Manuel Arellano
Manuel Arellano | |
|---|---|
| Born | 19 June 1957 |
| Nationality | Spanish |
| Alma mater | London School of Economics University of Barcelona |
| Known for | Arellano–Bond estimator |
| Spouse | Olympia Bover |
| Scientific career | |
| Fields | Econometrics |
| Institutions | CEMFI |
| Doctoral advisor | Denis Sargan |
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.