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In the presence of this type of heterogeneity, existing panel data approaches identify the ATE for limited subpopulations only. In contrast, the proposed approach identifies and estimates the ATE for the entire population. The approach relies on the linear fixed effects specification of potential outcome equations and uses exogenous variables that are correlated with the fixed effects. I apply the approach to study the impact of a mother's smoking during pregnancy on her child's birth weight.<\/jats:p>","DOI":"10.1002\/jae.2752","type":"journal-article","created":{"date-parts":[[2020,1,20]],"date-time":"2020-01-20T11:32:23Z","timestamp":1579519943000},"page":"315-327","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Estimation of average treatment effects using panel data when treatment effect heterogeneity depends on unobserved fixed effects"],"prefix":"10.1002","volume":"35","author":[{"given":"Shosei","family":"Sakaguchi","sequence":"first","affiliation":[{"name":"Department of Economics University College London  Gower Street WC1E 6BT London United Kingdom"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2020,2,12]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.851"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2014.975555"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdr045"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.1257\/jep.31.2.3"},{"key":"e_1_2_9_6_1","unstructured":"Callaway B. &Sant'Anna P.(2018).Difference\u2010in\u2010Differences With Multiple Time Periods. 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