Manuel Arellano
Names
| first: |
Manuel |
| last: |
Arellano |
Identifer
Contact
Affiliations
-
Centro de Estudios Monetarios y Financieros (CEMFI)
Research profile
author of:
- GMM Estimation from Incomplete and Rotating Panels (RePEc:adr:anecst:y:2019:i:134:p:5-42)
by Pedro Albarran & Manuel Arellano - Nonlinear Persistence and Partial Insurance: Income and Consumption Dynamics in the PSID (RePEc:aea:apandp:v:108:y:2018:p:281-86)
by Manuel Arellano & Richard Blundell & Stephane Bonhomme - Nonlinear Panel Data Analysis (RePEc:anr:reveco:v:3:y:2011:p:395-424)
by Manuel Arellano & Stèphane Bonhomme - Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models (RePEc:anr:reveco:v:9:y:2017:p:471-496)
by Manuel Arellano & Stéphane Bonhomme - Recovering Latent Variables by Matching (RePEc:arx:papers:1912.13081)
by Manuel Arellano & Stephane Bonhomme - Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence (RePEc:azt:cemmap:07/23)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light - Nonlinear panel data estimation via quantile regressions (RePEc:azt:cemmap:40/15)
by Manuel Arellano & Stéphane Bonhomme - Nonlinear panel data methods for dynamic heterogeneous agent models (RePEc:azt:cemmap:51/16)
by Manuel Arellano & Stéphane Bonhomme - Earnings and consumption dynamics: a nonlinear panel data framework (RePEc:azt:cemmap:53/15)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Quantile selection models: with an application to understanding changes in wage inequality (RePEc:azt:cemmap:75/15)
by Manuel Arellano & Stéphane Bonhomme - Duración del desempleo, duración de las prestaciones y ciclo económico (RePEc:bde:esteco:57)
by Olympia Bover & Manuel Arellano & Samuel Bentolila - Unemployment duration, benefit duration, and the business cycle (RePEc:bde:esteco:57e)
by Olympia Bover & Manuel Arellano & Samuel Bentolila - The Distribution of Earnings in Spain During the 1980s: the Effects of Skill, Unemployment, and Union Power (RePEc:bde:wpaper:0015)
by Olympia Bover & Samuel Bentolila & Manuel Arellano - Income Risk Inequality: Evidence from Spanish Administrative Records (RePEc:bde:wpaper:2136)
by Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei - Female Labour Force Participation in the 1980's: The Case of Spain (RePEc:bde:wpaper:9427)
by Olympia Bover & Manuel Arellano - Learning about Migration Decisions from the Migrants. An Exercise in Endogenous Sampling and Complementary Datasets (RePEc:bde:wpaper:9908)
by Olympia Bover & Manuel Arellano - Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49)
by Alonso-Borrego, Cesar & Arellano, Manuel - Sargan's Instrumental Variables Estimation and the Generalized Method of Moments (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:450-59)
by Arellano, Manuel - Uncertainty, Persistence, And Heterogeneity: A Panel Data Perspective (RePEc:bla:jeurec:v:12:y:2014:i:5:p:1127-1153)
by Manuel Arellano - Computing Robust Standard Errors for Within-Groups Estimators (RePEc:bla:obuest:v:49:y:1987:i:4:p:431-34)
by Arellano, M - Another Look at the Instrumental Variable Estimation of Error-Components Models (RePEc:cep:cepdps:dp0007)
by M Arellano & O Bover - Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets (RePEc:cep:cepdps:dp0009)
by M Arellano & Costas Megir & Mary Silles - On the Testing of Correlated Effects with Panel Data (RePEc:cmf:wpaper:wp1991_9108)
by Manuel Arellano - Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (RePEc:cmf:wpaper:wp1996_9612)
by César Alonso-Borrego & Manuel Arellano - Binary Panel Data Models with Predetermined Variables Out of Print (RePEc:cmf:wpaper:wp1996_9618)
by Manuel Arellano & Raquel Carrasco - Estimating Dynamic Limited Dependent Variable Model from Panel Data (RePEc:cmf:wpaper:wp1997_9705)
by Olympia Bover & Manuel Arellano - Authoregressive Models with Sample Selectivity for Panel Data (RePEc:cmf:wpaper:wp1997_9706)
