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most citedMultiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending

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econ.EM2025

Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics

Jan Ditzen, Yiannis Karavias

The past 20 years have brought fundamental advances in modeling unobserved heterogeneity in panel data. Interactive Fixed Effects (IFE) proved to be a foundational framework, gener…