IDEAS home Printed from https://ideas.repec.org/e/par4.html
   My authors  Follow this author

Manuel Arellano

Personal Details

First Name:Manuel
Middle Name:
Last Name:Arellano
Suffix:
RePEc Short-ID:par4
http://www.cemfi.es/~arellano/
CEMFI Casado del Alisal 5 28014 Madrid, Spain
+34 914 290 551
Terminal Degree:1985 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain
http://www.cemfi.es/

: 914290551
914291056
Casado del Alisal, 5, 28014 Madrid
RePEc:edi:cemfies (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Manuel Arellano & Stéphane Bonhomme, 2017. "Sample Selection in Quantile Regression: A Survey," Working Papers wp2017_1702, CEMFI.
  2. Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
  3. Manuel Arellano & Stéphane Bonhomme, 2015. "Nonlinear panel data estimation via quantile regressions," CeMMAP working papers CWP40/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Manuel Arellano & Stéphane Bonhomme, 2015. "Quantile selection models: with an application to understanding changes in wage inequality," CeMMAP working papers CWP75/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane, 2015. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," IZA Discussion Papers 9344, Institute of Labor Economics (IZA).
  6. Manuel Arellano & Lars Peter Hansen & Enrique Sentana, 2009. "Underidentification? (Resumen)," Working Papers wp2009_0905, CEMFI.
  7. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers CWP22/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Manuel Arellano & Stéphane Bonhomme, 2007. "Robust priors in nonlinear panel data models," CeMMAP working papers CWP07/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Manuel Arellano & Jinyong Hahn, 2006. "A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Working Papers wp2006_0613, CEMFI.
  10. Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
  11. Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
  12. Manuel Arellano, 2003. "Modelling Optimal Instrumental Variables for Dynamic Panel Data Models," Working Papers wp2003_0310, CEMFI.
  13. Manuel Arellano, 2001. "Sargan's Instrumental Variable Estimation and GMM," Working Papers wp2001_0110, CEMFI.
  14. Arellano, M., 2001. "Discrete Choices with Panel Data," Papers 0101, Centro de Estudios Monetarios Y Financieros-.
  15. Arellano, Manuel & Bentolila, Samuel & Bover, Olympia, 2001. "The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment and Union Power," CEPR Discussion Papers 2770, C.E.P.R. Discussion Papers.
  16. Arellano, Manuel & Bover, Olympia, 2001. "Learning About Migration Decisions from the Migrants: Using Complementary Datasets to Model Intra-Regional Migrations in Spain," CEPR Discussion Papers 2746, C.E.P.R. Discussion Papers.
  17. Arellano, M. & Honore, B., 2000. "Panel Data Models: Some Recent Developments," Papers 0016, Centro de Estudios Monetarios Y Financieros-.
  18. Manuel Arellano & Lars P. Hansen & Enrique Sentana, 2000. "Underidentification?," Econometric Society World Congress 2000 Contributed Papers 1824, Econometric Society.
  19. Olympia Bover & Manuel Arellano, 1999. "Learning about Migration Decisions from the Migrants. An Exercise in Endogenous Sampling and Complementary Datasets," Working Papers 9908, Banco de España;Working Papers Homepage.
  20. Alvarez, J. & Arellano, M., 1998. "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators," Papers 9808, Centro de Estudios Monetarios Y Financieros-.
  21. Arellano, Manuel & Bentolila, Samuel & Bover, Olympia, 1998. "Unemployment Duration, Benefit Duration and the Business Cycle," CEPR Discussion Papers 1840, C.E.P.R. Discussion Papers.
  22. Olympia Bover & Manuel Arellano & Samuel Bentolila, 1997. "Unemployment Duration, Benefit Duration, and the Business Cycle.Versión Revisada," Working Papers wp1997_9717, CEMFI.
  23. Olympia Bover & Manuel Arellano, 1997. "Estimating Dynamic Limited Dependent Variable Model from Panel Data," Working Papers wp1997_9705, CEMFI.
  24. Arellano, M. & Bover, O. & Labeaga, J.M., 1997. "Autoregressive Models with Sample Selectivity for Panel Data," Papers 9706, Centro de Estudios Monetarios Y Financieros-.
  25. Manuel Arellano & Raquel Carrasco, 1996. "Binary Panel Data Models with Predetermined Variables Out of Print," Working Papers wp1996_9618, CEMFI.
  26. Arellano, M & Carrasco, R, 1996. "Binary Choice Panel Data Models with Predetermined Variables," Papers 9618, Centro de Estudios Monetarios Y Financieros-.
  27. César Alonso-Borrego & Manuel Arellano, 1996. "Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data," Working Papers wp1996_9612, CEMFI.
  28. Olympia Bover & Manuel Arellano, 1994. "Female Labour Force Participation in the 1980's: The Case of Spain," Working Papers 9427, Banco de España;Working Papers Homepage.
  29. Manuel Arellano, 1991. "On the Testing of Correlated Effects with Panel Data," Working Papers wp1991_9108, CEMFI.
  30. M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
  31. M Arellano & Costas Megir & Mary Silles, 1990. "Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets," CEP Discussion Papers dp0009, Centre for Economic Performance, LSE.
  32. Arellano, M., 1989. "A Note On The Anderson-Hsiao Estimator For Panel Data," Economics Series Working Papers 9975, University of Oxford, Department of Economics.

