Manuel Arellano

CEMFI

Professor

Casado del Alisal 5

28014 Madrid

Spain

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    • Tel: +34 91 429 0551
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SCHOLARLY PAPERS

9

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1,072

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49

Scholarly Papers (9)

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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 439 (139,611)

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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 418 (147,770)
Citation 13

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

3.

Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

Downloads 177 (354,756)
Citation 32

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
Manuel Arellano, Richard W. Blundell and Stéphane Bonhomme
CEMFI, UCL and University of Chicago
Downloads 107 (535,149)
Citation 1

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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 70 (699,244)
Citation 31

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

4.

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 19 (1,117,100)
Citation 2
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Earnings distributions, returns to skill and experience, unions

5.

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 19 (1,117,100)
Citation 2
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Employment in services, endogenous sampling, intra-regional migration

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

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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)

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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

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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)

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