In this paper, we investigate the impact of precarious employment on mental health using a unique dataset that matches information on mental health with labour characteristics for a set of employees in Italy. We examine the causal effect of temporary contracts, their duration and the number of...

We consider Generalized Method of Moments (GMM) estimation of a regression model with spatially correlated errors. We propose some new moment conditions, and derive the asymptotic distribution of the GMM based on them. The analysis is supported by a small Monte Carlo exercise.

In this paper we consider the estimation of a panel data regression model with spatial autoregressive disturbances, fixed effects and unknown heteroskedasticity. Following the work by Kelejian and Prucha (1999), Lee and Liu (2006a) and others, we adopt the Generalized Method of Moments (GMM) and...

In this paper we study the influence of social interaction on patients' hospital choice and its relationship with quality delivered by hospitals, using Italian data. We explore the impact on individual choices of a set of variables such as travel distance, individual- and hospital-specific...

The paper develops a general Bayesian framework for robust linear static panel data models using epsilon-contamination. A two-step approach is employed to derive the conditional type II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II...