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Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T

S. Jin et al.

Econometrics Journal2026https://doi.org/10.1093/ectj/utag010article
AJG 3ABDC A*
Weight
0.50

What the paper says

We consider a correlated random coefficient panel data model with two-way fixed effects and interactive fixed effects in a fixed T framework. The model allows slope coefficients to be arbitrarily correlated with the regressors, accommodating flexible forms of heterogeneity. We propose a two-way mean group (TW-MG) estimator for the expected value of the slope coefficient and propose a leave-one-out jackknife method for valid inference. We apply our new methods to examine the relationship between health-care expenditure and income.

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https://doi.org/https://doi.org/10.1093/ectj/utag010

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@article{s.2026,
  title        = {{Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T}},
  author       = {S. Jin et al.},
  journal      = {Econometrics Journal},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1093/ectj/utag010},
}

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Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.