  Linear regressions with period and group fixed effects are widely used to
estimate policies' effects: 26 of the 100 most cited papers published by the
American Economic Review from 2015 to 2019 estimate such regressions. It has
recently been shown that those regressions may produce misleading estimates, if
the policy's effect is heterogeneous between groups or over time, as is often
the case. This survey reviews a fast-growing literature that documents this
issue, and that proposes alternative estimators robust to heterogeneous
effects. We use those alternative estimators to revisit Wolfers (2006).
