Welcome to my website! I am an Assistant Professor of Econometrics at the Department of Economics and Finance, University of Rome Tor Vergata. My research interests are in both theoretical and applied econometrics. My ongoing research is mostly based on ideas arising from the theory of composite likelihood and robust estimation.

I am the coordinator of Simulation and Data analysis for the euFEM project at the Centre for Economics and International Studies and co-investigator for the Historical Household Budget (HHB) project.

Among the others, I wrote three popular Stata commands providing a significant addition to Stata's capabilities in terms of estimation of stochastic frontiertwo-part and spatial models. Their popularity make me one of the top young economists in the world according to the Repec algorithm.

 

PUBLICATIONS


Consistent Inference in Fixed-effects Stochastic Frontier Models (WP old version)
with Ilardi G., (2017), Journal of Econometrics (forthcoming)
Stata code: net install sftfe, from(http://www.econometrics.it/stata)

Drug therapy adherence and health outcomes in presence of physician and patient unobserved heterogeneity
with Atella V., Depalo D., (2017), Health Economics, 26, 106-126

Smallholder productivity and weather shocks: Adoption and impact of widely promoted agricultural practices in Tanzania
with Arslan A., Lipper L., (2017), Food Policy, 69, 68-81

Spatial Panel Data Models using Stata
with Hughes G. and Piano Mortari A., (2017), Stata Journal, 17(1), 139-180
Stata code: findit st0470

twopm: Two-part models
with Deb P., Norton E.C., Manning W.G., (2015), Stata Journal, 15(1), 3-20
Stata code: findit st0368

Testing for Time-invariant Unobserved Heterogeneity in Generalized Linear Panel Data Models  (WP version)
with Bartolucci F., Peracchi F. (2015), Journal of Econometrics, 184 (1), 111-123
Stata code: findit tihtest

Excess body weight increases the burden of age-associated chronic diseases and their associated health care expenditures
with Atella V., Kopinska J., Medea G., Tosti V., Piano Mortari A., Cricelli C., Fontana L., (2015), Aging, 7(10), 882-892

Measuring Spatial Effects in Presence of Institutional Constraints: The Case of Italian Local Health Authority Expenditure (WP version)
with Atella V., Depalo D. and Piano Mortari A. (2014), Regional Science and Urban Economics, 49, 232-241
(Data and replication files)

Stochastic Frontier Analysis using Stata (WP version)
with Daidone S., Ilardi G., Atella V., (2013), Stata Journal, 13(4), 719-758
Stata code: findit st0315

Translation from Narrative Text to Standard Codes Variables with Stata
with Depalo D., (2010), Stata Journal, 10(3), 458-481
Stata code: findit dm0050

Technology Adoption and Innovation in Public Services. The Case of E-Government in Italy (WP version)
with Arduini D., Denni M., Giungato G., Zanfei A., (2010), Information Economics and Policy, 22(3), 257-275
Stata code: findit st0368

 

MANUSCRIPTS UNDER REVIEW


The Effect of Local Taxes on Firm Performance: Evidence from Geo-referenced Data (WP version)
with di Porto E. and Santoni G., R&R Journal of Urban Economics

Spatial Differencing: Estimation and Inference (WP version)
with di Porto E. and Santoni G., R&R CESifo Economic Studies
Stata code: net install sreg, from(http://www.econometrics.it/stata)

Against all odds: the contribution of the healthcare sector to productivity. Evidence from Italy and UK from 2004 to 2011
with Atella V., Bojke C., Castelli A., Grasic K., Kopinska J., Piano Mortari A. and Street A.

 

WORK IN PROGRESS


... mostly theoretical...

Robust Stochastic Frontier Analysis: a Minimum Density Power Divergence Approach (Abstract, Slides)
with Ilardi G.

Testing for Spatially Smooth Unobserved Heterogeneity
with di Porto E. and Santoni G.

Instruments Selection in Spatial Panel Data Models
with Atella V., Depalo D. and Piano Mortari A.

Estimation of Spatial Stochastic Frontier Models
with Ilardi G. and Piano Mortari A.

Minimum Density Power Divergence Estimation of m-Components Mixtures Regression Models (Notes)
with Deb P.

... mostly applied...

The future of Long Term Care in Europe. An investigation using a dynamic microsimulation model (WP version)
with Atella V., Carrino L., and Piano Mortari A.

Coordination Tightness and Group Size in Withdrawal Games
with Campioni E., Larocca V., Marazzi F., Panaccione L. and Piano Mortari A.

Enhanced Routines for Stochastic Frontier Models Estimation and Testing
with Ilardi G. and Piano Mortari A.

A Stata command for the analysis of Inter-Country Input-Output tables
with Borin A. and Mancini M.

The Future of European Elderly Population: a Dynamic Microsimulation Model using SHARE Data
with Atella, V., Kopinska, J., Palma, A. and Piano Mortari, A.

Health System Sustainability or Disease Eradication? Assessing the Economic Impact of New Treatments for Hepatitis C
with Atella, V., Kopinska, J. and Piano Mortari, A.

Trusting Inference in Presence of High-leverage Points
with Ilardi, G. and Peracchi, F.

Rethinking the Informative Content of Randomised Clinical Trials: The Role of Bound Estimates with Real World Data
with Atella V., Bhattacharya J. and Depalo D.

Resilience to climate shocks: Evidence from Tanzania
with Arslan A.

The "Double Expansion of Morbidity" Hypothesis: Evidence from Italy
with Atella V., Cricelli C., Dankova D., Kopinska J., Palma A. and Piano Mortari A.

Economic crisis, mortality and health status
with Atella V., Kopinska J., Palma A. and Piano Mortari A.