Under review and in progress
A decomposition method to evaluate the `paradox of progress', with evidence for Argentina, with Javier Alejo, Leonardo Gasparini and Gabriel Montes Rojas, accepted in Journal of Economic Inequality.
Tracking the evolution of the middle class in Argentina: 1991-2012, with Maria Edo. Work in progress.
Machine learning for data imputation in economic survey data, with Maria Victoria Anauati and German Caruso, work in progress.
Published and in press
1) Econometrics, hypothesis testing, panel data
Alejo, J., Montes-Rojas, G. & Sosa-Escudero, W. (2022) RIF regression via sensitivity curves SMAP-D-21-00378. Statistical Methods & Applications, 32, 329–345
Bera, A., Montes-Rojas, G., Sosa-Escudero, W. & Alejo, J. (2021). “Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses,” Econometrics Journal, Volume 24, Issue 1, January 2021, Pages 41–57
Montes-Rojas, G., Sosa-Escudero, W. & Zincenko, F. (2020). “Level-based estimation of dynamic panel models,” Journal of Econometric Methods, 9(1), 329-345
A note on a simple intepretation of the Gini coefficient, 2018, Económica, 64, 1-4
Testing for serial correlation in hierarchical linear models, 2018 con Javier Alejo y Gabriel Montes-Rojas, Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116
A New Robust and Most Powerful Test in the Presence of Local Misspecification, 2017, with Anil Bera and Gabriel Montes Rojas, Communications in Statistics: Theory and Methods, 46, 8187-8198.
Tests for Normality in Linear Panel Data Models, with Gabriel Montes Rojas, Javier Alejo and Antonio Galvao, 2015, Stata Journal, 15, Number 3, pp. 822–832.
Robust tests for time-invariant individual heterogeneity vs. dynamic state dependence, with Federico Zincenko and Gabriel Montes Rojas, 2014, Empirical Economics.47, 4, 1365-1387.
Testing for Heteroskedasticity in Fixed Effects Models, with Ted Juhl, 2014, Journal of Econometrics, 178, 484-494.
Testing for skewness and kurtosis in the one-way error components model, with Antonio Galvao, Gabriel Montes-Rojas and Liam Wang. 2013, Journal of Multivariate Analysis, 122, 35–52
Testing for Persistence in the Error Component Model: a One-Sided Approach, 2013, Communications in Statistics: Theory and Methods., Volume 42, Issue 14, July 2013, pages 2601-2616.
Robust test for heteroskedasticity in the error components model, 2011, with Gabriel Montes Rojas, Journal of Econometrics, 160, 300–310
General Specification Testing under Local Misspecification, 2010, with Anil Bera and Gabriel Montes Rojas, Econometric Theory, 26(6), 1838 -1845, November 2010.
Testing under local misspecification and artificial regressions, 2009, with Anil Bera and Gabriel Montes Rojas, Economics Letters, 104, 66-68.
Tests for Unbalanced Error Component Models Under Local Misspecification, 2008, with Anil Bera, Stata Journal, 8, 68-78.
Specification Tests for Linear Panel Data Models, 2001, with Anil Bera, Stata Technical Bulletin, 61, pp. 18-21.
Tests for the error-component model in the presence of local misspecification, 2001, with Anil Bera and Mann Yoon, Journal of Econometrics, 101, pp. 1-23 (lead article). Reprinted in Recent Developments in the Econometrics of Panel Data, Baltagi, B. (editor), 2002, Edward Elgar Publishing.
2) Welfare, Income inequality, poverty, applied econometrics.
Poverty, Inequality and Development Studies with Machine Learning, 2022, with Maria Victoria Anauati and Wendy Brau. In: Chan, F., Mátyás, L. (eds) Econometrics with Machine Learning, Springer, Cham.
A multidimensional approach to measuring the middle class, 2021, with Maria Edo and Marcela Svarc, Journal of Economic Inequality, 19, pp. 139–162.
Deprivation and the Dimensionality of Welfare: A Variable-Selection Cluster-Analysis Approach, 2015, with German Caruso and Marcela Svarc. Review of Income and Wealth, 61, 4, pp. 702-722
The distributive effects of education: an unconditional quantile regression approach, 2014, con Javier Alejo and Florencia Gabrielli, Revista de Análisis Económico, 21, 1, 53-76.
Multidimensional Poverty in Latin America and the Caribbean: New Evidence from the Gallup World Poll, 2013, with Leonardo Gasparini, Mariana Marchionni and Sergio Olivieri, Journal of Economic Inequality, 11, 195–214.
