fejiv: fixed effect jackknife IV (FEJIV) estimation

Version 1.0.0 (7.76 KB) by Tymon Słoczyński
MATLAB implementation of the fixed effect jackknife IV (FEJIV) estimator for consistent IV estimation with many (possibly weak) instruments.
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Updated 29 Jan 2026
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Cite As

Lei, Qihui, and Tymon Słoczyński (2026). fejiv: fixed effect jackknife IV (FEJIV) estimation (https://github.com/tslocz/fejiv), GitHub. Retrieved January 30, 2026.

MATLAB Release Compatibility
Created with R2022b
Compatible with R2017a to R2025b
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.