19 June 1957 |
|Alma mater||London School of Economics
University of Barcelona
|Known for||Arellano–Bond estimator|
|Doctoral advisor||Denis Sargan|
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.
He studied economics at Universidad de Barcelona.
- Panel Data Econometrics, Oxford University Press: Advanced Texts in Econometrics, Oxford, 2003.
- Microeconometric models and Fiscal Policy, Editor, Institute for Fiscal Studies, London, 1994.
- 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).
- Homepage at CEMFI
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