WorldCat Identities

Arellano, Manuel

Overview
Works: 102 works in 347 publications in 2 languages and 1,370 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor
Publication Timeline
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Most widely held works by Manuel Arellano
Panel data econometrics by Manuel Arellano( Book )

30 editions published between 2001 and 2010 in English and Spanish and held by 556 WorldCat member libraries worldwide

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets. The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data. Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modelling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation. Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values. Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables
Advances in economics and econometrics by Econometric Society( Book )

54 editions published between 2010 and 2013 in English and held by 245 WorldCat member libraries worldwide

Contains edited papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010
Unemployment duration, benefit duration, and the business cycle by Olympia Bover( Book )

15 editions published between 1996 and 1998 in English and Spanish and held by 61 WorldCat member libraries worldwide

Se estudia los efectos del desempleo en España y su relación con el ciclo económico tomando como muestra el desempleo masculino entre 1987-1994
The distribution of earnings in Spain during the 1980s : the effects of skill, unemployment and union power by Olympia Bover( Book )

16 editions published between 2000 and 2001 in English and Spanish and held by 52 WorldCat member libraries worldwide

Learning about migration decisions from the migrants : an exercise in endogenous sampling and complementary datasets by Olympia Bover( Book )

9 editions published in 1999 in English and held by 29 WorldCat member libraries worldwide

Se investiga los determinantes del incremento en emigraciones interrregionales en España desde 1980, usando un gran archivo de datos de migraciones. Las condiciones de migracion son identificadas comparando la distribución de migraciones con las caracteristicas de la distribucion de las necesidades laborales. La proporción del empleo en la industria, desempleo, precios de viviendas y educación, etc. tienen un importante efecto positivo en las probabilidades individuales de la migración
Advances in economics and econometrics by Econometric Society( )

10 editions published between 2010 and 2013 in English and held by 25 WorldCat member libraries worldwide

This is the third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010. The papers summarize and interpret key developments in economics and econometrics, and they discuss future directions for a wide variety of topics, covering both theory and application. Written by the leading specialists in their fields, these volumes provide a unique, accessible survey of progress on the discipline. The first volume primarily addresses economic theory, with specific focuses on nonstandard markets, contracts, decision theory, communication and organizations, epistemics and calibration, and patents
Advances in economics and econometrics by Econometric Society( )

12 editions published between 2010 and 2013 in English and Undetermined and held by 25 WorldCat member libraries worldwide

This is the second of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society, held in Shanghai in August 2010. The papers summarize and interpret key developments in economics and econometrics, and they discuss future directions for a wide variety of topics, covering both theory and application. Written by the leading specialists in their fields, these volumes provide a unique, accessible survey of progress on the discipline. The first volume primarily addresses economic theory, with specific focuses on nonstandard markets, contracts, decision theory, communication and organizations, epistemics and calibration, and patents
Female labour force participation in the 1980s : the case of Spain by Olympia Bover( Book )

7 editions published in 1994 in English and Spanish and held by 22 WorldCat member libraries worldwide

Duración del desempleo, duración de las prestaciones y ciclo económico by Olympia Bover( Book )

6 editions published in 1996 in Spanish and held by 22 WorldCat member libraries worldwide

Learning about migration decisions from the migrants : using complementary data sets to model intra-regional migrations in Spain by Olympia Bover( Book )

7 editions published in 2001 in English and held by 22 WorldCat member libraries worldwide

Female labour supply and on-the-job-search : an empirical model estimated using complementary data sets by Manuel Arellano( Book )

6 editions published in 1990 in English and held by 20 WorldCat member libraries worldwide

Another look at the instrumental-variable estimation of error-components models by Manuel Arellano( Book )

6 editions published in 1990 in English and held by 18 WorldCat member libraries worldwide

Paro y prestaciones : nuevos resultados para España by Manuel Arellano( Book )

10 editions published between 2004 and 2005 in Spanish and English and held by 17 WorldCat member libraries worldwide

Se estudia el efecto de las prestaciones por desempleo sobre el paro en España, destacando dos aspectos que pueden analizarse con las fuentes estadísticas disponibles. Primero revisamos y discutimos los resultados de un trabajo previo sobre la duración del paro en que empleábamos datos de la Encuesta de Población Activa durante 1987-94, al hilo del cual discutimos varios aspectos relativos a la investigación económica. En segundo lugar, presentamos nuevos resultados sobre el tiempo de paro con datos del Panes de Hogares de la Unión Europea durante 1993-1999
Modelos microeconométricos y política fiscal( Book )

6 editions published in 1994 in Spanish and held by 16 WorldCat member libraries worldwide

Conjunto de trabajos que analizan entre otros temas el comportamiento de la oferta de trabajo ante el sistema fiscal, el empleo de incentivos fiscales en el diseño de planes de pensiones, los efectos de los incentivos fiscales ante la adquisición de viviendas, las relaciones consumo-renta y composición del consumo, etc
Some tests of specification for panel data : Monte Carlo evidence and an application to employment equations by Manuel Arellano( Book )

5 editions published in 1988 in English and held by 13 WorldCat member libraries worldwide

Symmetrically normalized instrumental-variable estimation using panel data by César Alonso Borrego( Book )

6 editions published in 1996 in English and held by 13 WorldCat member libraries worldwide

Se estudia la estimación de un modelo de muestreo de datos basado en variables instrumentales y modelos autoregresivos aplicado a ecuaciones de empleo y salarios de empresas del Reino Unido y España
Labour supply and hours constraints by Manuel Arellano( Book )

5 editions published in 1987 in English and held by 12 WorldCat member libraries worldwide

Introducción al análisis econométrico con datos de panel by Manuel Arellano( Book )

6 editions published between 1991 and 1992 in Spanish and held by 12 WorldCat member libraries worldwide

Using complementary data sources : an application to labour supply and job search by Manuel Arellano( Book )

5 editions published in 1989 in English and held by 9 WorldCat member libraries worldwide

The Time Series and Cross - Section Asymptotics of Dynamic Panel Data Estimators by Javier Alvarez( Book )

5 editions published in 1998 in English and held by 7 WorldCat member libraries worldwide

 
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Audience Level
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Audience level: 0.74 (from 0.66 for Panel data ... to 0.94 for Paro y pre ...)

Panel data econometrics
Covers
Alternative Names
Arellano, M.

Manuel Arellano economista español

Manuel Arellano González

Manuel Arellano Spaans econoom

Manuel Arellano Spanish economist specializing in econometrics/empirical microeconomics

Арельяно, Мануэль

Languages
English (194)

Spanish (32)