Econometrics at CEMFI
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The Econometrics group at CEMFI is at the forefront of research in econometrics. The group’s research covers several fields, including panel data econometrics, time series, financial econometrics, among others. The group has made significant contributions to the literature on panel data models, Two-Way-Fixed-Effects models, Synthetic Control Methods, and Time Series applied to Asset prices.
Members of the group are affiliated with other research centers and networks, such as the Centre for Economic Policy Research (CEPR), have been recognized with several prizes and distinctions and they hold multiple grants from Spanish funding agencies and private institutions.We invite you to learn more about the Econometrics group at CEMFI below.
Researchers
Manuel Arellano
Professor
Enrique Sentana
Professor
Dante Amengual
Associate Professor with Tenure
Dmitry Arkhangelsky
Associate Professor with Tenure
On Leave
Seminars series
OCT
Econometrics Seminar
Jad Beyhum (KU Leuven) presents "TBA"
OCT
Econometrics Seminar
Raffaella Giacomini (UCL) presents "TBA"
NOV
Econometrics Seminar
Víctor Sancibrián (Università Bocconi) presents "TBA"
NOV
Econometrics Seminar
Brendan Beare (University of Sydney) presents "TBA"
NOV
Econometrics Seminar
Tyler McCormick (University of Washington) presents "On tubes; or, Model-Building from Rich Data by Isolating Concepts"
Recent publications of this research line
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Yarine Fawaz and Pedro Mira,
Social Isolation, Health Dynamics, adn Mortality: Evidence across 21 European Countries,
Journal of Population Economics, forthcoming. -
Dante Amengual, Gabriele Fiorentini and Enrique Sentana,
The information matrix test for Gaussian mixtures,
Journal of Econometrics, (2026), 106234. -
Dante Amengual, Xinyue Bei and Enrique Sentana,
Highly irregular serial correlation tests,
Econometrics and Statistics, forthcoming.
Research grants
Income dynamics, employment dynamics, fertility decisions, and cultural norms: implications for gender and labor market inequality (Ministerio de Ciencia, Innovación y Universidades, 2025-2028)
Researchers: Tom Zohar (Co-PI), Manuel Arellano (Co-PI), Giulia Buccione.
Advances in Applied Microeconomics (Ministerio de Ciencia, Innovación y Universidades, 2025-2028)
Researchers: Gerard Llobet (Co-PI), Pedro Mira (Co-PI), Guillermo Caruana.
Ramón y Cajal Grants (Ministerio de Ciencia, Innovación y Universidades, 2024-2028)
Researchers: Dmitry Arkhangelsky (PI).