International Fellows

Manuel Arellano

CEMFI

Manuel is a Professor of Econometrics at CEMFI and an International Research Fellow of the IFS. His research interests include microeconometrics, the evaluation of public policies, panel data econometrics and nonlinear panel data models.

Selected Publications

Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence

In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics […]

Manuel Arellano, Richard Blundell, Stéphane Bonhomme, Jack Light
14 April 2023 | CWP07/23
Recovering Latent Variables by Matching

We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The […]

Manuel Arellano, Stéphane Bonhomme
7 January 2020 | CWP2/20
Nonlinear panel data methods for dynamic heterogeneous agent models

Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this […]

Manuel Arellano, Stéphane Bonhomme
1 November 2016 | CWP51/16
Nonlinear panel data estimation via quantile regressions

We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]

Manuel Arellano, Stéphane Bonhomme
29 June 2016 | Journal Article

Previous version

Nonlinear panel data estimation via quantile regressions
Manuel Arellano, Stéphane Bonhomme
15 July 2015 | CWP40/15
Quantile selection models: with an application to understanding changes in wage inequality

We propose a method to correct for sample selection in quantile regression models. Selection is modelled […]

Manuel Arellano, Stéphane Bonhomme
21 December 2015 | CWP75/15
Earnings and consumption dynamics: a nonlinear panel data framework

We develop a new quantile-based panel data framework to study the nature of income persistence and […]

Manuel Arellano, Richard Blundell, Stéphane Bonhomme
7 September 2015 | CWP53/15
Nonlinear panel data estimation via quantile regressions

We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]

Manuel Arellano, Stéphane Bonhomme
15 July 2015 | CWP40/15

Latest version

Nonlinear panel data estimation via quantile regressions
Manuel Arellano, Stéphane Bonhomme
29 June 2016 | Journal Article
Underidentification?

We develop methods for testing that an econometric model is underidentified and for estimating the nature […]

Manuel Arellano, Lars Peter Hansen, Enrique Sentana
31 October 2012 | Journal Article

Previous version

Underidentification?
Manuel Arellano, Lars Peter Hansen, Enrique Sentana
7 September 2009 | CWP24/09
Identifying distributional characteristics in random coefficients panel data models

We study the identification of panel models with linear individual-specific coefficients when T is fixed. We […]

Manuel Arellano, Stéphane Bonhomme
31 July 2012 | Journal Article

Previous version

Identifying distributional characteristics in random coefficients panel data models
Manuel Arellano, Stéphane Bonhomme
3 August 2009 | CWP22/09
Underidentification?

We develop methods for testing the hypothesis that an econometric model is underidentified and inferring the […]

Manuel Arellano, Lars Peter Hansen, Enrique Sentana
7 September 2009 | CWP24/09

Latest version

Underidentification?
Manuel Arellano, Lars Peter Hansen, Enrique Sentana
31 October 2012 | Journal Article