dictionary design of Ruecker, M., Vogt, M. and Linton, O. (2026) "High-Dimensional Panel Data Models with Interactive Fixed Effects: Beyond the Linear Case" <doi:10.48550/arXiv.2608.02055>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, graphics, glmnet, mvtnorm |
| Suggests: | knitr, rmarkdown |
| Published: | 2026-09-15 |
| DOI: | 10.32614/CRAN.package.hdcce (may not be active yet) |
| Author: | Maximilian Ruecker [aut, cre], Michael Vogt [aut], Oliver Linton [aut], Christopher Walsh [aut] |
| Maintainer: | Maximilian Ruecker <maximilian.ruecker at uni-ulm.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/RueckerM/hdcce |
| NeedsCompilation: | no |
| CRAN checks: | hdcce results |
| Reference manual: | hdcce.html , hdcce.pdf |
| Vignettes: |
Estimation and inference with hdcce (source, R code) |
| Package source: | hdcce_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): hdcce_0.1.0.tgz, r-release (x86_64): hdcce_0.1.0.tgz, r-oldrel (x86_64): hdcce_0.1.0.tgz |
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