by Manuel Arellano & Olympia Bover & José M. Labeaga - Unemployment Duration, Benefit Duration, and the Business Cycle.Versión Revisada (RePEc:cmf:wpaper:wp1997_9717)
by Olympia Bover & Manuel Arellano & Samuel Bentolila - The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (RePEc:cmf:wpaper:wp1998_9808)
by Javier Álvarez & Manuel Arellano - Panel Data Models: Some Recent Developments (RePEc:cmf:wpaper:wp2000_0016)
by Manuel Arellano & Bo Honoré - Discrete Choices with Panel Data (RePEc:cmf:wpaper:wp2001_0101)
by Manuel Arellano - Sargan's Instrumental Variable Estimation and GMM (RePEc:cmf:wpaper:wp2001_0110)
by Manuel Arellano - Modelling Optimal Instrumental Variables for Dynamic Panel Data Models (RePEc:cmf:wpaper:wp2003_0310)
by Manuel Arellano - Robust Likelihood Estimation of Dynamic Panel Data Models (RePEc:cmf:wpaper:wp2004_0421)
by Javier Álvarez & Manuel Arellano - Understanding Bias in Nonlinear Panel Models: Some Recent Developments (RePEc:cmf:wpaper:wp2005_0507)
by Manuel Arellano & Jinyong Hahn - A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects (RePEc:cmf:wpaper:wp2006_0613)
by Manuel Arellano & Jinyong Hahn - Robust Priors in Nonlinear Panel Data Models (RePEc:cmf:wpaper:wp2006_0614)
by Manuel Arellano & Stéphane Bonhomme - Identifying Distributional Characteristics in Random Coefficients Panel Data Models (RePEc:cmf:wpaper:wp2009_0904)
by Manuel Arellano & Stéphane Bonhomme - Underidentification? (Resumen) (RePEc:cmf:wpaper:wp2009_0905)
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana - Nonlinear Panel Data Estimation via Quantile Regression (RePEc:cmf:wpaper:wp2015_1505)
by Manuel Arellano & Stéphane Bonhomme - Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (RePEc:cmf:wpaper:wp2015_1506)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (RePEc:cmf:wpaper:wp2016_1606)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models (RePEc:cmf:wpaper:wp2016_1607)
by Manuel Arellano & Stéphane Bonhomme - Quantile Selection Models with an Application to Understanding Changes in Wage Inequality (RePEc:cmf:wpaper:wp2016_1610)
by Manuel Arellano & Stéphane Bonhomme - Sample Selection in Quantile Regression: A Survey (RePEc:cmf:wpaper:wp2017_1702)
by Manuel Arellano & Stéphane Bonhomme - Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models (RePEc:cmf:wpaper:wp2017_1703)
by Manuel Arellano & Stéphane Bonhomme - Recovering Latent Variables by Matching (RePEc:cmf:wpaper:wp2019_1914)
by Manuel Arellano & Stéphane Bonhomme - Income Risk Inequality: Evidence from Spanish Administrative Records (RePEc:cmf:wpaper:wp2021_2109)
by Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei - Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence (RePEc:cmf:wpaper:wp2023_2301)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light - Estimating flexible income processes from subjective expectations data: evidence from India and Colombia (RePEc:cmf:wpaper:wp2024_2413)
by Manuel Arellano & Orazio Attanasio & Sam Crossman & Víctor Sancibrián - Unemployment Duration, Benefit Duration and the Business Cycle (RePEc:cpr:ceprdp:1840)
by Arellano, Manuel & Bentolila, Samuel & Bover, Olympia - Learning About Migration Decisions from the Migrants: Using Complementary Datasets to Model Intra-Regional Migrations in Spain (RePEc:cpr:ceprdp:2746)
by Arellano, Manuel & Bover, Olympia - The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment and Union Power (RePEc:cpr:ceprdp:2770)
by Arellano, Manuel & Bover, Olympia & Bentolila, Samuel - Unknown item RePEc:cup:cbooks:9781107016040 (book)
- Unknown item RePEc:cup:cbooks:9781107016057 (book)
- Unknown item RePEc:cup:cbooks:9781107016064 (book)
- Unknown item RePEc:cup:cbooks:9781107627314 (book)
- Unknown item RePEc:cup:cbooks:9781107638105 (book)
