Fixed Effects and TWFE

What Does TWFE Actually Do? Manual Demeaning and the FWL Theorem

Manual demeaning vs two-way fixed effects --- showing that TWFE is just OLS on demeaned data through the Frisch-Waugh-Lovell theorem, with a hands-on proof using a Barro convergence panel of 150 countries.

High-Dimensional Fixed Effects Regression: An Introduction in Python

Estimating regression models with high-dimensional fixed effects using PyFixest, from simple OLS through two-way FE, instrumental variables, panel data, and event studies