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An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
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On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
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Binary choice panel data models with predetermined variables
Arellano, Manuel; Carrasco, Raquel - In: Journal of econometrics 115 (2003) 1, pp. 125-157
Persistent link: https://www.econbiz.de/10001758139
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Underidentification?
Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - In: Journal of econometrics 170 (2012) 2, pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
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Robust likelihood estimation of dynamic panel data models
Alvarez, Javier; Arellano, Manuel - In: Journal of econometrics 226 (2022) 1, pp. 21-61
Persistent link: https://www.econbiz.de/10013440479
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Journal of econometrics 240 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015075135