Identifying distributional characteristics in random coefficients panel data models (2009)
Arellano González, Manuel, Bonhomme, Stéphane
We study the identification of panel models with linear individual-specific coefficients, when T is fixed. We show identification of the variance of the effects under conditional uncorrelatedness....
Arellano González, Manuel, Sentana Iváñez, Enrique, Hansen, Lars Peter
We develop methods for testing the hypothesis that an econometric model is undeerindentified and inferring the nature of the failed identification. By adopting a generalized-method-of moments...
Arellano González, Manuel, Hahn, Jinyong
We discuss a modified objective function strategy to obtain estimators without bias to order 1/T in nonlinear dynamic panel models with multiple effects. Estimation proceeds from a bias corrected...
Robust priors in nonlinear panel data models (2006)
Arellano González, Manuel, Bonhomme, Stéphane
Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to different values of the individual effects. Fixed effects, random effects, and...
Understanding bias in nonlinear panel models: Some recent developments (2005)
The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effects...
Understanding bias in nonlinear panel models: Some recent developments (2005)
The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed effects panel data models with reduced bias properties. We begin by describing fixed effects...
Paro y prestaciones: nuevos resultados para España (2004)
Arellano González, Manuel, Bentolila, Samuel, Bover, Olympia
En este trabajo se estudia el efecto de las prestaciones por desempleo sobre el paro en España, destacando dos aspectos que pueden analizarse con las fuentes estadísticas disponibles. Primero...
Paro y prestaciones: nuevos resultados para España (2004)
Arellano González, Manuel, Bentolila, Samuel, Bover, Olympia
En este trabajo se estudia el efecto de las prestaciones por desempleo sobre el paro en España, destacando dos aspectos que pueden analizarse con las fuentes estadísticas disponibles. Primero...
Duración del desempleo, duración de las prestaciones y ciclo económico (1996)
Bover, Olympia, Arellano González, Manuel, Bentolila, Samuel
Duración del desempleo, duración de las prestaciones y ciclo económico (1996)
Bover, Olympia, Arellano González, Manuel, Bentolila, Samuel