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 primary author of three popular Stata commands providing a significant addition to Stata's capabilities in terms of estimation of stochastic frontier models, two-parts models and spatial models. Their popularity make me one of the top young economists in the world according to the Repec algorithm.
WORK IN PROGRESS
... mostly theoretical...
Testing for Spatially Smooth Unobserved Heterogeneity
with di Porto E. and Santoni G.
Minimum Density Power Divergence Estimation of m-Components Mixtures Regression Models (Notes)
with Deb P.
... mostly applied...
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.
New Evidence on the Sustainability and Inclusiveness of Long-Term Care Systems in Europe
with Atella, V., Carrino, L. 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.
Productivity of the National Health System: A Comparison of Italy and UK
with Atella V., Bojke C., Castelli A., Grasic K., Kopinska J., Piano Mortari A. and Street A.
Instruments Selection in Spatial Panel Data Models
with Atella V., Depalo D. and Piano Mortari A.
Welfare Impacts of Climate Shocks: Evidence from Tanzania
with Arslan A., Lipper L.
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
twopm: Two-part models
with Deb P., Norton E.C., Manning W.G., (2015), Stata Journal, 15(1), 3-20
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
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)
Translation from Narrative Text to Standard Codes Variables with Stata
with Depalo D., (2010), Stata Journal, 10(3), 458-481
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
MANUSCRIPTS UNDER REVIEW
Consistent Inference in Fixed-effects Stochastic Frontier Models (R&R version, WP version)
with Ilardi G., R&R Journal of Econometrics
net install sftfe, from(http://www.econometrics.it/stata)
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
Drug therapy adherence and health outcomes in presence of physician and patient unobserved heterogeneity (WP version)
with Atella V. and Depalo D., R&R Health Economics