Manuel Arellano : Citation Profile

Centro de Estudios Monetarios y Financieros (CEMFI)

26

H index

37

i10 index

38168

Citations

RESEARCH PRODUCTION:

42

Articles

75

Papers

4

Books

1

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   39 years (1987 - 2026). See details.
   Cites by year: 978
   Journals where Manuel Arellano has often published
   Relations with other researchers
   Recent citing documents: 1562.    Total self citations: 49 (0.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par4
   Updated: 2026-06-27    RAS profile: 2026-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Blundell, Richard (9)

Borella, Margherita (5)

Paz-Pardo, Gonzalo (5)

De Nardi, Mariacristina (5)

Hospido, Laura (4)

De Vera, Micole (4)

Sancibri谩n, V铆ctor (3)

Attanasio, Orazio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Manuel Arellano.

Is cited by:

Asongu, Simplice (1181)

Odhiambo, Nicholas (241)

Nwachukwu, Jacinta (192)

Jochmans, Koen (180)

Dhaene, Geert (135)

Tchamyou, Vanessa (128)

Loayza, Norman (111)

Gancia, Gino (88)

Afonso, Antonio (86)

Rycx, Francois (86)

Sarafidis, Vasilis (82)

Cites to:

Newey, Whitney (30)

Blundell, Richard (28)

Bonhomme, St茅phane (24)

Heckman, James (23)

Hu, Yingyao (17)

Robin, Jean-Marc (17)

Hahn, Jinyong (15)

Chernozhukov, Victor (14)

Schennach, Susanne (13)

Hall, Robert (9)

Mishkin, Frederic (9)

Main data

Where Manuel Arellano has published?

Journals with more than one article published# docs
Journal of Econometrics8
The Review of Economic Studies7
Investigaciones Economicas5
Econometrica3
Econometrica2
Annual Review of Economics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies8
CeMMAP working papers / Institute for Fiscal Studies6
Working Papers / Banco de Espa馻4
CEPR Discussion Papers / Centre for Economic Policy Research4
IFS Working Papers / Institute for Fiscal Studies3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Manuel Arellano (2026 and 2025)

YearTitle of citing document
2026Quantifying the Spillover Effect of U.S. Trade Policy Uncertainty on Economic Growth of BRICS: A Panel Data Investigation. (2026). Aldawsari, Salem Hamad ; Hamed, Mustafa Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:1:p:72-102.

Full description at Econpapers || Download paper

2025Financial Inclusion, Technology, and Income Inequality in Europe. (2025). Kostakis, Ioannis ; Dumitrescu, Sofia Adriana ; Belascu, Lucian ; Horobet, Alexandra ; Marinescu, Iulian ; Dalu, Maria-Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:68:p:93.

Full description at Econpapers || Download paper

2025When Inflation Drives Twin Deficits Catch in the Eurozone. (2025). Brixova, Barbara ; Levandovska, Val Ria ; Sinicakova, Marianna ; Sulikova, Veronika. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:1127.

Full description at Econpapers || Download paper

2025Complementary relationship between foreign direct investment, financial development threshold and economic growth: evidence from Sub-Saharan Africa. (2025). Bouzayani, Rajab ; Abida, Zouheir. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:71-86.

Full description at Econpapers || Download paper

2059Rice, wheat, and corn supply response in China. (2015). VON BRAUN, JOACHIM ; Kalkuhl, Matthias ; Huang, Jikun ; Brockhaus, Jan ; Yang, Guolei. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205988.

Full description at Econpapers || Download paper

2025Effect of Changes in the Interest Rate on the Interest Expenditure. (2025). Kropp, Jaclyn D ; Moss, Charles. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360681.

Full description at Econpapers || Download paper

2025The Effect of Mobile Banking Access on Bank Entry and Exit in the Southern Great Plains. (2025). Welch, Katie ; Lambert, Dayton M ; van Leuven, Andrew. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361114.

Full description at Econpapers || Download paper

2025The impact of Mergers and Acquisitions on the Productivity of U.S. Grain Marketing Cooperatives. (2025). Grashuis, Jasper ; Skevas, Theodoros ; Ansah, Michael Owusu. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361178.

