← All authors Manuel Arellano Centro de Estudios Monetarios y Financieros (from arXiv:1912.13081, 2019) · ORCID · OpenAlex
35 papers in scope · 35 published · 1 on the econ.EM arXiv · 58,501 citations · h-index 26 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Sid Kankanala Marc Henry Alfred Galichon Brendan Pass Christophe Gaillac Arnaud Maurel Jorge A. Rivero Hyeonseok Park Yanqin Fan Matt Shum Xiaohong Chen Yuliang Xu Florian Gunsilius Romuald Méango Jyotishka Datta Ivar Ekeland Xuetao Shi Eric Dunipace Odran Bonnet Keith O’Hara Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 35)
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
published 2023 · Journal of Econometrics · 22 citations
Income risk inequality: Evidence from Spanish administrative records
published 2022 · Quantitative Economics · 62 citations · first circulated 2021
published 2021 · Journal of the American Statistical Association · 5 citations · first circulated 2019
Robust likelihood estimation of dynamic panel data models
published 2021 · Journal of Econometrics · 45 citations · first circulated 2004
with Javier Álvarez
Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models
published 2017 · Annual Review of Economics · 5 citations · first circulated 2016
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
published 2017 · Econometrica · 262 citations · first circulated 2015
Quantile Selection Models With an Application to Understanding Changes in Wage Inequality
published 2017 · Econometrica · 126 citations · first circulated 2015
A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
published 2016 · Global Economic Review · 57 citations · first circulated 2006
Nonlinear panel data estimation via quantile regressions
published 2016 · Econometrics Journal · 102 citations · first circulated 2015
Modelling optimal instrumental variables for dynamic panel data models
published 2015 · Research in Economics · 61 citations · first circulated 2003
UNCERTAINTY, PERSISTENCE, AND HETEROGENEITY: A PANEL DATA PERSPECTIVE
published 2014 · Journal of the European Economic Association · 10 citations
Underidentification?
published 2012 · Journal of Econometrics · 30 citations · first circulated 2009
with Lars Peter Hansen, Enrique Sentana
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
published 2011 · The Review of Economic Studies · 160 citations · first circulated 2009
Nonlinear Panel Data Analysis
published 2011 · Annual Review of Economics · 109 citations
Robust Priors in Nonlinear Panel Data Models
published 2009 · Econometrica · 134 citations · first circulated 2007
Comments on: Panel data analysis—advantages and challenges
published 2007 · Test · 33 citations
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
published 2003 · Econometrica · 627 citations · first circulated 1998
with Javier Álvarez, Javier Alvarez de Pedro
Binary choice panel data models with predetermined variables
published 2003 · Journal of Econometrics · 164 citations · first circulated 1996
with Raquel Carrasco
Sargan's Intrumental Variables Estimation and the Generalized Method of Moments
published 2002 · Journal of Business and Economic Statistics · 129 citations
Unemployment Duration, Benefit Duration and the Business Cycle
published 2002 · The Economic Journal · 256 citations · first circulated 1996
with Olympia Bover, Samuel Bentolila
Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data
published 1999 · Journal of Business and Economic Statistics · 619 citations
with César Alonso-Borrego
Estimating dynamic limited dependent variable models from panel data
published 1997 · Investigación Económica · 55 citations
with Olympia Bover
no link
Duración del desempleo, duración de las prestaciones y ciclo económico
published 1996 · Estudios De Economia · 13 citations
with Olympia Bover, Samuel Bentolila
no link
Another look at the instrumental variable estimation of error-components models
published 1995 · Journal of Econometrics · 19728 citations · first circulated 1990
with Olympia Bover
On the testing of correlated effects with panel data
published 1993 · Journal of Econometrics · 405 citations · first circulated 1991
Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets
published 1992 · The Review of Economic Studies · 275 citations · first circulated 1990
with Costas Meghir, Costas Megir, Mary A. Silles
On exogeneity and identifiability
published 1992 · Investigación Económica
no link
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
published 1991 · The Review of Economic Studies · 33008 citations
with Stephen Bond
Imhof Approximations to Econometric Estimators
published 1990 · The Review of Economic Studies · 18 citations
with J. D. Sargan
La econometría de datos de panel
published 1990 · Investigación Económica · 218 citations
with Olympia Bover
no link
Testing for Autocorrelation in Dynamic Random Effects Models
published 1990 · The Review of Economic Studies · 62 citations
A note on the Anderson-Hsiao estimator for panel data
published 1989 · Economics Letters · 237 citations
On the efficient estimation of simultaneous equations with covariance restrictions
published 1989 · Journal of Econometrics · 22 citations
An efficient GLS estimator of triangular models with covariance restrictions
published 1989 · Journal of Econometrics · 21 citations
PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *
published 1987 · Oxford Bulletin of Economics and Statistics · 1421 citations
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