hdcce - Estimation and Inference for High-Dimensional Panel Data Models
with Interactive Fixed Effects
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>.
