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Manuel Arellano

Global rank #994 98%

Institution: Centro de Estudios Monetarios y Financieros (CEMFI)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.cemfi.es/~arellano/

First Publication: 1987

Most Recent: 2025

RePEc ID: par4 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.34 1.51 1.41 0.00 5.76
Last 10 Years 2.01 1.51 1.41 0.00 12.47
All Time 9.38 10.22 4.42 0.00 63.41

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 26.15

Publications (23)

Year Article Journal Tier Authors
2025 Erratum to “Robust Priors in Nonlinear Panel Data Models” Econometrica S 6
2024 Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence Journal of Econometrics A 4
2023 Recovering Latent Variables by Matching Journal of the American Statistical Association B 2
2022 Robust likelihood estimation of dynamic panel data models Journal of Econometrics A 2
2022 Income risk inequality: Evidence from Spanish administrative records Quantitative Economics B 5
2017 Quantile Selection Models With an Application to Understanding Changes in Wage Inequality Econometrica S 2
2017 Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework Econometrica S 3
2012 Underidentification? Journal of Econometrics A 3
2012 Identifying Distributional Characteristics in Random Coefficients Panel Data Models Review of Economic Studies S 2
2003 Binary choice panel data models with predetermined variables Journal of Econometrics A 2
2002 Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain Journal of Population Economics B 2
1997 Editorial Announcement Review of Economic Studies S 3
1995 Another look at the instrumental variable estimation of error-components models Journal of Econometrics A 2
1994 Editorial Announcements Review of Economic Studies S 3
1993 On the testing of correlated effects with panel data Journal of Econometrics A 1
1992 Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets Review of Economic Studies S 2
1991 Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations Review of Economic Studies S 2
1990 Testing for Autocorrelation in Dynamic Random Effects Models Review of Economic Studies S 1
1990 Imhof Approximations to Econometric Estimators Review of Economic Studies S 2
1989 A note on the Anderson-Hsiao estimator for panel data Economics Letters C 1
1989 On the efficient estimation of simultaneous equations with covariance restrictions Journal of Econometrics A 1
1989 An efficient GLS estimator of triangular models with covariance restrictions Journal of Econometrics A 1
1987 Computing Robust Standard Errors for Within-Groups Estimators. Oxford Bulletin of Economics and Statistics B 1