Manuel Arellano - Selected Publications#

1. Panel Data Econometrics, Oxford University Press: Advanced Texts in Econometrics, Oxford, 2003.

2. "Uncertainty, Persistence, and Heterogeneity: A Panel Data Perspective", Journal of the European Economic Association, 12, 2014, 1127-1153.

3. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models", Review of Economic Studies, 79, 2012, 987-1020 (with S. Bonhomme).

4. "Robust Priors in Nonlinear Panel Data Models", Econometrica, 77, 2009, 489-536 (with S. Bonhomme).

5. "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators", Econometrica, 71, 2003, 1121-1159 (with J. Alvarez).

6. "Unemployment Duration, Benefit Duration, and the Business Cycle", The Economic Journal, 112, 2002, 223-265 (with O. Bover and S. Bentolila).

7. "Another Look at the Instrumental-Variable Estimation of Error-Components Models", Journal of Econometrics, 68, 1995, 29-51 (with O. Bover).

8. "Female Labour Supply & On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets", Review of Economic Studies, 59, 1992, 537-559 (with C. Meghir).

9. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations", Review of Economic Studies, 58, 1991, 277-297 (with S. Bond).

10. "Computing Robust Standard Errors for Within-Group Estimators", Oxford Bulletin of Economics and Statistics, 49, 1987, 431-434.