Poverty and the dimensionality of welfare, 2013, withn German Caruso and Marcela Svarc, Chapter 3 in Betti, G y Lemmi, A. (eds), Poverty and Social Exclusion: New Methods of Analysis, Routledge, New York.
I Can Hear the Grass Grow: The Anatomy of Distributive Changes in Argentina, 2011, with Sergio Petralia, in Baer, W. (ed), Comparative Growth and Development: Brazil and Argentina, Edward Elgar Publishers.
Sources of Income Persistence: Evidence from Rural El Salvador, 2011, with Omar Arias and Mariana Marchionni, Journal of Income Distribution, vol. 20(1), 3-28
Objective and Subjective Deprivation, 2009, Leonardo Gasparini, Mariana Marchionni y Sergio Olivieri, in Graham, C. y Lora, E. (eds.), Paradox and Perception: Measuring Quality of Life in Latin America, Brookings Institution Press, Washington.
The Effects of Individual Characteristics on the Distribution of College Performances, 2009, with Paula Giovagnoli and Alberto Porto, Economica, Vol LV, 99-130.
Public University Students' Performance in Argentina, 2008, with Laura Ripani, Luciano Di Gresia, Maria.V. Fazio, and Alberto Porto, Well-Being and Social Policy..
Implicit Rents and Income Distribution. Estimates for Greater Buenos Aires, 2004, con Leonardo Gasparini, UNLP, Journal of Income Distribution, 12, 1-2, Spring-Summer, 2004.
Persistance and Regional Disparities in Unemployment: Argentina 1980-1981, 2005, with Sebastian Galiani, Carlos Lamarche and Alberto Porto, Regional Science and Urban Economics, 35, 375-394.
Explaining and Predicting Bank Failure in Argentina, 2004, with Marcelo Dabos, Revista de Análisis Económico, 19, 31-49.
A characterization of inequality changes in Argentina through microeconometric decompositions, with Leonardo Gasparini y Mariana Marchionni, in Bourguignon, F., Lustig, N and Ferreira, F. (eds.), 2004, The Microeconomics of Income Distribution Dynamics, pp. 47-82. Oxford University Press and World Bank Publications, Washington DC.
The effect of bank relationships on credit for firms in Argentina, in Galindo, A. and Schiantarelli, F. (eds.), 2003, Credit Constraints and Investment in Latin America, Inter-American Development Bank Publications, Washington DC.
Assesing Aggregate Welfare: Growth and Inequality in Argentina, 2001, with Leonardo Gasparini, Cuadernos de Economia/Latin American Journal of Economics, 38, No. 113, pp. 49-71.
Individual Heterogeneity In The Returns To Schooling: Instrumental Variables Quantile Regression Using Twins Data, 2001, with Omar Arias and Kevin Hallock, Empirical Economics, 26, 1, pp. 7-40. , reprinted in Fitzenberger, B., Koenker, R. and Machado, J. (eds.), 2001, Economic Applications of Quantile Regression, pp. 7-40, Springer, New York.
A Note on the Statistical Significance of Changes in Inequality Measures, 2000, with Leonardo Gasparini, Económica, XLVI, 1, pp. 111-122.
Testing for unit-roots and trend-breaks in Argentine real GDP, 1997, Económica, XLIII, No. 1-2, pp. 123-142, La Plata.
En castellano
Big data y algoritmos para la medicion de la pobreza y el desarrollo , 2023, Ciencia Hoy, 32, 187
Big Data y ciencia de datos: conceptos, oportunidades y desafíos, nota tecnica, Organizacion Internacional del Trabajo (OIT), enero de 2021
Big data: desafios para la poltica publica, Reforma y democracia, 76, 2020.
Big data, algoritmos, redes sociales y el rol de la educación, 2019, en Solanet, M y Marti, M. (compiladores), Redes Sociales, Educacion y Valores, Academia Nacional de Ciencias Morales y Politicas.
El Lado Oscuro de la Econometría, 2015. Editorial TEMAS, Buenos Aires
Qué es (y qué no es) la Estadística, 2014, Siglo XXI Editores, Buenos Aires.
Pobreza y Desigualdad en América Latina. Conceptos y Herramientas Analíticas, 2013, with Leonardo Gasparini and Martin Cicowiez. Editorial Temas, Buenos Aires.
Cuestiones Metodológicas en una Investigación sobre la Pobreza Multidimensional en America Latina, 2011, en Wainerman, C. y Sautu, R., La Trastienda de la Investigación, Ed. Manantial, Buenos Aires. En prensa.
