Academic staff

Manuel Arellano

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

Personal details



Manuel Arellano

Research interests

Econometrics, empirical microeconomics

Selected publications

  • "Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework," with Richard Blundell and Stéphane Bonhomme, Econometrica, 85 (2017), 693-734.
  • "Quantile Selection Models with an Application to Understanding Changes in Wage Inequality," with Stéphane Bonhomme, Econometrica, 85 (2017), 1-28.
  • "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," with Stéphane Bonhomme, Annual Review of Economics, 9 (2017), 471-496.
  • "Uncertainty, Persistence, and Heterogeneity: A Panel Data Perspective," Journal of the European Economic Association, 12 (2014), 1127-1153.
  • "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," with Stéphane Bonhomme, Review of Economic Studies, 79 (2012), 987-1020.
  • "Underidentification?," with Lars Peter Hansen and Enrique Sentana, Journal of Econometrics, 170 (2012), 256-280.
  • "Robust Priors in Nonlinear Panel Data Models," with Stéphane Bonhomme, Econometrica, 77 (2009), 489-536.