Manuel Arellano

Ph. D. in Economics, London School of Economics, 1985

Personal details


Microeconometrics, Program evaluation methods

Research interests

Econometrics, empirical microeconomics

Selected publications

  • “Identifying Distributional Characteristics in Random Coefficients Panel Data Models,” with S. Bonhomme, Review of Economic Studies, 79 (2012), 987-1020.
  • “Underidentification?,” with L. P. Hansen and E. Sentana, Journal of Econometrics, 170 (2012), 256-280.
  • “Robust Priors in Nonlinear Panel Data Models,” with S. Bonhomme, Econometrica, 77 (2009), 489-536.
  • “The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators,” with J. Alvarez, Econometrica, 71 (2003), 1121-1159.
  • “Unemployment Duration, Benefit Duration, and the Business Cycle,” with O. Bover and S. Bentolila, The Economic Journal, 112 (2002), 223-265.
  • “Another Look at the Instrumental-Variable Estimation of Error-Components Models,” with O. Bover, Journal of Econometrics, 68 (1995) 29-51.
  • “Female Labour Supply & On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets,” with C. Meghir, Review of Economic Studies, 59 (1992), 537-559.
  • “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,” with S. Bond, Review of Economic Studies, 58 (1991), 277-297.


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