La Incidencia Distributiva del Acceso, Gasto y Consumo de los Servicios Públicos, con Mariana Marchionni y Javier Alejo, en Navajas, F., 2008, Tarifa Social en los Sectores de Infraestructura de Argentina, Grupo Editorial TEMAS para FIEL, Buenos Aires.
Efectos Distributivos de Esquema Alternativos de Tarifas Sociales: Una exploración cuantitativa, con Mariana Marchionni y Javier Alejo, en Navajas, F., 2008, Tarifa Social en los Sectores de Infraestructura de Argentina, Grupo Editorial TEMAS para FIEL, Buenos Aires.
Econometria de Micro Datos: Evolución y Perspectivas, 2007, en Navarro, A. (editor), Medio Siglo de Economía, Temas Grupo Editorial, Buenos Aires.
Perspectivas y Avances Recientes en Regresion por Cuantiles, in Marchionni, M. (ed.), Ahumada, H., Jorrat, J., Navarro, M. and Sosa Escudero, W., Progresos en Econometría, 2005, Temas Grupo Editorial, Buenos Aires.
Rendimiento y productividad de los estudiantes. El caso de las universidades públicas argentinas, with L. DiGresia, M. V. Fazio, A. Porto and L. Ripani, en Porto, A. (editor), 2005, Economía de la Educación Universitaria: Argentina-Brasi-Perú, pp. 19-125.
Distribución del Ingreso en la Argentina: Perspectivas y Efectos sobre el Bienestar, 2001, Fulvio S. Pagani Award, 2001, with Leonardo Gasparini and Mariana Marchionni, Fundación Arcor.
La Economía Oculta en la Argentina: Evidencia Basada en Encuestas de Gasto, 2000, with Verónica Alaimo, in FIEL, La Economia Oculta en la Argentina, pp. 57-79.
Impacto Distributivo del Impuesto Inflacionario, 1999, with Alfredo Canavese and Facundo Alvaredo, in FIEL, La Distribución del Ingreso en la Argentina, pp. 265-290.
Efectos distributivos del financiamiento inflacionario, with H. Ahumada, A. Canavese and P. Sanguinetti., 1993, Economía Mexicana, vol. II, 2, jul.-dic., México.
A decomposition method to evaluate the `paradox of progress', with evidence for Argentina, with Javier Alejo, Leonardo Gasparini and Gabriel Montes Rojas, accepted in Journal of Economic Inequality.
Tracking the evolution of the middle class in Argentina: 1991-2012, with Maria Edo. Work in progress.
Machine learning for data imputation in economic survey data, with Maria Victoria Anauati and German Caruso, work in progress.
Published and in press
1) Econometrics, hypothesis testing, panel data
Alejo, J., Montes-Rojas, G. & Sosa-Escudero, W. (2022) RIF regression via sensitivity curves SMAP-D-21-00378. Statistical Methods & Applications, 32, 329–345
Bera, A., Montes-Rojas, G., Sosa-Escudero, W. & Alejo, J. (2021). “Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses,” Econometrics Journal, Volume 24, Issue 1, January 2021, Pages 41–57
Montes-Rojas, G., Sosa-Escudero, W. & Zincenko, F. (2020). “Level-based estimation of dynamic panel models,” Journal of Econometric Methods, 9(1), 329-345
A note on a simple intepretation of the Gini coefficient, 2018, Económica, 64, 1-4
Testing for serial correlation in hierarchical linear models, 2018 con Javier Alejo y Gabriel Montes-Rojas, Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116
A New Robust and Most Powerful Test in the Presence of Local Misspecification, 2017, with Anil Bera and Gabriel Montes Rojas, Communications in Statistics: Theory and Methods, 46, 8187-8198.
Tests for Normality in Linear Panel Data Models, with Gabriel Montes Rojas, Javier Alejo and Antonio Galvao, 2015, Stata Journal, 15, Number 3, pp. 822–832.
Robust tests for time-invariant individual heterogeneity vs. dynamic state dependence, with Federico Zincenko and Gabriel Montes Rojas, 2014, Empirical Economics.47, 4, 1365-1387.
Testing for Heteroskedasticity in Fixed Effects Models, with Ted Juhl, 2014, Journal of Econometrics, 178, 484-494.
Testing for skewness and kurtosis in the one-way error components model, with Antonio Galvao, Gabriel Montes-Rojas and Liam Wang. 2013, Journal of Multivariate Analysis, 122, 35–52
Testing for Persistence in the Error Component Model: a One-Sided Approach, 2013, Communications in Statistics: Theory and Methods., Volume 42, Issue 14, July 2013, pages 2601-2616.