- Unknown item RePEc:cup:cbooks:9781107674165 (book)
- Unemployment Duration, Benefit Duration and the Business Cycle (RePEc:ecj:econjl:v:112:y:2002:i:479:p:223-265)
by Olympia Bover & Manuel Arellano & Samuel Bentolila - The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (RePEc:ecm:emetrp:v:71:y:2003:i:4:p:1121-1159)
by Javier Alvarez & Manuel Arellano - Robust Priors in Nonlinear Panel Data Models (RePEc:ecm:emetrp:v:77:y:2009:i:2:p:489-536)
by Manuel Arellano & Stéphane Bonhomme - Underidentification? (RePEc:ecm:wc2000:1824)
by Manuel Arellano & Lars P. Hansen & Enrique Sentana - Panel data models: some recent developments (RePEc:eee:ecochp:5-53)
by Arellano, Manuel & Honore, Bo - A note on the Anderson-Hsiao estimator for panel data (RePEc:eee:ecolet:v:31:y:1989:i:4:p:337-341)
by Arellano, Manuel - Binary choice panel data models with predetermined variables (RePEc:eee:econom:v:115:y:2003:i:1:p:125-157)
by Arellano, Manuel & Carrasco, Raquel - Underidentification? (RePEc:eee:econom:v:170:y:2012:i:2:p:256-280)
by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique - Robust likelihood estimation of dynamic panel data models (RePEc:eee:econom:v:226:y:2022:i:1:p:21-61)
by Alvarez, Javier & Arellano, Manuel - Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence (RePEc:eee:econom:v:240:y:2024:i:2:s0304407623001434)
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack - On the efficient estimation of simultaneous equations with covariance restrictions (RePEc:eee:econom:v:42:y:1989:i:2:p:247-265)
by Arellano, Manuel - An efficient GLS estimator of triangular models with covariance restrictions (RePEc:eee:econom:v:42:y:1989:i:2:p:267-273)
by Arellano, Manuel - On the testing of correlated effects with panel data (RePEc:eee:econom:v:59:y:1993:i:1-2:p:87-97)
by Arellano, Manuel - Another look at the instrumental variable estimation of error-components models (RePEc:eee:econom:v:68:y:1995:i:1:p:29-51)
by Arellano, Manuel & Bover, Olympia - Modelling optimal instrumental variables for dynamic panel data models (RePEc:eee:reecon:v:70:y:2016:i:2:p:238-261)
by Arellano, Manuel - Panel Data Models: Some Recent Developments (RePEc:fth:cemfdt:0016)
by Arellano, M. & Honore, B. - Discrete Choices with Panel Data (RePEc:fth:cemfdt:0101)
by Arellano, M. - Binary Choice Panel Data Models with Predetermined Variables (RePEc:fth:cemfdt:9618)
by Arellano, M & Carrasco, R - Autoregressive Models with Sample Selectivity for Panel Data (RePEc:fth:cemfdt:9706)
by Arellano, M. & Bover, O. & Labeaga, J.M. - Unemployment Duration, Benefit Duration, and the Business Cycle (RePEc:fth:cemfdt:9717)
by Bover, O. & Arellano, M. & Bentolila, S. - The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (RePEc:fth:cemfdt:9808)
by Alvarez, J. & Arellano, M. - Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence (RePEc:hal:journl:hal-04536563)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme & Jack Light - La econometría de datos de panel (RePEc:iec:inveco:v:14:y:1990:i:1:p:3-45)
by Manuel Arellano & Olympia Bover - On exogeneity and identifiability (RePEc:iec:inveco:v:16:y:1992:i:3:p:401-409)
by Manuel Arellano - Female labour force participation in the 1980s: the case of Spain (RePEc:iec:inveco:v:19:y:1995:i:2:p:171-194)
by Olympia Bover & Manuel Arellano - Estimating limited dependent variable models from panel data (RePEc:iec:inveco:v:21:y:1997:i:2:p:141-166)
by Olympia Bover & Manuel Arellano - Discrete choices with panel data (RePEc:iec:inveco:v:27:y:2003:i:3:p:423-458)
by Manuel Arellano - Robust priors in nonlinear panel data models (RePEc:ifs:cemmap:07/07)
by Manuel Arellano & Stéphane Bonhomme - Recovering Latent Variables by Matching (RePEc:ifs:cemmap:2/20)
by Manuel Arellano & Stéphane Bonhomme - Identifying distributional characteristics in random coefficients panel data models (RePEc:ifs:cemmap:22/09)
