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 2024, 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.
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).