M. Arrelano's scientific contributions

Citations

... A recent paper by Khalaf et al. (2021) studies the dynamic panel data model with MIDAS. They extend the GMM methods of Anderson and Hsiao (1982) and Arellano and Bond (1991) to dynamic panel models with MIDAS. The static model studied in our paper can been seen as a special case of the dynamic model in Khalaf et al. (2021) where the coefficient of the lagged dependent variable is set to zero. ...