The package 'lfe' and its methods have been documented in several papers. To cite 'lfe' in publications use one or some of:

S. Gaure. lfe: Linear group fixed effects. The R Journal, 5(2):104-117, Dec 2013

S. Gaure. OLS with multiple high dimensional category variables. Computational Statistics & Data Analysis, 66:8-18, 2013

S. Gaure. Correlation bias correction in two-way fixed effects linear regression. Stat, 3:379-390, 2014

S. Gaure. lfe: Linear group fixed effects. R package version 2.1-1640, 2015

Corresponding BibTeX entries:

  @Article{,
    title = {{lfe}: Linear group fixed effects},
    author = {Simen Gaure},
    journal = {The R Journal},
    pages = {104-117},
    year = {2013},
    volume = {5},
    number = {2},
    note = {User documentation of the 'lfe' package},
    month = {Dec},
    url = {http://journal.r-project.org/archive/2013-2/gaure.pdf},
  }
  @Article{,
    title = {{OLS} with multiple high dimensional category variables},
    journal = {Computational Statistics & Data Analysis},
    volume = {66},
    pages = {8 - 18},
    year = {2013},
    note = {Description of the projection methods used in 'lfe'},
    issn = {0167-9473},
    doi = {10.1016/j.csda.2013.03.024},
    url = {http://dx.doi.org/10.1016/j.csda.2013.03.024},
    author = {Simen Gaure},
  }
  @Article{,
    title = {Correlation bias correction in two-way fixed effects
      linear regression},
    journal = {Stat},
    volume = {3},
    number = {1},
    url = {http://dx.doi.org/10.1002/sta4.68},
    doi = {10.1002/sta4.68},
    pages = {379-390},
    year = {2014},
    note = {Description of the limited mobility bias correction method
      used in 'lfe'},
    issn = {2049-1573},
    author = {Simen Gaure},
  }
  @Manual{,
    title = {{lfe}: Linear Group Fixed Effects},
    author = {Simen Gaure},
    year = {2015},
    url = {http://cran.r-project.org/package=lfe},
  }