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We advocate for a\n                    <jats:italic>correlated interaction term effects<\/jats:italic>\n                    (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the interaction term effect estimator that is most common in applied econometric work. Our paper discusses the empirical content of these conditions, shows that standard inference procedures can be applied to CITE, and analyzes consistency, relative efficiency, inference, and their finite sample properties in a simulation study. In an empirical application, we test whether labor displacement effects of robots are stronger in countries at higher income levels. The results are in line with our theoretical and simulation results and indicate that standard interaction term effect estimation underestimates the importance of a country's income level in the relationship between robots and employment and may prematurely reject a null hypothesis about interaction effects in the presence of misspecification.\n                  <\/jats:p>","DOI":"10.1002\/jae.70040","type":"journal-article","created":{"date-parts":[[2026,2,17]],"date-time":"2026-02-17T08:42:50Z","timestamp":1771317770000},"page":"360-376","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Estimating Interaction Effects With Panel Data"],"prefix":"10.1002","volume":"41","author":[{"given":"Chris","family":"Muris","sequence":"first","affiliation":[{"name":"Department of Economics McMaster University  Hamilton Canada"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Konstantin M.","family":"Wacker","sequence":"additional","affiliation":[{"name":"Department of Global Economics &amp; Management University of Groningen  Groningen the Netherlands"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2026,2,17]]},"reference":[{"key":"e_1_2_13_2_1","doi-asserted-by":"publisher","DOI":"10.1086\/705716"},{"key":"e_1_2_13_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0022-1996(03)00081-3"},{"key":"e_1_2_13_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jdeveco.2009.09.004"},{"key":"e_1_2_13_5_1","doi-asserted-by":"publisher","DOI":"10.1086\/700766"},{"key":"e_1_2_13_6_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.97.5.1611"},{"key":"e_1_2_13_7_1","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdr045"},{"key":"e_1_2_13_8_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00181-012-0604-2"},{"key":"e_1_2_13_9_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3073"},{"key":"e_1_2_13_10_1","doi-asserted-by":"publisher","DOI":"10.1093\/qje\/qjr057"},{"key":"e_1_2_13_11_1","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdv039"},{"key":"e_1_2_13_12_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.102.1.167"},{"key":"e_1_2_13_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0022-1996(97)00033-0"},{"key":"e_1_2_13_14_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.90.4.847"},{"key":"e_1_2_13_15_1","doi-asserted-by":"publisher","DOI":"10.2307\/2951584"},{"key":"e_1_2_13_16_1","doi-asserted-by":"publisher","DOI":"10.1093\/icc\/dtae012"},{"key":"e_1_2_13_17_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20150572"},{"key":"e_1_2_13_18_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20170263"},{"key":"e_1_2_13_19_1","doi-asserted-by":"publisher","DOI":"10.1093\/jeea\/jvab012"},{"key":"e_1_2_13_20_1","doi-asserted-by":"crossref","unstructured":"deChaisemartin C. andX.D'Haultf\u0153uille.2022. \u201cTwo\u2010Way Fixed Effects and Differences\u2010in\u2010Differences with Heterogeneous Treatment Effects: A Survey (Working Paper No. 29691).\u201d National Bureau of Economic Research.","DOI":"10.3386\/w29691"},{"key":"e_1_2_13_21_1","unstructured":"deChaisemartin C. andX.D'Haultf\u0153uille.2024. \u201cCredible Answers to Hard Questions: Differences\u2010in\u2010Differences for Natural Experiments.\u201d"},{"key":"e_1_2_13_22_1","doi-asserted-by":"crossref","unstructured":"deChaisemartin C. andZ.Lei.2023. \u201cMore Robust Estimators for Instrumental\u2010Variable Panel Designs With An Application to the Effect of Imports from China on US Employment.\u201d arXiv.https:\/\/doi.org\/10.48550\/arXiv.2103.06437.","DOI":"10.2139\/ssrn.3802200"},{"key":"e_1_2_13_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.labeco.2020.101885"},{"key":"e_1_2_13_24_1","unstructured":"Dijkstra H. andK. 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