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Manuel Arellano

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Nationality
  
Spanish

Fields
  
Econometrics

Role
  
Economist


Name
  
Manuel Arellano

Institutions
  
CEMFI

Doctoral advisor
  
Denis Sargan

Manuel Arellano wwwcemfiesarellanoManuelArellano11jpg

Born
  
19 June 1957 (age 66) Elda, Alicante (
1957-06-19
)

Alma mater
  
London School of Economics University of Barcelona

Known for
  
Arellano–Bond estimator

Books
  
Unemployment Duration, Benefit Duration, and the Business Cycle

Education
  
University of Barcelona, London School of Economics and Political Science

Manuel arellano experimental economics what have we learned


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. He has been a professor of economics at CEMFI in Madrid since 1991.

Contents

He studied economics at Universidad de Barcelona.

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

    Manuel Arellano Wikipedia