Steve Bond is a British economist at
Nuffield College, Oxford, Oxford, specialising in applied microeconometrics, particularly the investment and financial behaviour of firms. Together with
Manuel Arellano
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 es ...
, he developed the
Arellano–Bond estimator
In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data. It was proposed in 1991 by Manuel Arellano and Stephen Bond, based on the earlier work by Alok Bhargava ...
, a widely used
generalized method of moments estimator for panel data.
Research Papers in Economics lists the paper as th
most cited article ever in economics
Publications
* Arellano, M. and Bond, S., 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The review of economic studies, 58(2), pp. 277–297.
* Blundell, R. and Bond, S., 1998. Initial conditions and moment restrictions in dynamic panel data models. Journal of econometrics, 87(1), pp. 115–143.
* Bond, S., Hashemi, A., Kaplan, G., and Zoch, P., 2021. Some unpleasant markup arithmetic: Production function elasticities and their estimation from production data. Journal of Monetary Economics, 121, pp. 1–14.
* Bloom, N., Bond, S. and Van Reenen, J., 2007. Uncertainty and investment dynamics. The review of economic studies, 74(2), pp. 391–415.
* Bond, S. and Meghir, C., 1994. Dynamic investment models and the firm's financial policy. The Review of Economic Studies, 61(2), pp. 197–222.
References
External links
at Nuffield College, University of Oxford
at Department of Economics, University of Oxford
{{DEFAULTSORT:Bond, Stephan
Living people
20th-century British economists
21st-century British economists
Fellows of Nuffield College, Oxford
Year of birth missing (living people)