{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,2]],"date-time":"2026-10-02T09:58:02Z","timestamp":1790935082345,"version":"4.1.0"},"reference-count":41,"publisher":"Wiley","issue":"6","license":[{"start":{"date-parts":[[2026,5,26]],"date-time":"2026-05-26T00:00:00Z","timestamp":1779753600000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"},{"start":{"date-parts":[[2026,5,26]],"date-time":"2026-05-26T00:00:00Z","timestamp":1779753600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/doi.wiley.com\/10.1002\/tdm_license_1.1"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2026,9]]},"abstract":"<jats:title>ABSTRACT<\/jats:title>\n                  <jats:p>This paper studies heterogeneous mixed\u2010frequency panel data models, focusing on linear specifications that allow heterogeneity in both aggregation weights and slope coefficients. To address potential correlations between the heterogeneity and the covariates, we first show that, under additional normalization conditions, the mean\u2010group estimator delivers consistent and asymptotically normal slope estimates but biased weights estimators. As an alternative, we propose a correlated random effects estimator using a generalized Mundlak specification. We further discuss the implementation of these two estimators when covariates are observed at substantially higher sampling frequencies. Monte Carlo simulations are conducted to assess their finite\u2010sample properties. As an empirical illustration, we revisit the impact of temperature fluctuations on economic growth using the proposed framework.<\/jats:p>","DOI":"10.1002\/jae.70067","type":"journal-article","created":{"date-parts":[[2026,5,26]],"date-time":"2026-05-26T08:01:17Z","timestamp":1779782477000},"page":"731-744","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies"],"prefix":"10.1002","volume":"41","author":[{"given":"Haoran","family":"Li","sequence":"first","affiliation":[{"name":"School of Applied Economics Renmin University of China  Beijing China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Haoyang","family":"Li","sequence":"additional","affiliation":[{"name":"College of Economics and Management Nanjing Agricultural University  Nanjing China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Naifu","family":"Xiao","sequence":"additional","affiliation":[{"name":"School of Public Finance and Taxation, Zhongnan University of Economics and Law  Wuhan China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yimin","family":"Yang","sequence":"additional","affiliation":[{"name":"School of Finance Renmin University of China  Beijing China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2026,5,26]]},"reference":[{"key":"e_1_2_11_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmacro.2020.103207"},{"key":"e_1_2_11_3_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2010.01.004"},{"key":"e_1_2_11_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2022.07.001"},{"key":"e_1_2_11_5_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.3028"},{"key":"e_1_2_11_6_1","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbac023"},{"key":"e_1_2_11_7_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2021.1899933"},{"key":"e_1_2_11_8_1","doi-asserted-by":"publisher","DOI":"10.1162\/rest.2010.11212"},{"key":"e_1_2_11_9_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2016.04.014"},{"key":"e_1_2_11_10_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.1163"},{"key":"e_1_2_11_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.04.007"},{"issue":"1","key":"e_1_2_11_12_1","first-page":"33","article-title":"Hypothesis Testing When a Nuisance Parameter Is Present Only Under the Alternatives","volume":"74","author":"Davies R. B.","year":"1987","journal-title":"Biometrika"},{"key":"e_1_2_11_13_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.99.2.198"},{"key":"e_1_2_11_14_1","doi-asserted-by":"publisher","DOI":"10.1257\/mac.4.3.66"},{"key":"e_1_2_11_15_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2624"},{"key":"e_1_2_11_16_1","doi-asserted-by":"publisher","DOI":"10.1108\/S0731-9053(2013)0000031007"},{"key":"e_1_2_11_17_1","volume-title":"A Survey of Econometric Methods for Mixed\u2010Frequency Data Working Paper 2013\/06","author":"Foroni C.","year":"2013"},{"key":"e_1_2_11_18_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20150020"},{"key":"e_1_2_11_19_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2004.03.008"},{"key":"e_1_2_11_20_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2005.01.004"},{"key":"e_1_2_11_21_1","doi-asserted-by":"publisher","DOI":"10.1080\/07474930600972467"},{"key":"e_1_2_11_22_1","doi-asserted-by":"publisher","DOI":"10.1198\/jbes.2009.06044"},{"key":"e_1_2_11_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(79)90008-3"},{"key":"e_1_2_11_24_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jhealeco.2023.102800"},{"key":"e_1_2_11_25_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2020.04.015"},{"key":"e_1_2_11_26_1","doi-asserted-by":"publisher","DOI":"10.1111\/ajae.12258"},{"key":"e_1_2_11_27_1","doi-asserted-by":"publisher","DOI":"10.1257\/app.20200547"},{"key":"e_1_2_11_28_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2016.04.010"},{"key":"e_1_2_11_29_1","doi-asserted-by":"publisher","DOI":"10.1086\/421174"},{"key":"e_1_2_11_30_1","volume-title":"The Spirit of Laws","author":"Montesquieu C. d. S.","year":"1750"},{"key":"e_1_2_11_31_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913646"},{"key":"e_1_2_11_32_1","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.0509842103"},{"key":"e_1_2_11_33_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(94)01644-F"},{"key":"e_1_2_11_34_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913775"},{"key":"e_1_2_11_35_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2016.04.009"},{"key":"e_1_2_11_36_1","doi-asserted-by":"publisher","DOI":"10.1093\/oxfordjournals.jae.a020932"},{"key":"e_1_2_11_37_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2014.954707"},{"key":"e_1_2_11_38_1","doi-asserted-by":"publisher","DOI":"10.2307\/1913012"},{"key":"e_1_2_11_39_1","doi-asserted-by":"publisher","DOI":"10.14490\/jjss.40.063"},{"key":"e_1_2_11_40_1","unstructured":"Willmott C. J. andK.Matsuura.2018.\u201cTerrestrial Air Temperature and Precipitation: 1900\u20132017 Gridded Monthly Time Series Version 5.01.\u201dhttp:\/\/climate.geog.udel.edu\/\u223cclimate."},{"key":"e_1_2_11_41_1","unstructured":"World Bank.2025.\u201cWorld Development Indicators.\u201dhttps:\/\/databank.worldbank.org\/source\/world-development-indicators."},{"key":"e_1_2_11_42_1","doi-asserted-by":"publisher","DOI":"10.1111\/obes.12536"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.70067","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/full-xml\/10.1002\/jae.70067","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.70067","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,10,2]],"date-time":"2026-10-02T09:39:40Z","timestamp":1790933980000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.70067"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,5,26]]},"references-count":41,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2026,9]]}},"alternative-id":["10.1002\/jae.70067"],"URL":"https:\/\/doi.org\/10.1002\/jae.70067","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2026,5,26]]},"assertion":[{"value":"2024-10-02","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-04-30","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2026-05-26","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}