Research

Any comments, reviews, critiques, or objections are invited and should be sent to the author by e-mail.

PUBLICATIONS

• Nonparametric Estimation of Stochastic Frontier Models with Weak Separability (with C. Parmeter), Journal of Econometrics, 238(2), pp. 6-41, Jan 2024.

• Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador (with M. Pérez-Urdiales, B. Bravo-Ureta and A. Wall), Journal of Applied Econometrics, forthcoming. Pre-print version available here. Matlab code and data to replicate the empirical application and Monte-Carlo simulations can be downloaded here. 

• Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe (with M. Binici, S. Cevik and G. Gwon), International Journal of Central Banking, forthcoming.

• Instrumental variable estimation of dynamic treatment effects on a duration outcome (with Jad Beydum, Jean-Pierre Florens, and Ingrid Van Keilegom), Journal of Business & Economic Statistics, forthcoming.

• Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity, (with María Pérez-Urdiales), Journal of Econometrics, 234(1), pp. 82-105, May 2023.

• Nonparametric Estimation of Accelerated Failure-Time Models with Unobservable Confounders and Random Censoring (with Jean-Pierre Florens), Electronic Journal of Statistics, 15(2), pp. 5333-5379, Dec 2021.

• Zero‐intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over‐the‐Counter markets of varying sizes (with Giuseppe Attanasi and Elena Manzoni), Journal of Public Economic Theory, 23(5), pp. 895-932, Oct 2021. 

• Model Calibration and Validation via Confidence Sets (with Raffaello Seri, Mario Martinoli, and Davide Secchi), Econometrics and Statistics, 20, pp. 62-86, Oct 2021. 

• Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors (with Jean-Pierre Florens), Econometrics and Statistics, 17, Feb 2021, pp. 35-63. Pre-print version available here. R-Code for implementing the estimator in this paper can be downloaded here. This code is based on the np package of JS Racine. A Matlab implementation is also available upon request (please contact me by email).

• Nonparametric Instrumental Variable Derivative Estimation (with Jean-Pierre Florens and Jeffrey S. Racine), Journal of Nonparametric Statistics, 30(2), Apr 2018, pp. 368-391.

• Semiparametric Varying Coefficient Models with Endogenous Covariates (with Jeffrey S. Racine), Annals of Economics and Statistics 128, Special issue on Inverse Problem in Econometrics, Dec 2017, pp. 261-295.

• Additive Nonparametric Instrumental Regressions: a Guide to Implementation (with Frédérique Fève and Jean-Pierre Florens), Journal of Econometric Methods, 6(1), Jan 2017. Data and Matlab code to replicate the Monte-Carlo study and the empirical application can be downloaded here.

• Over-the-Counter vs Double Auctions: A Comparative Experimental Study (with Giuseppe Attanasi and Ivan Moscati), Journal of Behavioral and Experimental Economics, 63: 22-35, Aug 2016.

• A Model of Smiling as a Costly Signal of Cooperation Opportunities(with Elodie Djemai, Astrid Hopfensitz, Manfred Milinski and Paul Seabright), Adaptive Human Behavior and Physiology, 1(3): 325-340, Sep 2015.

• Honest Signaling in Trust Interactions: Smiles Rated as Genuine Induce Trust and Signal Higher Earnings Opportunities (with Elodie Djemai, Astrid Hopfensitz, Manfred Milinski and Paul Seabright), Evolution and Human Behavior, 36(1): 8-16, Jan 2015.

• Cultural Investment, Local Development, and Instantaneous Social Capital: a Case Study of a Gathering Festival in the South of Italy (with Giuseppe Attanasi, Fortuna Casoria and Giulia Urso), Journal of Socio-Economics, 47(4): 228-247, Dec 2013.

• Commentary: Honest Smiles as a Costly Signal in Social Exchange (with Elodie Djemai, Astrid Hopfensitz, Manfred Milinski and Paul Seabright), Behavioral and Brain Sciences, 33(6): 439, Nov 2010.

WORKING PAPERS

    Econometrics

• Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments (with F. Fève and J.P. Florens), Apr 2023, R&R (2nd round).

• Nonparametric Estimation and Inference in Economic and Psychophysical Experiments (with R. Seri and M. Bernasconi), Sep 2019.

• Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables (with A. Ullah and J. Xue), Jun 2019.

• Data-Driven Selection of the Regularization Parameter in Additive Nonparametric Instrumental Regressions, Nov 2016.

    Behavioral and Experimental Economics

• A Competitive Approach to Leadership in Public Good Games (with Laura Concina), Feb 2013.

CONTRIBUTIONS TO BOOKS

• Econometrics with Machine Learning (edited by Felix Chan and Lászlò Mátyás), Springer-Verlag, 2022.

• Eventi, Cultura e Sviluppo: l'Esperienza della Notte della Taranta (edited by Giuseppe Attanasi e Filippo Giordano), Egea Bocconi, 2011.

WORK IN PROGRESS

• Two-Step Semiparametric Estimation of Correlated Random Coefficient Models (with A. Ullah).

• Nonparametric Instrumental Estimation of Additive Models (with S. Srisuma).