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
In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics […]
We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The […]
Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this […]
We propose a method to correct for sample selection in quantile regression models. Selection is modelled […]
We develop a new quantile-based panel data framework to study the nature of income persistence and […]
We introduce a class of quantile regression estimators for short panels. Our framework covers static and […]
Latest version
We develop methods for testing the hypothesis that an econometric model is underidentified and inferring the […]
Latest version
We study the identification of panel models with linear individual-specific coefficients, when T is fixed. We […]
Latest version
Many approaches to estimation of panel models are based on an average or integrated likelihood that […]