Manuel Arellano

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Erratum to: ``Robust priors in nonlinear panel data models'' Econometrica	2026-01-20	Paper
Income risk inequality: Evidence from Spanish administrative records Quantitative Economics	2024-03-25	Paper
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence Journal of Econometrics	2024-03-21	Paper
Recovering Latent Variables by Matching Journal of the American Statistical Association	2023-07-03	Paper
Recovering Latent Variables by Matching Journal of the American Statistical Association	2023-07-03	Paper
Nonlinear panel data estimation via quantile regressions Econometrics Journal	2022-08-02	Paper
Robust likelihood estimation of dynamic panel data models Journal of Econometrics	2022-02-10	Paper
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework Econometrica	2019-02-01	Paper
Quantile selection models with an application to understanding changes in wage inequality Econometrica	2019-01-31	Paper
Identifying Distributional Characteristics in Random Coefficients Panel Data Models Review of Economic Studies	2019-01-23	Paper
A note on the Anderson-Hsiao estimator for panel data Economics Letters	2017-11-09	Paper
Underidentification? Journal of Econometrics	2017-05-12	Paper
Robust Priors in Nonlinear Panel Data Models Econometrica	2009-04-16	Paper
scientific article; zbMATH DE number 5245028 (Why is no real title available?)	2008-03-06	Paper
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators Econometrica	2006-06-19	Paper
Panel Data Econometrics	2004-11-16	Paper
Binary choice panel data models with predetermined variables Journal of Econometrics	2003-06-09	Paper
Autoregressive models with sample selectivity for panel data.	2001-07-24	Paper
Another look at the instrumental variable estimation of error-components models Journal of Econometrics	1996-02-13	Paper
Another look at the instrumental variable estimation of error-components models Journal of Econometrics	1995-07-01	Paper
On the testing of correlated effects with panel data Journal of Econometrics	1993-12-20	Paper
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations Review of Economic Studies	1991-01-01	Paper
Testing for Autocorrelation in Dynamic Random Effects Models Review of Economic Studies	1990-01-01	Paper
On the efficient estimation of simultaneous equations with covariance restrictions Journal of Econometrics	1989-01-01	Paper

Research outcomes over time

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