Full description at Econpapers || Download paper

2025Stock Market Returns Volatility and Its Effect on the Growth of the Listed Companies in Kenya. (2025). Njuguna, Angelica ; Ngigi, Daniel. In: African Journal of Economic Review. RePEc:ags:afjecr:362948.

Full description at Econpapers || Download paper

2025Government Size, Civic Capital and Economic Performance: An O-ring approach. (2025). Carmeci, Gaetano ; Pigliaru, Francesco ; Mauro, Luciano. In: FEEM Working Papers. RePEc:ags:feemwp:352146.

Full description at Econpapers || Download paper

2026When Credit Growth Diverges: Common Dynamics and Regional Heterogeneity in Italy. (2026). Napoletano, Mauro ; Guerini, Mattia ; Barbieri, Claudio. In: FEEM Working Papers. RePEc:ags:feemwp:399465.

Full description at Econpapers || Download paper

2025Uwarunkowania sektora rolno-spo偶ywczego a ceny 偶ywno艣ci i napoj贸w bezalkoholowych w krajach Unii Europejskiej. (2025). Baejowska, Aneta. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361258.

Full description at Econpapers || Download paper

2025Multimarket Contact, Competition, and Performance: An Application to Turkish Deposit Banks. (2025). Basar, Berna Dogan ; Eksi, Ibrahim Halil. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356825.

Full description at Econpapers || Download paper

2042Estimating the effects of aggregate agricultural growth on the distribution of expenditures. (2011). Sadoulet, Elisabeth ; Ligon, Ethan. In: CUDARE Working Papers. RePEc:ags:ucbecw:120420.

Full description at Econpapers || Download paper

2025The Impact of Artificial Intelligence on Employment: A Panel Data Analysis for Selected Countries. (2025). Kutlu, Erol ; Etn, Cemre Nur. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:202-233.

Full description at Econpapers || Download paper

2025Institutional and Structural Determinants of Tax Revenue Mobilization in Kenya. (2025). Tanchev, Stoyan ; Mose, Naftaly ; Fumey, Michael Provide ; Karikari, Frank Agyemang. In: Journal of Tax Reform. RePEc:aiy:jnljtr:v:11:y:2025:i:2:p:322-340.

Full description at Econpapers || Download paper

2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

Full description at Econpapers || Download paper

2025Are green firms more financially constrained? The sensitivity of investment to cash flow. (2025). Zazzaro, Alberto ; Oliviero, Tommaso ; Rondinella, Sandro. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:189.

Full description at Econpapers || Download paper

2025THE IMPACT OF POLITICAL INSTITUTIONS ON ECONOMIC GROWTH IN POST-TRANSITION EUROPE. (2025). Bojadjieva, Daniela ; Trpeski, Predrag ; Merdzan, Gunter. In: Proceedings of the 5th International Conference Economic and Business Trends Shaping the Future 2024. RePEc:aoh:conpro:2025:i:6:p:299-304.

Full description at Econpapers || Download paper

2025Is completeness necessary? Estimation in nonidentified linear models. (2025). Babii, Andrii ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473.

Full description at Econpapers || Download paper

2025Assessing Inference Methods. (2022). Ferman, Bruno. In: Papers. RePEc:arx:papers:1912.08772.

Full description at Econpapers || Download paper

2026Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

Full description at Econpapers || Download paper

2026Dynamic covariate balancing: estimating treatment effects over time with potential local projections. (2024). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2103.01280.

Full description at Econpapers || Download paper

2025Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects. (2021). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2103.04973.

Full description at Econpapers || Download paper

2026Identification of Dynamic Panel Logit Models with Fixed Effects. (2024). Il, Kyoo ; Gu, Jiaying ; Dobronyi, Christopher. In: Papers. RePEc:arx:papers:2104.04590.

Full description at Econpapers || Download paper

2025Uniform Inference on High-dimensional Spatial Panel Networks. (2025). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

Full description at Econpapers || Download paper

2024Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models. (2024). Poirier, Alexandre ; Liu, Laura ; Shiu, Ji-Liang. In: Papers. RePEc:arx:papers:2105.12891.