by Manuel Arellano & Stéphane Bonhomme - Underidentification? (RePEc:ifs:cemmap:24/09)
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana - Nonlinear panel data estimation via quantile regressions (RePEc:ifs:cemmap:40/15)
by Manuel Arellano & Stéphane Bonhomme - Nonlinear panel data methods for dynamic heterogeneous agent models (RePEc:ifs:cemmap:51/16)
by Manuel Arellano & Stéphane Bonhomme - Earnings and consumption dynamics: a nonlinear panel data framework (RePEc:ifs:cemmap:53/15)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Quantile selection models: with an application to understanding changes in wage inequality (RePEc:ifs:cemmap:75/15)
by Manuel Arellano & Stéphane Bonhomme - Earnings and consumption dynamics: a nonlinear panel data framework (RePEc:ifs:ifsewp:15/24)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Income risk inequality: evidence from Spanish administrative records (RePEc:ifs:ifsewp:21/37)
by Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei - Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (RePEc:iza:izadps:dp9344)
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stephane - Estimating Flexible Income Processes from Subjective Expectations Data: Evidence from India and Colombia (RePEc:nbr:nberwo:32922)
by Manuel Arellano & Orazio Attanasio & Samuel Crossman & Víctor Sancibrián - Testing for Autocorrelation in Dynamic Random Effects Models (RePEc:oup:restud:v:57:y:1990:i:1:p:127-134.)
by Manuel Arellano - Imhof Approximations to Econometric Estimators (RePEc:oup:restud:v:57:y:1990:i:4:p:627-646.)
by M. Arellano & J. D. Sargan - Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (RePEc:oup:restud:v:58:y:1991:i:2:p:277-297.)
by Manuel Arellano & Stephen Bond - Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets (RePEc:oup:restud:v:59:y:1992:i:3:p:537-559.)
by Manuel Arellano & Costas Meghir - Editorial Announcements (RePEc:oup:restud:v:61:y:1994:i:3:p:i.)
by Manuel Arellano & Mathias Dewatripont & Ian Jewitt - Editorial Announcement (RePEc:oup:restud:v:64:y:1997:i:4:p:485.)
by Manuel Arellano & Patrick Bolton & Hyun Shin - Identifying Distributional Characteristics in Random Coefficients Panel Data Models (RePEc:oup:restud:v:79:y:2012:i:3:p:987-1020)
by Manuel Arellano & Stéphane Bonhomme - A Note On The Anderson-Hsiao Estimator For Panel Data (RePEc:oxf:wpaper:9975)
by Arellano, M. - Panel Data Econometrics (RePEc:oxp:obooks:9780199245291)
by Arellano, Manuel - Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain (RePEc:spr:jopoec:v:15:y:2002:i:2:p:357-380)
by Manuel Arellano & Olympia Bover - Comments on: Panel data analysis—advantages and challenges (RePEc:spr:testjl:v:16:y:2007:i:1:p:23-27)
by Manuel Arellano - A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects (RePEc:taf:glecrv:v:45:y:2016:i:3:p:251-274)
by Manuel Arellano & Jinyong Hahn - Recovering Latent Variables by Matching (RePEc:taf:jnlasa:v:118:y:2023:i:541:p:693-706)
by Manuel Arellano & Stéphane Bonhomme - Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence (RePEc:tse:wpaper:128075)
by Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack - Quantile Selection Models With an Application to Understanding Changes in Wage Inequality (RePEc:wly:emetrp:v:85:y:2017:i::p:1-28)
by Manuel Arellano & Stéphane Bonhomme - Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (RePEc:wly:emetrp:v:85:y:2017:i::p:693-734)
by Manuel Arellano & Richard Blundell & Stéphane Bonhomme - Nonlinear panel data estimation via quantile regressions (RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94)
by Manuel Arellano & Stéphane Bonhomme - Income risk inequality: Evidence from Spanish administrative records (RePEc:wly:quante:v:13:y:2022:i:4:p:1747-1801)
by Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei