Fixed Effect Jackknife Instrumental Variables Estimation

Implements the Fixed Effect Jackknife Instrumental Variables ('FEJIV') estimator of Chao, Swanson, and Woutersen (2023) , allowing consistent IV estimation with many (possibly weak) instruments, cluster fixed effects, heteroskedastic errors, and many exogenous covariates. The estimator is recommended by Słoczyński (2024) as an alternative to two-stage least squares when estimating the interacted specification of Angrist and Imbens (1995) .