Full description at Econpapers || Download paper

2024Ordered Reference Dependent Choice. (2024). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915.

Full description at Econpapers || Download paper

2026Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model. (2024). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982.

Full description at Econpapers || Download paper

2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

Full description at Econpapers || Download paper

2025Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

Full description at Econpapers || Download paper

2025A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models. (2025). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879.

Full description at Econpapers || Download paper

2026Selection and parallel trends. (2024). Sant'Anna, Pedro ; Wuthrich, Kaspar ; Ghanem, Dalia. In: Papers. RePEc:arx:papers:2203.09001.

Full description at Econpapers || Download paper

2025Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2023). Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.08524.

Full description at Econpapers || Download paper

2025Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

Full description at Econpapers || Download paper

2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

Full description at Econpapers || Download paper

2026Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

Full description at Econpapers || Download paper

2026Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities. (2024). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

Full description at Econpapers || Download paper

2025Consumption Partial Insurance in the Presence of Tail Income Risk. (2025). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208.

Full description at Econpapers || Download paper

2026Large sample properties of GMM estimators under second-order identification. (2023). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2307.13475.

Full description at Econpapers || Download paper

2026A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Lee, Sokbae (Simon) ; Sarpietro, Silvia ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

Full description at Econpapers || Download paper

2026Bounds on Average Effects in Discrete Choice Panel Data Models. (2024). Pakel, Cavit ; Weidner, Martin. In: Papers. RePEc:arx:papers:2309.09299.

Full description at Econpapers || Download paper

2026Correcting Selection Bias in Standardized Test Comparisons. (2025). Boussim, Onil. In: Papers. RePEc:arx:papers:2309.10642.

Full description at Econpapers || Download paper

2026Estimating Individual Responses when Tomorrow Matters. (2024). Denis, Angela ; Bonhomme, Stephane. In: Papers. RePEc:arx:papers:2310.09105.

Full description at Econpapers || Download paper

2025Consumption Smoothing in Metropolis: Evidence from Working-class Households in Prewar Tokyo. (2025). Ogasawara, Kota. In: Papers. RePEc:arx:papers:2311.14320.

Full description at Econpapers || Download paper

2024Causal Models for Longitudinal and Panel Data: A Survey. (2024). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

Full description at Econpapers || Download paper

2025Efficiency of QMLE for dynamic panel data models with interactive effects. (2024). Bai, Jushan. In: Papers. RePEc:arx:papers:2312.07881.

Full description at Econpapers || Download paper

2026Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Exploration. (2024). Wu, Zhiwei Steven ; Syrgkanis, Vasilis ; Harris, Keegan ; Ngo, Daniel ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2312.16307.

Full description at Econpapers || Download paper

2026Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models. (2024). Chernozhukov, Victor ; Wang, Weining ; Fern, Iv'An ; Huang, Chen. In: Papers. RePEc:arx:papers:2402.00584.

Full description at Econpapers || Download paper

2026Using Event Studies as an Outcome in Causal Analysis. (2025). Zohar, Tom ; Yanagimoto, Kazuharu ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2403.19563.

Full description at Econpapers || Download paper

2025Sequential Synthetic Difference in Differences. (2024). Arkhangelsky, Dmitry ; Samkov, Aleksei. In: Papers. RePEc:arx:papers:2404.00164.

Full description at Econpapers || Download paper

2024Income Shocks and their Transmission into Consumption. (2024). Theloudis, Alexandros ; Crawley, Edmund. In: Papers. RePEc:arx:papers:2404.12214.

Full description at Econpapers || Download paper

2025A quantile-based nonadditive fixed effects model. (2024). Liu, Xin. In: Papers. RePEc:arx:papers:2405.03826.

Full description at Econpapers || Download paper

2026Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

Full description at Econpapers || Download paper

2025Inference on High Dimensional Selective Labeling Models. (2024). Yao, Qingsong ; Tamer, Elie ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:2410.18381.

