The paper by Stéphane Bonhomme and Angela Denis, titled "Estimating Heterogeneous Effects: Applications to Labor Economics," discusses the estimation of heterogeneous effects in various economic settings, such as children moving between neighborhoods, workers moving between firms, and patients migrating from one city to another. The authors present a unified framework based on a linear model with normal random coefficients and normal errors. This framework allows for the recovery of mean and dispersion of effects, higher-order moments, and the construction of predictors of these effects. The paper highlights the economic content of underlying assumptions and discusses practical choices in estimation. Key topics include the normal random coefficients model, moment conditions, and various estimation strategies. The authors also explore the relaxation of normality and linearity assumptions. The paper is relevant for researchers and practitioners in labor economics and related fields, providing a comprehensive guide to analyzing settings with heterogeneous effects.The paper by Stéphane Bonhomme and Angela Denis, titled "Estimating Heterogeneous Effects: Applications to Labor Economics," discusses the estimation of heterogeneous effects in various economic settings, such as children moving between neighborhoods, workers moving between firms, and patients migrating from one city to another. The authors present a unified framework based on a linear model with normal random coefficients and normal errors. This framework allows for the recovery of mean and dispersion of effects, higher-order moments, and the construction of predictors of these effects. The paper highlights the economic content of underlying assumptions and discusses practical choices in estimation. Key topics include the normal random coefficients model, moment conditions, and various estimation strategies. The authors also explore the relaxation of normality and linearity assumptions. The paper is relevant for researchers and practitioners in labor economics and related fields, providing a comprehensive guide to analyzing settings with heterogeneous effects.