Manuel Arellano
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| Manuel Arellano | |
|---|---|
| Born | 19 June 1957 Elda, Alicante |
| Nationality | Spanish |
| Fields | Econometrics |
| Institutions | CEMFI |
| Alma mater | London School of Economics University of Barcelona |
| Doctoral advisor | Denis Sargan |
| Known for | Arellano–Bond estimator |
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.[1] He has been a professor of economics at CEMFI in Madrid since 1991.[2]
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 (with S. Bond).
- Panel Data Models: Some Recent Developments. Included in the book: JJ 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
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- Homepage at CEMFI
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This article about a Spanish economist is a stub. You can help Wikipedia by expanding it. |
- ↑ RePEc lists the paper as the most cited article ever in economics.
- ↑ Arellano, Manuel at ISIHighlyCited.com. Retrieved 2011-01-30.
Categories:
- Pages with reference errors
- Articles needing translation from foreign-language Wikipedias
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- Living people
- 1957 births
- Spanish economists
- People from Alicante
- 20th-century economists
- Fellows of the Econometric Society
- European economist stubs
- Spanish academic biography stubs