Full description at Econpapers || Download paper

2025Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models. (2024). Tang, Xun ; Tamer, Elie ; Marx, Philip. In: Papers. RePEc:arx:papers:2410.19060.

Full description at Econpapers || Download paper

2026Estimating Nonseparable Selection Models: A Functional Contraction Approach. (2025). Xin, YI ; Wu, Fan. In: Papers. RePEc:arx:papers:2411.01799.

Full description at Econpapers || Download paper

2025Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352.

Full description at Econpapers || Download paper

2026A Neyman-Orthogonalization Approach to the Incidental Parameter Problem. (2025). Jochmans, Koen ; Bonhomme, St'Ephane ; Weidner, Martin. In: Papers. RePEc:arx:papers:2412.10304.

Full description at Econpapers || Download paper

2025IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects. (2025). Yamagata, Takashi ; Chen, Jia ; Sarafidis, Vasilis ; Cui, Guowei. In: Papers. RePEc:arx:papers:2501.18467.

Full description at Econpapers || Download paper

2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

Full description at Econpapers || Download paper

2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

Full description at Econpapers || Download paper

2025Identification of Average Treatment Effects in Nonparametric Panel Models. (2025). Imbens, Guido ; Athey, Susan. In: Papers. RePEc:arx:papers:2503.19873.

Full description at Econpapers || Download paper

2025Global identification of dynamic panel models with interactive effects. (2025). Mones, Pablo ; Bai, Jushan. In: Papers. RePEc:arx:papers:2504.14354.

Full description at Econpapers || Download paper

2025GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest. (2025). Raczkowski, Konrad ; Filip, Dariusz ; Klopotek, Robert A ; Landowska, Alina. In: Papers. RePEc:arx:papers:2504.20993.

Full description at Econpapers || Download paper

2026Identification and estimation of dynamic random coefficient models. (2025). Lee, Wooyong. In: Papers. RePEc:arx:papers:2505.01600.

Full description at Econpapers || Download paper

2025Moment Restrictions for Nonlinear Panel Data Models with Feedback. (2025). Graham, Bryan S ; Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2506.12569.

Full description at Econpapers || Download paper

2025P-CRE-DML: A Novel Approach for Causal Inference in Non-Linear Panel Data. (2025). Sharma, Amarendra. In: Papers. RePEc:arx:papers:2506.23297.

Full description at Econpapers || Download paper

2025Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists. (2025). Wuepper, David ; Hirsch, Stefan ; Dalhaus, Tobias ; Low, Guy ; Henningsen, Arne ; Belay, Dagim ; Storm, Hugo. In: Papers. RePEc:arx:papers:2508.02310.

Full description at Econpapers || Download paper

2025Treatment-Effect Estimation in Complex Designs under a Parallel-trends Assumption. (2025). de Chaisemartin, Cl'Ement ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2508.07808.

Full description at Econpapers || Download paper

2025Binary choice logit models with general fixed effects for panel and network data. (2025). Dano, Kevin ; Weidner, Martin ; Honor, Bo E. In: Papers. RePEc:arx:papers:2508.11556.

Full description at Econpapers || Download paper

2026Estimation in linear models with clustered data. (2025). Jing, Baiyun ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2508.12860.

Full description at Econpapers || Download paper

2026A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20753.

Full description at Econpapers || Download paper

2025Uniform Quasi ML based inference for the panel AR(1) model. (2025). Kruiniger, Hugo. In: Papers. RePEc:arx:papers:2508.20855.

Full description at Econpapers || Download paper

2025Time-Varying Heterogeneous Treatment Effects in Event Studies. (2025). Liu, Laura ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2509.13698.

Full description at Econpapers || Download paper

2025Triadic Network Formation. (2025). Pakel, Cavit ; Muris, Chris. In: Papers. RePEc:arx:papers:2509.26420.

Full description at Econpapers || Download paper

2026Testing for Grouped Patterns in Panel Data Models. (2025). Raiola, Antonio ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2510.22841.

Full description at Econpapers || Download paper

2026Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models. (2025). Shin, Sukgyu. In: Papers. RePEc:arx:papers:2511.02816.

