Citation

If you use the groupedpaneldatamodels package in your research, please cite the accompanying MSc thesis:

@mastersthesis{denheijer2025,
    author      = {Micha den Heijer},
    title       = {groupedpaneldatamodels: A Python Library for Grouped Fixed and Interactive Effects Models},
    school      = {Vrije Universiteit Amsterdam},
    year        = {2025},
    month       = {July},
    date        = {2025-07-01},
    url         = {https://groupedpaneldatamodels.michadenheijer.com/_static/thesis.pdf}
}

Thank you for citing this work! Please also cite the original papers that introduced the methods implemented in this package:

Bonhomme & Manresa (2015)

@article{Bonhomme2015,
  title = {Grouped Patterns of Heterogeneity in Panel Data: Grouped Patterns of Heterogeneity},
  volume = {83},
  ISSN = {0012-9682},
  url = {http://dx.doi.org/10.3982/ECTA11319},
  DOI = {10.3982/ecta11319},
  number = {3},
  journal = {Econometrica},
  publisher = {The Econometric Society},
  author = {Bonhomme,  Stéphane and Manresa,  Elena},
  year = {2015},
  month = may,
  pages = {1147–1184}
}

Su, Shi & Phillips (2016)

@article{Su2016,
  title = {Identifying Latent Structures in Panel Data},
  volume = {84},
  ISSN = {0012-9682},
  url = {http://dx.doi.org/10.3982/ECTA12560},
  DOI = {10.3982/ecta12560},
  number = {6},
  journal = {Econometrica},
  publisher = {The Econometric Society},
  author = {Su,  Liangjun and Shi,  Zhentao and Phillips,  Peter C. B.},
  year = {2016},
  pages = {2215–2264}
}

Ando & Bai (2016)

@article{Ando2015,
  title = {Panel Data Models with Grouped Factor Structure Under Unknown Group Membership},
  volume = {31},
  ISSN = {1099-1255},
  url = {http://dx.doi.org/10.1002/jae.2467},
  DOI = {10.1002/jae.2467},
  number = {1},
  journal = {Journal of Applied Econometrics},
  publisher = {Wiley},
  author = {Ando,  Tomohiro and Bai,  Jushan},
  year = {2016},
  month = jan,
  pages = {163–191}
}

Su & Ju (2018)

@article{Su2018,
  title = {Identifying latent grouped patterns in panel data models with interactive fixed effects},
  volume = {206},
  ISSN = {0304-4076},
  url = {http://dx.doi.org/10.1016/j.jeconom.2018.06.014},
  DOI = {10.1016/j.jeconom.2018.06.014},
  number = {2},
  journal = {Journal of Econometrics},
  publisher = {Elsevier BV},
  author = {Su,  Liangjun and Ju,  Gaosheng},
  year = {2018},
  month = oct,
  pages = {554–573}
}