Manuel Arellano

Manuel Arellano
Born (1957-06-19) 19 June 1957 (age 67)
NationalitySpanish
Alma materLondon School of Economics
University of Barcelona
Known forArellano–Bond estimator
SpouseOlympia Bover
Scientific career
FieldsEconometrics
InstitutionsCEMFI
Doctoral advisorDenis 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]

  1. ^ cv
  2. ^ "Top 1‰ Research Items by Number of Citations". IDEAS. Research Papers in Economics. Retrieved 5 April 2020.