Robust test for heteroskedasticity in the error components model, 2011, with Gabriel Montes Rojas, Journal of Econometrics, 160, 300–310
General Specification Testing under Local Misspecification, 2010, with Anil Bera and Gabriel Montes Rojas, Econometric Theory, 26(6), 1838 -1845, November 2010.
Testing under local misspecification and artificial regressions, 2009, with Anil Bera and Gabriel Montes Rojas, Economics Letters, 104, 66-68.
Tests for Unbalanced Error Component Models Under Local Misspecification, 2008, with Anil Bera, Stata Journal, 8, 68-78.
Specification Tests for Linear Panel Data Models, 2001, with Anil Bera, Stata Technical Bulletin, 61, pp. 18-21.
Tests for the error-component model in the presence of local misspecification, 2001, with Anil Bera and Mann Yoon, Journal of Econometrics, 101, pp. 1-23 (lead article). Reprinted in Recent Developments in the Econometrics of Panel Data, Baltagi, B. (editor), 2002, Edward Elgar Publishing.
2) Welfare, Income inequality, poverty, applied econometrics.
Poverty, Inequality and Development Studies with Machine Learning, 2022, with Maria Victoria Anauati and Wendy Brau. In: Chan, F., Mátyás, L. (eds) Econometrics with Machine Learning, Springer, Cham.
A multidimensional approach to measuring the middle class, 2021, with Maria Edo and Marcela Svarc, Journal of Economic Inequality, 19, pp. 139–162.
Deprivation and the Dimensionality of Welfare: A Variable-Selection Cluster-Analysis Approach, 2015, with German Caruso and Marcela Svarc. Review of Income and Wealth, 61, 4, pp. 702-722
The distributive effects of education: an unconditional quantile regression approach, 2014, con Javier Alejo and Florencia Gabrielli, Revista de Análisis Económico, 21, 1, 53-76.
Multidimensional Poverty in Latin America and the Caribbean: New Evidence from the Gallup World Poll, 2013, with Leonardo Gasparini, Mariana Marchionni and Sergio Olivieri, Journal of Economic Inequality, 11, 195–214.
Poverty and the dimensionality of welfare, 2013, withn German Caruso and Marcela Svarc, Chapter 3 in Betti, G y Lemmi, A. (eds), Poverty and Social Exclusion: New Methods of Analysis, Routledge, New York.
I Can Hear the Grass Grow: The Anatomy of Distributive Changes in Argentina, 2011, with Sergio Petralia, in Baer, W. (ed), Comparative Growth and Development: Brazil and Argentina, Edward Elgar Publishers.
Sources of Income Persistence: Evidence from Rural El Salvador, 2011, with Omar Arias and Mariana Marchionni, Journal of Income Distribution, vol. 20(1), 3-28
Objective and Subjective Deprivation, 2009, Leonardo Gasparini, Mariana Marchionni y Sergio Olivieri, in Graham, C. y Lora, E. (eds.), Paradox and Perception: Measuring Quality of Life in Latin America, Brookings Institution Press, Washington.
The Effects of Individual Characteristics on the Distribution of College Performances, 2009, with Paula Giovagnoli and Alberto Porto, Economica, Vol LV, 99-130.
Public University Students' Performance in Argentina, 2008, with Laura Ripani, Luciano Di Gresia, Maria.V. Fazio, and Alberto Porto, Well-Being and Social Policy..
Implicit Rents and Income Distribution. Estimates for Greater Buenos Aires, 2004, con Leonardo Gasparini, UNLP, Journal of Income Distribution, 12, 1-2, Spring-Summer, 2004.
Persistance and Regional Disparities in Unemployment: Argentina 1980-1981, 2005, with Sebastian Galiani, Carlos Lamarche and Alberto Porto, Regional Science and Urban Economics, 35, 375-394.
Explaining and Predicting Bank Failure in Argentina, 2004, with Marcelo Dabos, Revista de Análisis Económico, 19, 31-49.
A characterization of inequality changes in Argentina through microeconometric decompositions, with Leonardo Gasparini y Mariana Marchionni, in Bourguignon, F., Lustig, N and Ferreira, F. (eds.), 2004, The Microeconomics of Income Distribution Dynamics, pp. 47-82. Oxford University Press and World Bank Publications, Washington DC.
