fevc: Leave-Out Bias-Corrected Variance Decompositions in Stata -- by Johannes F. Schmieder

I thank Raffaele Saggio for helpful comments. I used OpenAI’s ChatGPT and Codex to assist with software development, testing, and the preparation and revision of this manuscript. I take full responsibility for the code, analysis, and text, including any remaining errors. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research.

• Technical supplement
• FEVC Stata package and documentation