Full description at Econpapers || Download paper

2026Quantile Selection in the Gender Pay Gap. (2025). Breunig, Christoph ; Batbayar, Egshiglen ; Haan, Peter ; Ilieva, Boryana. In: Papers. RePEc:arx:papers:2511.16187.

Full description at Econpapers || Download paper

2025Impact of Brand Dynamics on Insurance Premiums in Turkey. (2025). Sovbetov, Yhlas. In: Papers. RePEc:arx:papers:2512.02481.

Full description at Econpapers || Download paper

2025Innovation, Institutions and Three Dimensions of Financial Structure. (2025). Wu, Yimin ; Kikuchi, Tomoo. In: Papers. RePEc:arx:papers:2512.14154.

Full description at Econpapers || Download paper

2026(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data. (2025). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2512.18678.

Full description at Econpapers || Download paper

2026Estimating Treatment Effects in Panel Data Without Parallel Trends. (2026). Ishimaru, Shoya. In: Papers. RePEc:arx:papers:2601.08281.

Full description at Econpapers || Download paper

2026Quantitative Methods in Finance. (2026). Vansteenberghe, Eric. In: Papers. RePEc:arx:papers:2601.12896.

Full description at Econpapers || Download paper

2026A Smoothed GMM for Dynamic Quantile Preferences Estimation. (2026). Liu, Xin ; Galvao, Antonio ; de Castro, Luciano. In: Papers. RePEc:arx:papers:2601.20853.

Full description at Econpapers || Download paper

2026Distributed Causality in the SDG Network: Evidence from Panel VAR and Conditional Independence Analysis. (2026). Karim, Md Rezaul ; Sanyan, Md Shafin ; Pranto, Ehsanul Bashar ; Molla, Md Naim ; Shill, Tonmoy ; Debnath, Luknath ; Hasan, Md Jahid ; Munif, Md Muhtasim. In: Papers. RePEc:arx:papers:2601.20875.

Full description at Econpapers || Download paper

2026Model Selection in Panel Data Models: A Generalization of the Vuong Test. (2026). Vuong, Quang ; Menzel, Konrad ; Liao, Zhipeng ; Hahn, Jinyong. In: Papers. RePEc:arx:papers:2601.22354.

Full description at Econpapers || Download paper

2026Panel Quantile Regression with Common Shocks. (2026). Galvao, Antonio ; Wei, Chia-Min ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2602.19201.

Full description at Econpapers || Download paper

2026Jackknife Inference for Fixed Effects Models. (2026). Higgins, Ayden. In: Papers. RePEc:arx:papers:2602.21903.

Full description at Econpapers || Download paper

2026When Can We Trust Cluster-Robust Inference?. (2026). MacKinnon, James. In: Papers. RePEc:arx:papers:2604.02000.

Full description at Econpapers || Download paper

2026An econometricians guide to optimal transport. (2026). Henry, Marc ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2604.04227.

Full description at Econpapers || Download paper

2026Micro and Macro Perspectives on Production-Based Markups. (2026). Traina, James ; Ruzic, Dimitrije ; Gandhi, Amit ; Fernald, John. In: Papers. RePEc:arx:papers:2604.13224.

Full description at Econpapers || Download paper

2026Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects. (2026). Beyhum, Jad ; Dhaene, Geert ; Miao, Wei ; Xu, Haoyuan. In: Papers. RePEc:arx:papers:2604.26826.

Full description at Econpapers || Download paper

2026Estimation and Inference for the $\tau$-Quantile of Individual Heterogeneous Coefficient. (2026). Galvao, Antonio ; Lin, Jiahao ; Hounyo, Ulrich. In: Papers. RePEc:arx:papers:2605.01923.

Full description at Econpapers || Download paper

2026Efficient GMM and Weighting Matrix under Misspecification. (2026). Kang, Byunghoon. In: Papers. RePEc:arx:papers:2605.04961.