The effect of bank relationships on credit for firms in Argentina, in Galindo, A. and Schiantarelli, F. (eds.), 2003, Credit Constraints and Investment in Latin America, Inter-American Development Bank Publications, Washington DC.
Assesing Aggregate Welfare: Growth and Inequality in Argentina, 2001, with Leonardo Gasparini, Cuadernos de Economia/Latin American Journal of Economics, 38, No. 113, pp. 49-71.
Individual Heterogeneity In The Returns To Schooling: Instrumental Variables Quantile Regression Using Twins Data, 2001, with Omar Arias and Kevin Hallock, Empirical Economics, 26, 1, pp. 7-40. , reprinted in Fitzenberger, B., Koenker, R. and Machado, J. (eds.), 2001, Economic Applications of Quantile Regression, pp. 7-40, Springer, New York.
A Note on the Statistical Significance of Changes in Inequality Measures, 2000, with Leonardo Gasparini, Económica, XLVI, 1, pp. 111-122.
Testing for unit-roots and trend-breaks in Argentine real GDP, 1997, Económica, XLIII, No. 1-2, pp. 123-142, La Plata.
En castellano
Big data y algoritmos para la medicion de la pobreza y el desarrollo , 2023, Ciencia Hoy, 32, 187
Big Data y ciencia de datos: conceptos, oportunidades y desafíos, nota tecnica, Organizacion Internacional del Trabajo (OIT), enero de 2021
Big data: desafios para la poltica publica, Reforma y democracia, 76, 2020.
Big data, algoritmos, redes sociales y el rol de la educación, 2019, en Solanet, M y Marti, M. (compiladores), Redes Sociales, Educacion y Valores, Academia Nacional de Ciencias Morales y Politicas.
El Lado Oscuro de la Econometría, 2015. Editorial TEMAS, Buenos Aires
Qué es (y qué no es) la Estadística, 2014, Siglo XXI Editores, Buenos Aires.
Pobreza y Desigualdad en América Latina. Conceptos y Herramientas Analíticas, 2013, with Leonardo Gasparini and Martin Cicowiez. Editorial Temas, Buenos Aires.
Cuestiones Metodológicas en una Investigación sobre la Pobreza Multidimensional en America Latina, 2011, en Wainerman, C. y Sautu, R., La Trastienda de la Investigación, Ed. Manantial, Buenos Aires. En prensa.
La Incidencia Distributiva del Acceso, Gasto y Consumo de los Servicios Públicos, con Mariana Marchionni y Javier Alejo, en Navajas, F., 2008, Tarifa Social en los Sectores de Infraestructura de Argentina, Grupo Editorial TEMAS para FIEL, Buenos Aires.
Efectos Distributivos de Esquema Alternativos de Tarifas Sociales: Una exploración cuantitativa, con Mariana Marchionni y Javier Alejo, en Navajas, F., 2008, Tarifa Social en los Sectores de Infraestructura de Argentina, Grupo Editorial TEMAS para FIEL, Buenos Aires.
Econometria de Micro Datos: Evolución y Perspectivas, 2007, en Navarro, A. (editor), Medio Siglo de Economía, Temas Grupo Editorial, Buenos Aires.
Perspectivas y Avances Recientes en Regresion por Cuantiles, in Marchionni, M. (ed.), Ahumada, H., Jorrat, J., Navarro, M. and Sosa Escudero, W., Progresos en Econometría, 2005, Temas Grupo Editorial, Buenos Aires.
Rendimiento y productividad de los estudiantes. El caso de las universidades públicas argentinas, with L. DiGresia, M. V. Fazio, A. Porto and L. Ripani, en Porto, A. (editor), 2005, Economía de la Educación Universitaria: Argentina-Brasi-Perú, pp. 19-125.
Distribución del Ingreso en la Argentina: Perspectivas y Efectos sobre el Bienestar, 2001, Fulvio S. Pagani Award, 2001, with Leonardo Gasparini and Mariana Marchionni, Fundación Arcor.
La Economía Oculta en la Argentina: Evidencia Basada en Encuestas de Gasto, 2000, with Verónica Alaimo, in FIEL, La Economia Oculta en la Argentina, pp. 57-79.
Impacto Distributivo del Impuesto Inflacionario, 1999, with Alfredo Canavese and Facundo Alvaredo, in FIEL, La Distribución del Ingreso en la Argentina, pp. 265-290.
Efectos distributivos del financiamiento inflacionario, with H. Ahumada, A. Canavese and P. Sanguinetti., 1993, Economía Mexicana, vol. II, 2, jul.-dic., México.