VarianceComponentsHDFE

This package estimates a two-way fixed effects model and computes its associated variance components using the methodology developed by Kline, Saggio and Sølvsten (KSS). We provide the usual Julia Package as well as an executable/app that can be run in the terminal. For more details about this please see the corresponding Executable section. The link to the repository can be found here.

Please report any bug or problem here.

Contents

• Contents
• About the executable/app
• Installation
• • Windows
  • PATH in Windows
  • MacOS
• Syntax of the program
• • Results output
  • Detailed csv output
• Typical Executable Workflow (Windows)
• • Detailed examples
• Typical Executable Workflow (MacOS)
• • Detailed examples
• About the current version
• Contents
• Setting up Development Enviroment
• Functions in this package
• • Main Function
  • Auxiliary Functions
• Datatypes in this package
• Typical Julia Workflow