Manuel Arellano

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Manuel Arellano
Born (1957-06-19) 19 June 1957 (age 62)
Nationality Spanish
Alma mater London School of Economics
University of Barcelona
Known for Arellano–Bond estimator
Scientific career
Fields Econometrics
Institutions CEMFI
Doctoral advisor Denis Sargan[1]

Manuel Arellano (born 19 June 1957) is a Spanish economist specialising in econometrics and empirical microeconomics. Together with Stephen Bond, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data.<ref>RePEc lists the paper as the most cited article ever in economics.

Biography

Manuel Arellano earned his undergraduate degree at Universidad de Barcelona in 1979. Later in 1982, he began graduate studies in Econometrics and Mathematical Economics at London School of Economics and completed a Ph.D. in Economics in 1985. After his graduation, he was employed as a research lecturer at University of Oxford from 1985 to 1989 and had a research fellow at Nuffield College, Oxford from 1986 to 1989. From 1989 to 1992, he was a lecturer in Economics at London School of Economics. From 1991 until now, he is a professor of Econometrics at CEMFI, Madrid.cv

Publications

Books

  • Panel Data Econometrics, Oxford University Press: Advanced Texts in Econometrics, Oxford, 2003.
  • Microeconometric models and Fiscal Policy, Editor, Institute for Fiscal Studies, London, 1994.

Articles

  • Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application of Employment Equations, Review of Economic Studies, Volume 58, Issue 2, pp. 277-297 (with S. Bond).
  • Panel Data Models: Some Recent Developments. Included in the book: J.J. Heckman and E. Leamer (eds.): Handbook of Econometrics, Volume 5, Chapter 53, North-Holland, 2001 (with B. Honoré).
  • The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators, Econometrica (with J. Alvarez).

References

  1. ^ cv

External links

  • Homepage at CEMFI
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