fejiv: fixed effect jackknife IV (FEJIV) estimation

MATLAB implementation of the fixed effect jackknife IV (FEJIV) estimator for consistent IV estimation with many (possibly weak) instruments.

https://github.com/tslocz/fejiv

Version 1.0.0 (7.76 KB)
2 Downloads
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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.

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General Information

MATLAB Release Compatibility

  • 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.