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" , 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" .