Manuel Arellano
London School of Economics and Political Science
1 paper in the Anchorcite directory, published in 1991, cited 33,543 times in total.
ORCID profileResearch topics
- Fiscal Policy and Economic Growth · 1 paper
- Monetary Policy and Economic Impact · 1 paper
- Spatial and Panel Data Analysis · 1 paper
Frequent co-authors
- Stephen R. Bond · 1 paper
Papers
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment EquationsThe Review of Economic Studies · 1991 · 33,543 citations
This paper presents specification tests that are applicable after estimating a dynamic model from panel data by the generalized method of moments (GMM), and studies the practical performance of these procedures using both generated and real data. Our GMM estimator…
Metadata from OpenAlex (CC0).