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Imhof approximations to econometric estimators
Arellano, Manuel - In: The review of economic studies 57 (1990) 4, pp. 627-646
Persistent link: https://www.econbiz.de/10001093616
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An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
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On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
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Estimating dynamic limited dependent variable models from panel data
Bover, Olympia - In: Investigaciones económicas 21 (1997) 2, pp. 141-165
Persistent link: https://www.econbiz.de/10001234527
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Symmetrically normalized instrumental-variable estimation using panel data
Alonso-Borrego, César - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 36-49
Persistent link: https://www.econbiz.de/10001253390
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Some tests of specification for panel data : Monte Carlo evidence and an application to employment equations
Arellano, Manuel - In: The review of economic studies 58 (1991) 2, pp. 277-297
Persistent link: https://www.econbiz.de/10001112717
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A note on the Anderson-Hsiao estimator for panel data
Arellano, Manuel - In: Economics letters 31 (1989) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10001080242
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La econometria de datos de panel
Arellano, Manuel - In: Investigaciones económicas 14 (1990) 1, pp. 3-45
Persistent link: https://www.econbiz.de/10001083822
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Testing for autocorrelation in dynamic random effects models
Arellano, Manuel - In: The review of economic studies 57 (1990) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001085021
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653