Research

Part of my research benefited from financial support provided by the F-CUR program, the Fondecyt program and the Master and Back program.  

Work in progress

Jackknife Instrumental Variable Inference (.pdf, 2023, with G. Mellace and Z. Sándor). 

Invariance Property of Bilinear Form Test (.pdf, 2023, with A. Garate and F. Osorio).

On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models (.pdf, 2022, with M. C. Knaus, G. Mellace and J. Smits). The paper formerly known as  What Does OLS Identify under the Zero Conditional Mean Assumption? (.pdf, 2022, with G. Mellace and J. Smits).

Aggregation of Experts Judgments for Climate Tipping Points (current version .pdf, 2021, with M. Basili). Replication files: dumbellplots.R, ShapleyBayes.R.

Errors-in-Variables Models with Many Proxies (.pdf, 2017).

Publications

The Gray Zone: How not Imposing a Strict Lockdown at the Beginning of a Pandemic Can Cost Many Lives (.pdf, 2022, with R. Di Stefano, G. Mellace and S. Tiezzi), 2024, Labour Economics. In the press: lavoce.info.

Narrow and Wide Replication of Chalfin and McCrary (REStat, 2018) (.pdf, with A. Moharir), 2023, Journal of Applied Econometrics. Replication files: https://github.com/advaitmoharir/cm-replication.

Blockwise Euclidean Likelihood for Spatio-Temporal Covariance Models (latest version .pdf, with M. Bevilacqua and V. Morales), 2021, Econometrics and Statistics, 20, 176-201. Replication files: https://github.com/vmoprojs/STBEU.

Family Ties and Child Obesity in Italy (latest version .pdf, with L. Neri and S. Tiezzi), 2021, Economics and Human Biology, 40, 100951.

Inference in Instrumental Variables Models with Heteroskedasticity and Many Instruments (.pdf, latest version .pdf, with G. Mellace and Z. Sándor), 2021, Econometric Theory, 37, 281-310. 

Bilinear Form Test Statistics for Extremum Estimation (.pdf, latest version .pdf, with F. Osorio)​,  2020, Economics Letters, 187, 108885. Replication files: https://github.com/faosorios/BF_EE.

Z-Estimators and Auxiliary Information with Strong Mixing Processes (with E. Porcu), 2019, Stochastic Environmental Research and Risk Assessment, 33, 1-11.

Innovation and Cost Efficiency in the Banking Industry: the Role of Electronic Payments (with G. Ardizzi and C. Petraglia), 2019, Economic Notes, 48, 12121.

On the Finite Sample Properties of Conditional Empirical Likelihood Estimators (with Z. Sándor), 2017, Communications in Statistics - Simulation and Computation, 46, 1520-1545.

Combining Euclidean and Composite Likelihood for Binary Spatial Data Estimation (.pdf, with M. Bevilacqua and E. Porcu), 2015, Stochastic Environmental Research and Risk Assessment, 29, 335-346.

Jackknife Instrumental Variable Estimation with Heteroskedasticity (.pdf, with P. A. Bekker), 2015, Journal of Econometrics, 185, 332-342.

Efficient Bootstrap with Weakly Dependent Processes (.pdf and WP .pdf, with F. Bravo), 2012, Computational Statistics and Data Analysis, 56, 3444-3458.

Other publications and permanent working papers

Discussion on "Causal inference by using invariant prediction: identification and confidence intervals" by J. Peters et al.  (with F. López and E. Porcu), 2016, Journal of the Royal Statistical Society B, 78, 995-996.

Discussion on "Multiscale change point inference" by K. Frick et al.  (with E. Porcu and M. Bevilacqua), 2014, Journal of the Royal Statistical Society B, 76, 546.

GMM, Generalized Empirical Likelihood, and Time Series (.pdf, 2009)