Full description at Econpapers || Download paper

2026Approximate Operator Inversion for Average Effects in Nonlinear Panel Models. (2026). Pakel, Cavit ; Weidner, Martin ; Dhaene, Geert ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2605.05037.

Full description at Econpapers || Download paper

2026Causal State-Dependent Local Projections. (2026). Wang, Weining ; Jiao, Xiyu ; Giacomini, Raffaella ; David, Joel M. In: Papers. RePEc:arx:papers:2605.05404.

Full description at Econpapers || Download paper

2026Distributional Decomposition of Consumption Inequality Change During COVID-19. (2026). Liu, Xin ; Anand, Utkarsh. In: Papers. RePEc:arx:papers:2605.17100.

Full description at Econpapers || Download paper

2026SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction. (2026). Comert, Hafize Gonca ; Yunus, Gustav Olaf. In: Papers. RePEc:arx:papers:2605.19014.

Full description at Econpapers || Download paper

2026Indirect Estimators of Intergenerational Mobility. (2026). Stuhler, Jan ; Nybom, Martin ; del Pizzo, Andrea. In: Papers. RePEc:arx:papers:2605.19154.

Full description at Econpapers || Download paper

2026Correlated Random Coefficient Distributions in Linear Panel Models. (2026). Powell, James ; Botosaru, Irene. In: Papers. RePEc:arx:papers:2605.21367.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Manuel Arellano has edited the books:

YearTitleTypeCited

Works by Manuel Arellano:

