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Details about Manuel Arellano

E-mail:
Homepage:http://www.cemfi.es/~arellano/
Phone:+34 914 290 551
Postal address:CEMFI Casado del Alisal 5 28014 Madrid, Spain
Workplace:Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC)

Access statistics for papers by Manuel Arellano.

Last updated 2017-03-04. Update your information in the RePEc Author Service.

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Working Papers

2017

  1. Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models
    Working Papers, CEMFI Downloads
    Also in Working Papers, CEMFI (2016) Downloads
  2. Sample Selection in Quantile Regression: A Survey
    Working Papers, CEMFI Downloads

2016

  1. Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
    Working Papers, Becker Friedman Institute for Research In Economics Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (4)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2015) Downloads View citations (4)
    Working Papers, CEMFI (2016) Downloads
    Working Papers, CEMFI (2015) Downloads View citations (4)
    IFS Working Papers, Institute for Fiscal Studies (2015) Downloads View citations (4)
  2. Quantile Selection Models with an Application to Understanding Changes in Wage Inequality
    Working Papers, CEMFI Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads

2015

  1. Nonlinear Panel Data Estimation via Quantile Regression
    Working Papers, CEMFI Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)

2009

  1. Identifying Distributional Characteristics in Random Coefficients Panel Data Models
    Working Papers, CEMFI Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) Downloads View citations (14)

    See also Journal Article in Review of Economic Studies (2012)
  2. Underidentification?
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2012)
  3. Underidentification? (Resumen)
    Working Papers, CEMFI Downloads View citations (7)

2007

  1. Robust priors in nonlinear panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (2)
    See also Journal Article in Econometrica (2009)

2001

  1. Discrete Choices with Panel Data
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (2)
    See also Journal Article in Investigaciones Economicas (2003)
  2. Learning About Migration Decisions from the Migrants: Using Complementary Datasets to Model Intra-Regional Migrations in Spain
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Population Economics (2002)
  3. The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment and Union Power
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, Banco de España (2000) Downloads

2000

  1. Panel Data Models: Some Recent Developments
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (24)
    See also Chapter (2001)

1999

  1. Learning about Migration Decisions from the Migrants. An Exercise in Endogenous Sampling and Complementary Datasets
    Working Papers, Banco de España

1998

  1. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (16)
    See also Journal Article in Econometrica (2003)
  2. Unemployment Duration, Benefit Duration and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (2)

    See also Journal Article in Economic Journal (2002)

1997

  1. Autoregressive Models with Sample Selectivity for Panel Data
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (15)

1996

  1. Binary Choice Panel Data Models with Predetermined Variables
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (16)
    See also Journal Article in Journal of Econometrics (2003)

1994

  1. Female Labour Force Participation in the 1980's: The Case of Spain
    Working Papers, Banco de España
    See also Journal Article in Investigaciones Economicas (1995)

1990

  1. Another Look at the Instrumental Variable Estimation of Error-Components Models
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (4)
    See also Journal Article in Journal of Econometrics (1995)
  2. Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets
    CEP Discussion Papers, Centre for Economic Performance, LSE
    See also Journal Article in Review of Economic Studies (1992)

1989

  1. A NOTE ON THE ANDERSON-HSIAO ESTIMATOR FOR PANEL DATA
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (99)
    See also Journal Article in Economics Letters (1989)

Journal Articles

2016

  1. Modelling optimal instrumental variables for dynamic panel data models
    Research in Economics, 2016, 70, (2), 238-261 Downloads

2014

  1. UNCERTAINTY, PERSISTENCE, AND HETEROGENEITY: A PANEL DATA PERSPECTIVE
    Journal of the European Economic Association, 2014, 12, (5), 1127-1153 Downloads View citations (2)

2012

  1. Identifying Distributional Characteristics in Random Coefficients Panel Data Models
    Review of Economic Studies, 2012, 79, (3), 987-1020 Downloads View citations (10)
    See also Working Paper (2009)
  2. Underidentification?
    Journal of Econometrics, 2012, 170, (2), 256-280 Downloads
    See also Working Paper (2009)

2011

  1. Nonlinear Panel Data Analysis
    Annual Review of Economics, 2011, 3, (1), 395-424 Downloads View citations (9)

2009

  1. Robust Priors in Nonlinear Panel Data Models
    Econometrica, 2009, 77, (2), 489-536 Downloads View citations (33)
    See also Working Paper (2007)

2007

  1. Comments on: Panel data analysis—advantages and challenges
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 23-27 Downloads

