Manuel Arellano

From MaRDI portal
(Redirected from Person:528040)
Manuel Arellano Q528040



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!

PublicationDate of PublicationType
Income risk inequality: Evidence from Spanish administrative records
Quantitative Economics
2024-03-25Paper
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Journal of Econometrics
2024-03-21Paper
Recovering Latent Variables by Matching
Journal of the American Statistical Association
2023-07-03Paper
Recovering Latent Variables by Matching
Journal of the American Statistical Association
2023-07-03Paper
Nonlinear panel data estimation via quantile regressions
Econometrics Journal
2022-08-02Paper
Robust likelihood estimation of dynamic panel data models
Journal of Econometrics
2022-02-10Paper
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
Econometrica
2019-02-01Paper
Quantile selection models with an application to understanding changes in wage inequality
Econometrica
2019-01-31Paper
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Review of Economic Studies
2019-01-23Paper
A note on the Anderson-Hsiao estimator for panel data
Economics Letters
2017-11-09Paper
Underidentification?
Journal of Econometrics
2017-05-12Paper
Robust Priors in Nonlinear Panel Data Models
Econometrica
2009-04-16Paper
scientific article; zbMATH DE number 5245028 (Why is no real title available?)2008-03-06Paper
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Econometrica
2006-06-19Paper
Panel Data Econometrics2004-11-16Paper
Binary choice panel data models with predetermined variables
Journal of Econometrics
2003-06-09Paper
Autoregressive models with sample selectivity for panel data.2001-07-24Paper
Another look at the instrumental variable estimation of error-components models
Journal of Econometrics
1996-02-13Paper
Another look at the instrumental variable estimation of error-components models
Journal of Econometrics
1995-07-01Paper
On the testing of correlated effects with panel data
Journal of Econometrics
1993-12-20Paper
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Review of Economic Studies
1991-01-01Paper
Testing for Autocorrelation in Dynamic Random Effects Models
Review of Economic Studies
1990-01-01Paper
On the efficient estimation of simultaneous equations with covariance restrictions
Journal of Econometrics
1989-01-01Paper


Research outcomes over time


This page was built for person: Manuel Arellano