Manuel Arellano

Manuel Arellano
Born (1957-06-19) 19 June 1957
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.
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