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How to cite

This repository is a Python translation, by Eliot R. Weinstein, of the replication code for

Bonhomme, Stéphane and Elena Manresa (2015), "Grouped Patterns of Heterogeneity in Panel Data," Econometrica 83(3), 1147–1184. doi:10.3982/ECTA11319

The grouped fixed-effects estimator, its theory, the computational algorithms, the empirical application, and the original MATLAB, Fortran, and Stata code are the work of Stéphane Bonhomme and Elena Manresa. If you use this code, cite their paper (and its Supplementary Appendix, which contains the algorithms, the fixed-T variance, the Monte Carlo design, and the extensions):

@article{BonhommeManresa2015,
  author  = {Bonhomme, St{\'e}phane and Manresa, Elena},
  title   = {Grouped Patterns of Heterogeneity in Panel Data},
  journal = {Econometrica},
  year    = {2015},
  volume  = {83},
  number  = {3},
  pages   = {1147--1184},
  doi     = {10.3982/ECTA11319}
}

Please also cite, as relevant:

  • the data: Acemoglu, D., S. Johnson, J. A. Robinson, and P. Yared (2008), "Income and Democracy," American Economic Review 98(3), 808–842, https://www.jstor.org/stable/29730096;
  • the exact algorithm (gfe_exact_bb()): Brusco, M. J. (2006), "A Repetitive Branch-and-Bound Procedure for Minimum Within-Cluster Sums of Squares Partitioning," Psychometrika 71(2), 347–363;
  • the fixed-T variance (gfe_vcov_fixedT()): Pollard, D. (1982), "A Central Limit Theorem for k-Means Clustering," Annals of Probability 10(4), 919–926;
  • variable neighborhood search (gfe_vns()): Hansen, P. and N. Mladenović (2001), "Variable Neighborhood Search: Principles and Applications," European Journal of Operational Research 130(3), 449–467.

The original replication package (Bonhomme_Manresa_codes) is distributed with the paper's supplemental material by the Econometric Society, and the paper, the Supplementary Appendix, the replication files, and a Stata implementation are available on Stéphane Bonhomme's website: https://sites.google.com/site/stephanebonhommeresearch/

@misc{BonhommeManresa2015code,
  author       = {Bonhomme, St{\'e}phane and Manresa, Elena},
  title        = {Replication files for ``Grouped Patterns of Heterogeneity in Panel Data''},
  year         = {2015},
  howpublished = {\url{https://sites.google.com/site/stephanebonhommeresearch/}},
  note         = {Includes MonteCarlo/BIC\_G3\_MC.m and BIC\_G10\_MC.m; accessed 29 October 2026}
}

The Python translation

Python translation by
Eliot R. Weinstein
eliotw@uchicago.edu
erweinstein.com

If you use the Python code itself, please cite it in addition to (never instead of) Bonhomme and Manresa (2015):

Weinstein, Eliot R. (2026), "gfe_bm_python: A Python Translation of the Replication Code for Bonhomme and Manresa (2015), 'Grouped Patterns of Heterogeneity in Panel Data.'" https://github.com/erweinstein/gfe_bm_python

@misc{Weinstein2026gfePython,
  author = {Weinstein, Eliot R.},
  title  = {gfe\_bm\_python: A {P}ython Translation of the Replication Code
            for {B}onhomme and {M}anresa (2015), ``Grouped Patterns of
            Heterogeneity in Panel Data''},
  year   = {2026},
  url    = {https://github.com/erweinstein/gfe_bm_python}
}

The Python translation is licensed under the BSD 3-Clause License; see LICENSE, and NOTICE.md for what the license does and does not cover.

The Python translation is not endorsed by, and was not reviewed by, the original authors. It was translated from the R translation, gfe_bm_R (https://github.com/erweinstein/gfe_bm_R), which follows the original files line by line. Differences from the original code and results are documented in README.md; any errors introduced in translation are the translator's.