Articles

  1. Pedro Albarran & Manuel Arellano, 2019. "GMM Estimation from Incomplete and Rotating Panels," Annals of Economics and Statistics, GENES, issue 134, pages 5-42.
  2. Manuel Arellano & Richard Blundell & Stephane Bonhomme, 2018. "Nonlinear Persistence and Partial Insurance: Income and Consumption Dynamics in the PSID," AEA Papers and Proceedings, American Economic Association, vol. 108, pages 281-286, May.
  3. Manuel Arellano & Richard Blundell & Stéphane Bonhomme, 2017. "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," Econometrica, Econometric Society, vol. 85, pages 693-734, May.
  4. Manuel Arellano & Stéphane Bonhomme, 2017. "Quantile Selection Models With an Application to Understanding Changes in Wage Inequality," Econometrica, Econometric Society, vol. 85, pages 1-28, January.
  5. Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
  6. Arellano, Manuel, 2016. "Modelling optimal instrumental variables for dynamic panel data models," Research in Economics, Elsevier, vol. 70(2), pages 238-261.
  7. Manuel Arellano & Jinyong Hahn, 2016. "A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Global Economic Review, Taylor & Francis Journals, vol. 45(3), pages 251-274, July.
  8. Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data estimation via quantile regressions," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 61-94, October.
  9. Manuel Arellano, 2014. "Uncertainty, Persistence, And Heterogeneity: A Panel Data Perspective," Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1127-1153, October.
  10. Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," Review of Economic Studies, Oxford University Press, vol. 79(3), pages 987-1020.
  11. Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique, 2012. "Underidentification?," Journal of Econometrics, Elsevier, vol. 170(2), pages 256-280.
  12. Manuel Arellano & Stèphane Bonhomme, 2011. "Nonlinear Panel Data Analysis," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 395-424, September.
  13. Manuel Arellano & Stéphane Bonhomme, 2009. "Robust Priors in Nonlinear Panel Data Models," Econometrica, Econometric Society, vol. 77(2), pages 489-536, March.
  14. Manuel Arellano, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 23-27, May.
  15. Manuel Arellano, 2003. "Discrete choices with panel data," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 423-458, September.
  16. Javier Alvarez & Manuel Arellano, 2003. "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators," Econometrica, Econometric Society, vol. 71(4), pages 1121-1159, July.
  17. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
  18. Arellano, Manuel, 2002. "Sargan's Instrumental Variables Estimation and the Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 450-459, October.
  19. Manuel Arellano & Olympia Bover, 2002. "Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain," Journal of Population Economics, Springer;European Society for Population Economics, vol. 15(2), pages 357-380.
  20. Olympia Bover & Manuel Arellano & Samuel Bentolila, 2002. "Unemployment Duration, Benefit Duration and the Business Cycle," Economic Journal, Royal Economic Society, vol. 112(479), pages 223-265, April.
  21. Alonso-Borrego, Cesar & Arellano, Manuel, 1999. "Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 36-49, January.
  22. Olympia Bover & Manuel Arellano, 1997. "Estimating limited dependent variable models from panel data," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 141-166, May.
  23. Manuel Arellano & Patrick Bolton & Hyun Shin, 1997. "Editorial Announcement," Review of Economic Studies, Oxford University Press, vol. 64(4), pages 485-485.
  24. Olympia Bover & Manuel Arellano, 1995. "Female labour force participation in the 1980s: the case of Spain," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 171-194, May.
  25. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
  26. Manuel Arellano & Mathias Dewatripont & Ian Jewitt, 1994. "Editorial Announcements," Review of Economic Studies, Oxford University Press, vol. 61(3).
  27. Arellano, Manuel, 1993. "On the testing of correlated effects with panel data," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 87-97, September.
  28. Manuel Arellano, 1992. "On exogeneity and identifiability," Investigaciones Economicas, Fundación SEPI, vol. 16(3), pages 401-409, September.
  29. Manuel Arellano & Costas Meghir, 1992. "Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets," Review of Economic Studies, Oxford University Press, vol. 59(3), pages 537-559.
  30. Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 277-297.
  31. Manuel Arellano, 1990. "Testing for Autocorrelation in Dynamic Random Effects Models," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 127-134.
  32. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January.
  33. M. Arellano & J. D. Sargan, 1990. "Imhof Approximations to Econometric Estimators," Review of Economic Studies, Oxford University Press, vol. 57(4), pages 627-646.
  34. Arellano, Manuel, 1989. "A note on the Anderson-Hsiao estimator for panel data," Economics Letters, Elsevier, vol. 31(4), pages 337-341, December.
  35. Arellano, Manuel, 1989. "An efficient GLS estimator of triangular models with covariance restrictions," Journal of Econometrics, Elsevier, vol. 42(2), pages 267-273, October.
  36. Arellano, Manuel, 1989. "On the efficient estimation of simultaneous equations with covariance restrictions," Journal of Econometrics, Elsevier, vol. 42(2), pages 247-265, October.
  37. Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-434, November.

