Details about Manuel Arellano

Access statistics for papers by Manuel Arellano.

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Short-id: par4

Working Papers

2009

1. IDENTIFYING DISTRIBUTIONAL CHARACTERISTICS IN RANDOM COEFFICIENTS PANEL DATA MODELS
   Working Papers, CEMFI
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009)
2. UNDERIDENTIFICATION?
   Working Papers, CEMFI
   Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations

2007

3. Robust priors in nonlinear panel data models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   Also in Working Papers, CEMFI (2006)
   See also Journal Article in Econometrica (2009)

2006

4. A LIKELIHOOD-BASED APPROXIMATE SOLUTION TO THE INCIDENTAL PARAMETER PROBLEM IN DYNAMIC NONLINEAR MODELS WITH MULTIPLE EFFECTS
   Working Papers, CEMFI

2005

5. UNDERSTANDING BIAS IN NONLINEAR PANEL MODELS: SOME RECENT DEVELOPMENTS
   Working Papers, CEMFI View citations

2004

6. ROBUST LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS
   Working Papers, CEMFI View citations

2003

7. MODELLING OPTIMAL INSTRUMENTAL VARIABLES FOR DYNAMIC PANEL DATA MODELS
   Working Papers, CEMFI View citations

2001

8. Discrete Choices with Panel Data
   Working Papers, Centro de Estudios Monetarios Y Financieros- View citations
   See also Journal Article in Investigaciones Economicas (2003)
9. 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
   See also Journal Article in Journal of Population Economics (2002)
10. 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 View citations
    Also in Banco de España Working Papers, Banco de España (2000)

2000

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

1999

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

1998

13. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations
    See also Journal Article in Econometrica (2003)
14. Unemployment Duration, Benefit Duration and the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations
    See also Journal Article in Economic Journal (2002)

1997

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

1996

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

1994

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

1990

18. Another Look at the Instrumental Variable Estimation of Error-Components Models
    CEP Discussion Papers, Centre for Economic Performance, LSE
    See also Journal Article in Journal of Econometrics (1995)
19. 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

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

Journal Articles

2009

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

2007

2. 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

2003

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

2002

6. 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 View citations
   See also Working Paper (2001)
7. Sargan's Instrumental Variables Estimation and the Generalized Method of Moments
   Journal of Business & Economic Statistics, 2002, 20, (4), 450-59 View citations
8. Unemployment Duration, Benefit Duration and the Business Cycle
   Economic Journal, 2002, 112, (479), 223-265 View citations
   See also Working Paper (1998)

1999

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

1997

10. Estimating limited dependent variable models from panel data
    Investigaciones Economicas, 1997, 21, (2), 141-166 View citations

1995

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

1993

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

1992

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

1991

16. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
    Review of Economic Studies, 1991, 58, (2), 277-97 View citations

1990

17. Imhof Approximations to Econometric Estimators
    Review of Economic Studies, 1990, 57, (4), 627-46 View citations
18. La econometría de datos de panel
    Investigaciones Economicas, 1990, 14, (1), 3-45 View citations
19. Testing for Autocorrelation in Dynamic Random Effects Models
    Review of Economic Studies, 1990, 57, (1), 127-34 View citations

1989

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

1987

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

Chapters

2001

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