Manuel Arellano

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Manuel Arellano
Born (1957-06-19) 19 June 1957 (age 64)
Nationality Spanish
Alma mater London School of Economics
University of Barcelona
Known for Arellano–Bond estimator
Spouse(s) Olympia Bover
Scientific career
Fields Econometrics
Institutions CEMFI
Doctoral advisor Denis Sargan [1]

Manuel Arellano (born 19 June 1957) is a Spanish economist specialising in econometrics and empirical microeconomics. Together with Stephen Bond, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data. This estimator is based on the earlier article by Arellano's PhD supervisor, John Denis Sargan, and Alok Bhargava (Bhargava and Sargan, 1983). RePEc lists the paper about the Arellano-Bond estimator as the most cited article in economics. [2]

Biography

Manuel Arellano earned his undergraduate degree at Universidad de Barcelona in 1979. Later in 1982, he began graduate studies in Econometrics and Mathematical Economics at London School of Economics and completed a Ph.D. in economics in 1985.

After his graduation, he was employed as a research lecturer at University of Oxford from 1985 to 1989 and had a research fellow at Nuffield College, Oxford from 1986 to 1989. From 1989 to 1992, he was a lecturer in economics at London School of Economics. From 1991 until now, he is a professor of Econometrics at CEMFI, Madrid. [1]

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Further reading