2003

  1. Binary choice panel data models with predetermined variables
    Journal of Econometrics, 2003, 115, (1), 125-157 Downloads View citations (58)
    See also Working Paper (1996)
  2. Discrete choices with panel data
    Investigaciones Economicas, 2003, 27, (3), 423-458 Downloads View citations (35)
    See also Working Paper (2001)
  3. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
    Econometrica, 2003, 71, (4), 1121-1159 Downloads View citations (148)
    See also Working Paper (1998)

2002

  1. Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain
    Journal of Population Economics, 2002, 15, (2), 357-380 Downloads View citations (21)
    See also Working Paper (2001)
  2. Sargan's Instrumental Variables Estimation and the Generalized Method of Moments
    Journal of Business & Economic Statistics, 2002, 20, (4), 450-59 View citations (15)
  3. Unemployment Duration, Benefit Duration and the Business Cycle
    Economic Journal, 2002, 112, (479), 223-265 Downloads View citations (131)
    See also Working Paper (1998)

1999

  1. Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data
    Journal of Business & Economic Statistics, 1999, 17, (1), 36-49 View citations (199)

1997

  1. Editorial Announcement
    Review of Economic Studies, 1997, 64, (4), 485 Downloads
    Also in Review of Economic Studies, 1994, 61, (3), i (1994) Downloads
  2. Estimating limited dependent variable models from panel data
    Investigaciones Economicas, 1997, 21, (2), 141-166 Downloads View citations (10)

1995

  1. Another look at the instrumental variable estimation of error-components models
    Journal of Econometrics, 1995, 68, (1), 29-51 Downloads View citations (4135)
    See also Working Paper (1990)
  2. Female labour force participation in the 1980s: the case of Spain
    Investigaciones Economicas, 1995, 19, (2), 171-194 Downloads View citations (12)
    See also Working Paper (1994)

1993

  1. On the testing of correlated effects with panel data
    Journal of Econometrics, 1993, 59, (1-2), 87-97 Downloads View citations (79)

1992

  1. Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets
    Review of Economic Studies, 1992, 59, (3), 537-559 Downloads View citations (106)
    See also Working Paper (1990)
  2. On exogeneity and identifiability
    Investigaciones Economicas, 1992, 16, (3), 401-409 Downloads

1991

  1. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
    Review of Economic Studies, 1991, 58, (2), 277-297 Downloads View citations (7114)

1990

  1. Imhof Approximations to Econometric Estimators
    Review of Economic Studies, 1990, 57, (4), 627-646 Downloads View citations (1)
  2. La econometría de datos de panel
    Investigaciones Economicas, 1990, 14, (1), 3-45 Downloads View citations (51)
  3. Testing for Autocorrelation in Dynamic Random Effects Models
    Review of Economic Studies, 1990, 57, (1), 127-134 Downloads View citations (11)

1989

  1. A note on the Anderson-Hsiao estimator for panel data
    Economics Letters, 1989, 31, (4), 337-341 Downloads View citations (116)
    See also Working Paper (1989)
  2. An efficient GLS estimator of triangular models with covariance restrictions
    Journal of Econometrics, 1989, 42, (2), 267-273 Downloads View citations (2)
  3. On the efficient estimation of simultaneous equations with covariance restrictions
    Journal of Econometrics, 1989, 42, (2), 247-265 Downloads View citations (2)

1987

  1. Computing Robust Standard Errors for Within-Groups Estimators
    Oxford Bulletin of Economics and Statistics, 1987, 49, (4), 431-34 View citations (316)

Books

2003

  1. Panel Data Econometrics
    OUP Catalogue, Oxford University Press View citations (304)

1996

  1. Duración del desempleo, duración de las prestaciones y ciclo económico
    Estudios Económicos, Banco de España Downloads
    Also in Estudios Económicos, Banco de España (1996) Downloads

Edited books

2013

  1. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (11)
  2. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (11)
  3. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (11)
  4. Advances in Economics and Econometrics
    Cambridge Books, Cambridge University Press View citations (13)
  5. Advances in Economics and Econometrics 3 Volume Hardback Set
    Cambridge Books, Cambridge University Press View citations (2)

Chapters

2001

  1. Panel data models: some recent developments
    Chapter 53 in Handbook of Econometrics, 2001, vol. 5, pp 3229-3296 Downloads View citations (126)
    See also Working Paper (2000)

Software Items

 
Page updated 2017-06-24