Chapters

  1. Arellano, Manuel & Honore, Bo, 2001. "Panel data models: some recent developments," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 53, pages 3229-3296 Elsevier.

Books

  1. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107016040.
  2. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107627314.
  3. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107638105.
  4. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107674165.
  5. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107016057.
  6. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics," Cambridge Books, Cambridge University Press, number 9781107016064.
  7. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics 3 Volume Hardback Set," Cambridge Books, Cambridge University Press, number 9781107017214.
  8. Acemoglu,Daron & Arellano,Manuel & Dekel,Eddie (ed.), 2013. "Advances in Economics and Econometrics 3 Volume Paperback Set," Cambridge Books, Cambridge University Press, number 9781107628861.
  9. Arellano, Manuel, 2003. "Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780199245291.
  10. Olympia Bover & Manuel Arellano & Samuel Bentolila, 1996. "Duración del desempleo, duración de las prestaciones y ciclo económico," Estudios Económicos, Banco de España;Estudios Económicos Homepage, number 57, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Number of Journal Pages, Weighted by Simple Impact Factor
  24. Number of Journal Pages, Weighted by Recursive Impact Factor
  25. Number of Journal Pages, Weighted by Number of Authors
  26. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  27. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  28. Number of Abstract Views in RePEc Services over the past 12 months
  29. Number of Downloads through RePEc Services over the past 12 months
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Euclidian citation score
  33. Closeness measure in co-authorship network
  34. Breadth of citations across fields
  35. Wu-Index
  36. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (13) 2004-04-25 2005-02-06 2006-09-11 2007-04-09 2009-08-22 2009-10-24 2009-10-24 2010-04-17 2015-08-13 2015-09-26 2016-07-02 2017-02-05 2017-02-05. Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2004-04-25 2005-02-06 2006-09-11 2015-10-25 2017-05-14. Author is listed
  3. NEP-LTV: Unemployment, Inequality & Poverty (5) 2015-09-26 2015-10-25 2015-11-01 2016-11-06 2017-02-05. Author is listed
  4. NEP-LAB: Labour Economics (3) 2015-09-26 2015-10-25 2016-11-06
  5. NEP-CFN: Corporate Finance (1) 2005-02-06
  6. NEP-EFF: Efficiency & Productivity (1) 2006-09-11
  7. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2017-02-05
  8. NEP-ORE: Operations Research (1) 2017-02-05

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Manuel Arellano should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.