Manuel Arellano

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Manuel Arellano
Born (1957-06-19) 19 June 1957 (age 61)
Elda, Alicante
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.[2] He has been a professor of economics at CEMFI in Madrid since 1991.[3]

He studied economics at Universidad de Barcelona.

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
  2. ^ RePEc lists the paper as the most cited article ever in economics.
  3. ^ Arellano, Manuel at ISIHighlyCited.com. Retrieved 2011-01-30.

External links

  • Homepage at CEMFI
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