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
Nonlinear panel data estimation via quantile regressions
We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]
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Underidentification?
We develop methods for testing that an econometric model is underidentified and for estimating the nature […]
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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 […]
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Robust priors in nonlinear panel data models
Many approaches to estimation of panel models are based on an average or integrated likelihood that […]