Manuel Arellano

"Discrete Choices with Panel Data", Investigaciones Económicas Lecture, XXV Simposio de Análisis Económico, Bellaterra, December 2000. Appeared in Investigaciones Económicas, 27, 2003. Revised: July 2003. Addendum: "The Cox-Reid modified score: a comment".

"Panel Data Models: Some Recent Developments" (with Bo Honoré), prepared for J. Heckman and E. Leamer (eds.): Handbook of Econometrics, Volume 5, 2001. (CEMFI Working Paper no. 0016.)

"Learning About Migration Decisions From the Migrants" (with Olympia Bover), Banco de España, Servicio de Estudios, Working Paper no. 9908. Appeared in Journal of Population Economics, 15, 2002. Awarded the Kuznets Prize for the best article published in the Journal of Population Economics during the period 2001-2003. March 1999 version.

"The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators" (with Javier Alvarez) (Old version: CEMFI Working Paper no. 9808). Appeared in Econometrica, 71, 2003.

"The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment, and Union Power" (with Olympia Bover and Samuel Bentolila), Banco de España, Servicio de Estudios, Working Paper no. 0015. Appeared in D. Cohen, T. Piketty and G. Saint-Paul (eds.): The Economics of Rising Inequalities, Oxford University Press and CEPR,  2002.

"Binary Panel Data Models with Predetermined Variables" (with Raquel Carrasco), CEMFI Working Paper no. 9618. Appeared in Journal of Econometrics, 115, 2003.

"Unemployment Duration, Benefit Duration, and the Business Cycle" (with Olympia Bover and Samuel Bentolila). (Old versions: CEMFI Working Paper no. 9717 ; and CEPR Discussion Paper no. 1840.) Appeared in The Economic Journal, 112, 2002.

"Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data" (with César Alonso-Borrego). March 1998 Pre-publication version. Appeared in Journal of Business & Economic Statistics, 17, 1999.

Comments on "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates Approach" by Doppelhofer, Miller, and Sala-i-Martin, CREI/European Commission Workshop, UPF, Barcelona, June 5, 2000.

Comments on "Marginal Mean Models for Dynamic Regimes" by Murphy, van der Laan, Robins, and CPPRG, The Ninth International Conference on Panel Data, Geneva, June 22, 2000.

Endogeneity and Instruments in Nonparametric Models, Comments to papers by Darolles, Florens & Renault, and Blundell & Powell, Econometric Society 8th World Congress, Seattle, August 11, 2000. Revised: October 2001. Appeared in M. Dewatripont, L. P. Hansen, and S. J. Turnovsky (eds.): Advances in Economics and Econometrics, Eighth World Congress, Volume 2, Cambridge University Press, 2003.

Comments on "A Cross-Country Comparison of Labor Market Frictions" by G. Ridder and G. van den Berg, Banco de Portugal Conference on Labor Market Institutions and Economic Outcomes, Cascais, June 4, 2001.

Comments on "The Returns to Job Mobility during the Transition: Evidence from Czech Retrospective Data" by D. Münich, J. Svejnar, and K. Terrell, CREI Conference on Unemployment in Transition Economies, UPF, Barcelona, October 27, 2001.

Comments on "Wage Bargaining with On-the-job Search: A Structural Econometric Model" by P. Cahuc, F. Postel-Vinay, and J.-M. Robin, Banco de Portugal Conference on Labour Market Reform, Santa Maria do Bouro, June 1, 2003.

Comments on "Is Tomorrow Another Day? The Labor Supply of New York City Cab Drivers" by Henry S. Farber, 1st International Conference on Advances in Economic Research, Universidad de Navarra, Pamplona, October 24, 2003.

Comments on "Research, Innovation and Productivity in Four European Countries" by  R. Griffith, E. Huergo, J. Mairesse, and B. Peters, 5th Meeting of Group on Innovation and Employment in European Firms, Universidad Carlos III de Madrid, June 25, 2004.

Comments on "The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non-Response Bias" by D. Hamermesh and S. Donald, Banco de Portugal Conference on European Labour Markets and Education, Quinta do Lago, May 21, 2005.

Comments on “Evaluation of Currency Regimes: The Unique Role of Sudden Stops” by Assaf Razin and Yona Rubinstein, 41st Economic Policy Panel Meeting, European Investment Bank, Luxembourg, April 16, 2005. Appeared in Economic Policy, 45, 2006.

Comments on “Has the Inflation Process Changed?” by Stephen Cecchetti and Guy Debelle, 42nd Economic Policy Panel Meeting, Bank of England, London, October 21, 2005. Appeared in Economic Policy, 46, 2006.

Comments on "New Evidence on the Causal Link between the Quantity and Quality of Children" by J. Angrist, V. Lavy, and A. Schlosser, and "Dynamic Models for Policy Evaluation" by Costas Meghir, CREST Conference on Econometric Evaluation of Public Policies: Methods and Applications, Paris, December 15, 2005.

Comments on “FDI and the Dark Side of Decentralization” by Sebastian Kessing, Kai Konrad, and Christos Kotsogiannis, 43rd Economic Policy Panel Meeting, Oesterreichische Nationalbank, Vienna, April 22, 2006. Appeared in Economic Policy, 49, 2007.

Comments on "Two Problems of Partial Identification with Panel Data" by C. Manski, 13th Conference on Panel Data, Cambridge, July 8, 2006.

Comments on “Should we have a WTO for International Migration” by Timothy J. Hatton, 44th Economic Policy Panel Meeting, Bank of Finland, Helsinki, October 21, 2006. Appeared in Economic Policy, 50, 2007.

Discussion: "Panel Data Analysis - Advantages and Challenges" by Cheng Hsiao, November 2006. Appeared in: Test, Journal of the Spanish Statistical Society, 16, 2007.

Comments on "Consumption and Investment Motives in Housing Wealth Accumulation of Spanish Households" by Arrondel, Badenes, and Spadaro, Banco de España Conference on Household Finances and Housing Wealth, Madrid, April 24, 2007.

Comments on "Quasi-Experimental Evidence on the Effects of Unemployment Insurance from New York State" by Bruce Meyer and Wallace Mok, Banco de Portugal Conference on Unemployment, Quinta do Lago, June 10, 2007.

Comments on “Micro and Macro Elasticities in a Life Cycle Model With Taxes” by Richard Rogerson and Johanna Wallenius, Conference on the Macroeconomics of Labor Markets in the US and Europe, Fundación Ramón Areces, Madrid, May 10, 2008.

Comments on "Compensating Wage Differentials for the Timing of Work: Continuous versus Split Work Shifts in Spain" by Catalina Amuedo-Dorantes and Sara de la Rica, COSME Workshop, Banco de España, Madrid, June 1, 2009.

DPD98 for Gauss

"Dynamic Panel Data Estimation Using DPD98 for Gauss" by Manuel Arellano and Stephen Bond, December 1998.

You can download two ZIP-files dpd98.zip and xdata.zip. This is not yet the final version but it is close to it.

The file dpd98.zip contains DPD98.RUN, DPD98.PRG and DPD98.FNS.

The file xdata.zip contains XDATA.DAT, XDATA.DHT, AUXDATA.DAT and AUXDATA.DHT, which are the example data files described in the manual.
 

DPD for Ox

"Panel Data Estimation Using DPD for Ox" by Jurgen A. Doornik, Manuel Arellano, and Stephen Bond, June 1999.