Manuel Arellano — SPARQNOW

At-a-Glance

Co-developed the Arellano–Bond estimator, listed by RePEc as the most cited article in economics
Serves as Professor of Econometrics at CEMFI, Madrid, since 1991
Authored 'Panel Data Econometrics' (2003) and edited 'Microeconometric models and Fiscal Policy' (1994)
Earned a Ph.D. in economics from the London School of Economics in 1985
Held research and lecturer positions at University of Oxford (1985-1989) and London School of Economics (1989-1992)

Biography

Manuel Arellano is a Spanish economist specializing in econometrics and empirical microeconomics. Together with Stephen Bond, he developed the Arellano–Bond estimator, a widely used Generalized Method of Moments (GMM) estimator for panel data. This estimator is based on earlier work by John Denis Sargan and Alok Bhargava. RePEc lists the paper about the Arellano–Bond estimator as the most cited article in economics.

Arellano earned his undergraduate degree at Universidad de Barcelona in 1979.