Manuel Arellano
Spanish economist / From Wikipedia, the free encyclopedia
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Manuel Arellano (born 19 June 1957) is a Spanish economist specialising in econometrics and empirical microeconomics. Together with Stephen Bond, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data. This estimator is based on the earlier article by Arellano's PhD supervisor, John Denis Sargan, and Alok Bhargava (Bhargava and Sargan, 1983). RePEc lists the paper about the Arellano-Bond estimator as the most cited article in economics.[2]
You can help expand this article with text translated from the corresponding article in Spanish. (January 2011) Click [show] for important translation instructions.
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Quick Facts Born, Nationality ...
Manuel Arellano | |
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Born | (1957-06-19) 19 June 1957 (age 66) |
Nationality | Spanish |
Alma mater | London School of Economics University of Barcelona |
Known for | Arellano–Bond estimator |
Spouse | Olympia Bover |
Scientific career | |
Fields | Econometrics |
Institutions | CEMFI |
Doctoral advisor | Denis Sargan[1] |
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