International Fellows

Manuel Arellano

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

Recovering Latent Variables by Matching

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

Stéphane Bonhomme, Manuel Arellano
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 […]

Stéphane Bonhomme, Manuel Arellano
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 […]

Stéphane Bonhomme, Manuel Arellano
29 June 2016 | Journal Article

Previous version

Nonlinear panel data estimation via quantile regressions
Stéphane Bonhomme, Manuel Arellano
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 […]

Stéphane Bonhomme, Manuel Arellano
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 […]

Stéphane Bonhomme, Richard Blundell, Manuel Arellano
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 […]

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

Latest version

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

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

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

Previous version

Underidentification?
Enrique Sentana, Lars Peter Hansen, Manuel Arellano
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 […]

Stéphane Bonhomme, Manuel Arellano
31 July 2012 | Journal Article

Previous version

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

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

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

Latest version

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

Stéphane Bonhomme, Manuel Arellano
3 August 2009 | CWP22/09

Latest version

Identifying distributional characteristics in random coefficients panel data models
Stéphane Bonhomme, Manuel Arellano
31 July 2012 | Journal Article