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Robust likelihood estimation of dynamic panel data models
Alvarez, Javier; Arellano, Manuel - 2004
Persistent link: https://www.econbiz.de/10002951011
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Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel - 2003
Persistent link: https://www.econbiz.de/10001907666
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Identifying distributional characteristics in random coefficients panel data models
Arellano, Manuel; Bonhomme, Stéphane - 2009
Persistent link: https://www.econbiz.de/10003914301
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Underidentification?
Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914314
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Understanding bias in nonlinear panel models : some recent developments
Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003491828
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A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2006
Persistent link: https://www.econbiz.de/10003525304
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Robust priors in nonlinear panel data models
Arellano, Manuel (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003525314
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Nonlinear panel data estimation via quantile regression
Arellano, Manuel; Bonhomme, Stéphane - 2015
Persistent link: https://www.econbiz.de/10011408310
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Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2015
Persistent link: https://www.econbiz.de/10011408358
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Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2016
Persistent link: https://www.econbiz.de/10011654574