Manuel Arellano

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. This estimator is based on the earlier article by Arellano's PhD supervisor, John Denis Sargan, and Alok Bhargava (Bhargava and Sargan, 1983). RePEc lists the paper as the most cited article in economics.[2]

Manuel Arellano
Born (1957-06-19) 19 June 1957
NationalitySpanish
Alma materLondon School of Economics
University of Barcelona
Known forArellano–Bond estimator
Scientific career
FieldsEconometrics
InstitutionsCEMFI
Doctoral advisorDenis Sargan[1]

Biography

Manuel Arellano earned his undergraduate degree at Universidad de Barcelona in 1979. Later in 1982, he began graduate studies in Econometrics and Mathematical Economics at London School of Economics and completed a Ph.D. in Economics in 1985.

After his graduation, he was employed as a research lecturer at University of Oxford from 1985 to 1989 and had a research fellow at Nuffield College, Oxford from 1986 to 1989. From 1989 to 1992, he was a lecturer in Economics at London School of Economics. From 1991 until now, he is a professor of Econometrics at CEMFI, Madrid.[1]

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).
  • Alvarez, Javier; Arellano, Manuel (2003). "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators". Econometrica. 71 (4): 1121–1159. doi:10.1111/1468-0262.00441. ISSN 0012-9682.
  • Arellano, Manuel; Bover, Olympia (July 1995). "Another look at the instrumental variable estimation of error-components models". Journal of Econometrics. 68 (1): 29–51. doi:10.1016/0304-4076(94)01642-d. ISSN 0304-4076.
gollark: > If any provision of this policy is found by a court (or other entity) to be unenforceable, it nevertheless remains in force.
gollark: > By using potatOS, agreeing to be bound by these terms, misusing potatOS, installing potatOS, reading about potatOS, knowing about these terms, knowing anyone who is bound by these terms, reading these terms, or thinking of anything related to these terms, you agree to be bound by these terms both until the last stars in the universe burn out and the last black holes evaporate and retroactively, arbitrarily far into the past.
gollark: I declare your dibs transferred to me.
gollark: > By using it, you agree that these frogs may throw cookies, and that any "dibs" you make may be transferred to the authors of potatOS at their discretion.PotatOS privacy policy, line 18.
gollark: I call dibs on your deletion and declare it nonexistent.

References

Further reading

  • Bhargava, A, and Sargan, JD. (1983) Estimating dynamic random effects models from panel data covering short time periods. Econometrica, 51, 1635 1660.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.