YearTitleTypeCited
2019GMM Estimation from Incomplete and Rotating Panels In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
2018Nonlinear Persistence and Partial Insurance: Income and Consumption Dynamics in the PSID In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article12
2011Nonlinear Panel Data Analysis In: Annual Review of Economics.
[Full Text][Citation analysis]		article74
2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models In: Annual Review of Economics.
[Full Text][Citation analysis]		article15
2016Nonlinear panel data methods for dynamic heterogeneous agent models.(2016) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2016Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2016Nonlinear panel data methods for dynamic heterogeneous agent models.(2016) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019Recovering Latent Variables by Matching In: Papers.
[Full Text][Citation analysis]		paper3
2019Recovering Latent Variables by Matching.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Recovering Latent Variables by Matching.(2020) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023Recovering Latent Variables by Matching.(2023) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence In: CeMMAP working papers.
[Full Text][Citation analysis]		paper19
2023Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence.(2023) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2024Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2024Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2026Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence.(2026) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2025Nonlinear micro income processes with macro shocks In: CeMMAP working papers.
[Full Text][Citation analysis]		paper1
2025Nonlinear Micro Income Processes with Macro Shocks.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Nonlinear Micro Income Processes with Macro Shocks.(2025) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Nonlinear micro income processes with macro shocks.(2025) In: IFS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Nonlinear panel data estimation via quantile regressions In: CeMMAP working papers.
[Full Text][Citation analysis]		paper52
2015Nonlinear Panel Data Estimation via Quantile Regression.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2015Nonlinear panel data estimation via quantile regressions.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2016Nonlinear panel data estimation via quantile regressions.(2016) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2015Earnings and consumption dynamics: a nonlinear panel data framework In: CeMMAP working papers.
[Full Text][Citation analysis]		paper210
2015Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2016Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2015Earnings and consumption dynamics: a nonlinear panel data framework.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2015Earnings and consumption dynamics: a nonlinear panel data framework.(2015) In: IFS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2015Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework.(2015) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2017Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework.(2017) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		article
2015Quantile selection models: with an application to understanding changes in wage inequality In: CeMMAP working papers.
[Full Text][Citation analysis]		paper95
2016Quantile Selection Models with an Application to Understanding Changes in Wage Inequality.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2015Quantile selection models: with an application to understanding changes in wage inequality.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		paper
2017Quantile Selection Models With an Application to Understanding Changes in Wage Inequality.(2017) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		article
1996Duraci贸n del desempleo, duraci贸n de las prestaciones y ciclo econ贸mico In: Estudios Econ贸micos.
[Full Text][Citation analysis]		book11
1996Unemployment duration, benefit duration, and the business cycle.(1996) In: Estudios Econ贸micos.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		book
2000The Distribution of Earnings in Spain During the 1980s: the Effects of Skill, Unemployment, and Union Power In: Working Papers.
[Full Text][Citation analysis]		paper15
2001The Distribution of Earnings in Spain During the 1980s: The Effects of Skill, Unemployment and Union Power.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2021Income Risk Inequality: Evidence from Spanish Administrative Records In: Working Papers.
[Full Text][Citation analysis]		paper24
2021Income Risk Inequality: Evidence from Spanish Administrative Records.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2021Income risk inequality: evidence from Spanish administrative records.(2021) In: IFS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2022Income risk inequality: Evidence from Spanish administrative records.(2022) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
1994Female Labour Force Participation in the 1980s: The Case of Spain. In: Working Papers.
[Citation analysis]		paper20
1995Female labour force participation in the 1980s: the case of Spain.(1995) In: Investigaciones Economicas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
1999Learning about Migration Decisions from the Migrants. An Exercise in Endogenous Sampling and Complementary Datasets. In: Working Papers.
[Citation analysis]		paper0
1999Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data. In: Journal of Business & Economic Statistics.
[Citation analysis]		article398
1996Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 398		paper
2002Sargans Instrumental Variables Estimation and the Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article29
2014UNCERTAINTY, PERSISTENCE, AND HETEROGENEITY: A PANEL DATA PERSPECTIVE In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article9
1987Computing Robust Standard Errors for Within-Groups Estimators. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article744
1990Another Look at the Instrumental Variable Estimation of Error-Components Models In: CEP Discussion Papers.
[Citation analysis]		paper11370
1995Another look at the instrumental variable estimation of error-components models.(1995) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11370		article
1990Female Labour Supply and On-the-Job Search: An Empirical Model Estimated using Complementary Data Sets In: CEP Discussion Papers.
[Citation analysis]		paper199
1992Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets.(1992) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		article
1991On the Testing of Correlated Effects with Panel Data In: Working Papers.
[Citation analysis]		paper165
1993On the testing of correlated effects with panel data.(1993) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 165		article
1996Binary Panel Data Models with Predetermined Variables Out of Print In: Working Papers.
[Citation analysis]		paper5
1997Estimating Dynamic Limited Dependent Variable Model from Panel Data In: Working Papers.
[Citation analysis]		paper3
1997Authoregressive Models with Sample Selectivity for Panel Data In: Working Papers.
[Citation analysis]		paper24
1997Autoregressive Models with Sample Selectivity for Panel Data.(1997) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
1997Unemployment Duration, Benefit Duration, and the Business Cycle.Versi贸n Revisada In: Working Papers.
