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A note on the Anderson-Hsiao estimator for panel data
Arellano, Manuel - In: Economics letters 31 (1989) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10001080242
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Panel data econometrics
Arellano, Manuel - 2003
Persistent link: https://www.econbiz.de/10001571890
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Panel data models : some recent developments
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001631143
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Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - In: Analysis of panels and limited dependent variable …, (pp. 23-48). 1999
Persistent link: https://www.econbiz.de/10001445095
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Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - 1997
Persistent link: https://www.econbiz.de/10000969373
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Panel data models : some recent developments
Arellano, Manuel; Honoré, Bo E. - 2000
Persistent link: https://www.econbiz.de/10001560850
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023
Persistent link: https://www.econbiz.de/10014383853
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Nonlinear persistence and partial insurance : income and consumption dynamics in the PSID
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: AEA papers and proceedings 108 (2018), pp. 281-286
Persistent link: https://www.econbiz.de/10011888645
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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