Manuel Arellano

CEMFI

Professor

Casado del Alisal 5

28014 Madrid

Spain

SCHOLARLY PAPERS

9

DOWNLOADS

900

SSRN CITATIONS
Rank 11,939

SSRN RANKINGS

Top 11,939

in Total Papers Citations

38

CROSSREF CITATIONS

65

Scholarly Papers (9)

1.

Sargan's Instrumental Variable Estimation and GMM

CEMFI Working Paper No. 0110
Number of pages: 30 Posted: 15 Jan 2002
Manuel Arellano
CEMFI
Downloads 377 (98,833)

Abstract:

Loading...

Minimax estimation, Finite sample properties, Error in variables, Serial correlation, Non-linear models

2.

Discrete Choices with Panel Data

CEMFI Working Paper No. 0101
Number of pages: 37 Posted: 21 Feb 2001
Manuel Arellano
CEMFI
Downloads 373 (100,034)
Citation 13

Abstract:

Loading...

Binary choice, panel data, fixed effects, modified likelihood, asymptotic corrections

Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

Becker Friedman Institute for Research in Economics Working Paper No. 2016-25
Number of pages: 94 Posted: 28 Oct 2016
CEMFI, UCL and University of Chicago
Downloads 69 (412,426)
Citation 5

Abstract:

Loading...

Earnings Dynamics, Consumption, Partial Insurance, Panel Data, Quantile Regression, Latent Variables

Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

IZA Discussion Paper No. 9344
Number of pages: 66 Posted: 22 Sep 2015
Manuel Arellano, Richard W. Blundell and Stephane Bonhomme
CEMFI, UCL and Centre for Monetary and Financial Studies (CEMFI)
Downloads 47 (496,823)
Citation 31

Abstract:

Loading...

earnings dynamics, consumption, panel data, quantile regression, latent variables

4.

Learning About Migration Decisions from the Migrants: Using Complementary Datasets to Model Intra-Regional Migrations in Spain

Number of pages: 41 Posted: 17 Apr 2001
Olympia Bover and Manuel Arellano
Banco de España - Research Department and CEMFI
Downloads 18 (651,444)
Citation 1
  • Add to Cart

Abstract:

Loading...

Employment in services, endogenous sampling, intra-regional migration

5.

The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment, and Union Power

Number of pages: 70 Posted: 01 May 2001
Olympia Bover, Samuel Bentolila and Manuel Arellano
Banco de España - Research Department, Centro de Estudios Monetarios y Financieros (CEMFI) and CEMFI
Downloads 16 (665,796)
Citation 2
  • Add to Cart

Abstract:

Loading...

Earnings distributions, returns to skill and experience, unions

6.

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models

Annual Review of Economics, Vol. 9, pp. 471-496, 2017
Posted: 14 Aug 2017
Manuel Arellano and Stéphane Bonhomme
CEMFI and University of Chicago

Abstract:

Loading...

7.

Nonlinear Panel Data Analysis

Annual Review of Economics, Vol. 3, pp. 395-424, 2011
Posted: 31 Aug 2011
Manuel Arellano and Stephane Bonhomme
CEMFI and Centre for Monetary and Financial Studies (CEMFI)

Abstract:

Loading...

8.

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

Centro de Estudios Monetarios y Financieros Working Paper No. 9808
Posted: 26 Feb 1999
Javier Alvarez de Pedro and Manuel Arellano
Universidad de Alicante - Department of Economic Analysis and CEMFI

Abstract:

Loading...

9.

Unemployment Duration, Benefit Duration and the Business Cycle

CEMFI Working Paper No. 9717
Posted: 16 May 1998
Olympia Bover, Manuel Arellano and Samuel Bentolila
Banco de España - Research Department, CEMFI and Centro de Estudios Monetarios y Financieros (CEMFI)

Abstract:

Loading...