[Full Text][Citation analysis]		paper0
1998The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators In: Working Papers.
[Full Text][Citation analysis]		paper438
2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators.(2003) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 438		article
1998The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators..(1998) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 438		paper
2000Panel Data Models: Some Recent Developments In: Working Papers.
[Full Text][Citation analysis]		paper341
2001Panel data models: some recent developments.(2001) In: Handbook of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 341		chapter
2000Panel Data Models: Some Recent Developments..(2000) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 341		paper
2001Discrete Choices with Panel Data In: Working Papers.
[Full Text][Citation analysis]		paper67
2001Discrete Choices with Panel Data..(2001) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2003Discrete choices with panel data.(2003) In: Investigaciones Economicas.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		article
2001Sargans Instrumental Variable Estimation and GMM In: Working Papers.
[Full Text][Citation analysis]		paper0
2003Modelling Optimal Instrumental Variables for Dynamic Panel Data Models In: Working Papers.
[Full Text][Citation analysis]		paper67
2016Modelling optimal instrumental variables for dynamic panel data models.(2016) In: Research in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		article
2004Robust Likelihood Estimation of Dynamic Panel Data Models In: Working Papers.
[Full Text][Citation analysis]		paper81
2022Robust likelihood estimation of dynamic panel data models.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		article
2005Understanding Bias in Nonlinear Panel Models: Some Recent Developments In: Working Papers.
[Full Text][Citation analysis]		paper22
2006A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects In: Working Papers.
[Full Text][Citation analysis]		paper70
2016A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects.(2016) In: Global Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		article
2006Robust Priors in Nonlinear Panel Data Models In: Working Papers.
[Full Text][Citation analysis]		paper122
2009Robust Priors in Nonlinear Panel Data Models.(2009) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		article
2007Robust priors in nonlinear panel data models.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2009Identifying Distributional Characteristics in Random Coefficients Panel Data Models In: Working Papers.
[Full Text][Citation analysis]		paper107
2009Identifying distributional characteristics in random coefficients panel data models.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		paper
2012Identifying Distributional Characteristics in Random Coefficients Panel Data Models.(2012) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2009Underidentification? (Resumen) In: Working Papers.
[Full Text][Citation analysis]		paper7
2017Sample Selection in Quantile Regression: A Survey In: Working Papers.
[Full Text][Citation analysis]		paper5
2024Estimating flexible income processes from subjective expectations data: evidence from India and Colombia In: Working Papers.
[Full Text][Citation analysis]		paper1
2025Estimating flexible income processes from subjective expectations data: Evidence from India and Colombia.(2025) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Estimating Flexible Income Processes from Subjective Expectations Data: Evidence from India and Colombia.(2024) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2026Subjective Earnings and Employment Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2026Subjective Earnings and Employment Dynamics.(2026) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2026Subjective Earnings and Employment Dynamics.(2026) In: RFBerlin Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2026Subjective Earnings and Employment Dynamics.(2026) In: Opportunity and Inclusive Growth Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2026Subjective Earnings and Employment Dynamics.(2026) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1998Unemployment Duration, Benefit Duration and the Business Cycle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper222
1996Unemployment duration, benefit duration, and the business cycle.(1996) In: Estudios Econ贸micos.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		book
2002Unemployment Duration, Benefit Duration and the Business Cycle.(2002) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 222		article
1997Unemployment Duration, Benefit Duration, and the Business Cycle.(1997) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 222		paper
2001Learning About Migration Decisions from the Migrants: Using Complementary Datasets to Model Intra-Regional Migrations in Spain In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper37
2002Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain.(2002) In: Journal of Population Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2000Underidentification? In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper20
2012Underidentification?.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2009Underidentification?.(2009) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
1989A note on the Anderson-Hsiao estimator for panel data In: Economics Letters.
[Full Text][Citation analysis]		article159
1989A NOTE ON THE ANDERSON-HSIAO ESTIMATOR FOR PANEL DATA..(1989) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
2003Binary choice panel data models with predetermined variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article114
1996Binary Choice Panel Data Models with Predetermined Variables..(1996) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has nother version. Agregated cites: 114		paper
1989On the efficient estimation of simultaneous equations with covariance restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1989An efficient GLS estimator of triangular models with covariance restrictions In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1990La econometr脙颅a de datos de panel In: Investigaciones Economicas.
[Full Text][Citation analysis]		article72
1992On exogeneity and identifiability In: Investigaciones Economicas.
[Full Text][Citation analysis]		article0
1997Estimating limited dependent variable models from panel data In: Investigaciones Economicas.
[Full Text][Citation analysis]		article31
1990Testing for Autocorrelation in Dynamic Random Effects Models In: The Review of Economic Studies.
[Full Text][Citation analysis]		article19
1990Imhof Approximations to Econometric Estimators In: The Review of Economic Studies.
[Full Text][Citation analysis]		article1
1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations In: The Review of Economic Studies.
[Full Text][Citation analysis]		article18004
1994Editorial Announcements In: The Review of Economic Studies.
[Full Text][Citation analysis]		article0
1997Editorial Announcement In: The Review of Economic Studies.
[Full Text][Citation analysis]		article0
2003Panel Data Econometrics In: OUP Catalogue.
[Citation analysis]		book1132
2007Comments on: Panel data analysis鈥攁dvantages and challenges In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article0
2025Erratum to 鈥淩obust Priors in Nonlinear Panel Data Models鈥 In: Econometrica.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team