|Short Biography: English and Spanish||Links|
|CEMFI's quad and Ph.D. area, circa 1900||Tweets|
|IFS, cemmap, Nuffield College, BGSE||European Economic Association|
Choices with Panel Data", Investigaciones Económicas
Lecture, XXV Simposio de Análisis Económico, Bellaterra,
December 2000. Appeared in Investigaciones Económicas,
27, 2003. Addendum: "The Cox-Reid
modified score: a comment". December 2000
"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.)
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
"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.
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.
"Autoregressive Models with Sample
Selectivity for Panel Data" (with Olympia Bover and
José M. Labeaga). In C. Hsiao, K. Lahiri, L-F. Lee, and H.
Pesaran (eds.): Analysis of
Panels and Limited Dependent Variable Models, Chapter 2,
Cambridge University Press, 1999, 23-48.
"Estimating Dynamic Limited Dependent Variable Models from Panel Data" (with Olympia Bover). Investigaciones Económicas, 21, 1997, 141-165.
"Another Look at the Instrumental-Variable Estimation of Error-Components Models" (with Olympia Bover). Journal of Econometrics, 68, 1995, 29-51.
"Female Labour Force Participation in the 1980's: The Case of Spain" (with Olympia Bover). Investigaciones Económicas, 19, 1995, 171-194.
"Panel Data Models with Predetermined
Instruments". Review of Economic Studies Lecture, Royal
Economic Society Conference, University of Kent, 1995.
"On the Testing of Correlated Effects with
Panel Data". Journal of
Econometrics, 59, 1993, 87- 97.
"Female Labour Supply & On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets" (with Costas Meghir). Review of Economic Studies, 59, 1992, 537-559.
"On Exogeneity and Identifiability". Investigaciones Económicas, 16, 1992, 401-409.
"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations" (with Steve Bond). Review of Economic Studies, 58, 1991, 277-297.
"Testing for Autocorrelation in Dynamic Random Effects Models". Review of Economic Studies, 57, 1990, 127-134.
"Imhof Approximations to Econometric Estimators" (with J. Denis Sargan). Review of Economic Studies, 57, 1990, 627- 646.
"Labour Supply and Hours Constraints" (with Costas Meghir). In J-P. Florens, M. Ivaldi, J-J Laffont, and F. Laisney (eds.): Microeconometrics: Surveys and Applications, Chapter 9, Blackwell, Oxford, 1990, 213-230.
"La Econometría de Datos de Panel" (with Olympia Bover). Investigaciones Económicas, 14, 1990, 3-45.
"An Efficient GLS Estimator of Triangular Models with Covariance Restrictions". Journal of Econometrics, 42, 1989, 267-273.
"On the Efficient Estimation of Simultaneous Equations with Covariance Restrictions". Journal of Econometrics, 42, 1989, 247-265.
"A Note on the Anderson-Hsiao Estimator for Panel Data". Economics Letters, 31, 1989, 337-341.
"An Alternative Transformation for Fixed
Effects Models with Predetermined Variables". Applied
Economics Discussion Paper 57, IES, Oxford, 1988.
"Computing Robust Standard Errors for
Within-Group Estimators". Oxford
Bulletin of Economics and Statistics, 49, 1987, 431-434.
"Estimating Contaminated Limited
Dependent Variable Models" (with Olympia Bover). Applied
Economics Discussion Paper 11, IES, Oxford, 1986.
"Causalidad y Exogeneidad en
Econometría" (with Jaume García Villar). Cuadernos Económicos de ICE,
24, 1983, 81-102.
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 & Powelll, 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. August 2000 slides. Revised: October 2001.
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.
"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.
"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,
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,
Carlos III de Madrid, June 25, 2004.
"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.
on “Evaluation of
Currency Regimes: The Unique Role of Sudden Stops” by Assaf Razin and
Rubinstein, 41st Economic Policy Panel Meeting, European Investment
Bank, Luxembourg, April 16, 2005. Appeared in Economic Policy,
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.
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.
on “FDI and the
Dark Side of Decentralization” by Sebastian Kessing, Kai Konrad, and
43rd Economic Policy Panel Meeting, Oesterreichische Nationalbank,
22, 2006. Appeared in Economic Policy,
on "Two Problems of Partial Identification with Panel Data" by C. Manski,
13th Conference on Panel Data, Cambridge, July 8, 2006.
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,
"Panel Data Analysis - Advantages and Challenges" by Cheng Hsiao,
November 2006. Appeared in: Test, Journal of the Spanish
Statistical Society, 16, 2007.
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.
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,
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.
"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,
Comments on Publishing in Economics, Women in Economics (WinE) Workshop on Successful Publishing, EEA-ESEM, Budapest, August 2007.
"Dynamic Panel Data Estimation Using DPD - A Guide for Users" by Manuel Arellano and Steve Bond. Institute for Fiscal Studies Working Paper 88/15, London, 1988.
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
Data Estimation Using DPD for Ox"
by Jurgen A. Doornik, Manuel Arellano, and
Stephen Bond, June 1999.
|At CEMFI Xmas Party with Michael, 2000|
|At CEMFI with Ph.D. Students, 2004||Talking econometrics with Stéphane, 2010|
|Doctoral lunch at UC3M, 2005||Getting
a PhD, 2011
|At ESEM 2014 in
Toulouse with Richard