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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
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The time series and cross-section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - 1998
Persistent link: https://www.econbiz.de/10001361941
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Uncertainty, persistence, and heterogeneity : a panel data perspective
Arellano, Manuel - In: Journal of the European Economic Association 12 (2014) 5, pp. 1127-1153
Persistent link: https://www.econbiz.de/10010499721
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Discrete choices with panel data
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001593717
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Discrete choices with panel data
Arellano, Manuel - In: Investigaciones económicas 27 (2003) 3, pp. 423-458
Persistent link: https://www.econbiz.de/10001807332
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Panel data econometrics
Arellano, Manuel - 2003
Persistent link: https://www.econbiz.de/10001571890
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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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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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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