February 2007 ALBERTO HOLLY Current address Institute

ALBERTO HOLLY
CURRICULUM VITAE
VERSION DATE: JUNE 2011
Current address
Institute of Health Economics and Management (IEMS)
University of Lausanne
Route de Chavannes 31
CH 1015 Lausanne
Switzerland
Tel.:
Fax:
(+41 21) 692 34 82 (direct line)
(+41 21) 692 33 20 (Assistant)
(+41 21) 692 36 55
e-mail address: [email protected]
and
Faculdade de Economia
Universidade Nova de Lisboa
Campus de Campolide
PT 1099-032 Lisbon
Portugal
e-mail address: [email protected]
Personal
Date and place of birth: March 20, 1944, Cairo, Egypt
Citizenship: Spain
Residence: Resident in Switzerland
Marital status: Married; one child
Current position
Professor Emeritus at the University of Lausanne, Faculty of Business and
Economics (HEC Lausanne), Switzerland.
Visiting Professor, Institute of Health Economics and Management (« Institut
d’économie et management de la santé » (IEMS)), University of Lausanne.
Visiting Professor, Faculty of Economics, Universidade Nova de Lisboa (FEUNL),
Portugal.
Past position
Assistant Professor at the University of Lausanne, Faculty of Business and
Economics (HEC Lausanne), Switzerland (1978-1980).
February 2007
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"Professeur Ordinaire" at the University of Lausanne, Faculty of Business and
Economics (HEC Lausanne), Switzerland. This is a Senior position equivalent to
Full Professor with tenure in the United States (1980 – 2009).
Director of the Institute of Health Economics and Management (« Institut
d’économie et management de la santé » (IEMS)), University of Lausanne
(1998 - 2009)
Vice-President of the Swiss School of Public Health+ (SSPH+) (2004 – 2008)
Education
Licence de Mathématiques
1967
D.E.A. de Statistique
(specialization Mathematical Economics)
Licence de Sciences Economiques
(specialization International Economics)
1968
1969
D.E.S. Sciences Economiques
(specialization Development Economics
with Professor C. Furtado)
Docteur, Mathématiques de la Décision
(Université Paris-IX, Dauphine)
Paris-Orsay
Paris
1970
1976
Paris
Paris
Paris
Visiting Appointments
Visiting Professor, Department of
Economics,
Harvard University
Visiting Professor, Department
of Economics,
The London School of
Economics and Political
Sciences
Spring Term 1980,
Fall term 1983 (first half)
Fall term 1991
February 1981-March 1981
Visiting Professor, Instituto de
Matematica Pura e Aplicada (IMPA), Rio
de Janeiro-Brazil
September - October 1982
November - December 1986
Month of March - April
years 1992 through 1994
December 1995 - March 1996
February - March 1997
February 1998
Visiting Professor, Modeling Research
Group
University of Southern Californie,
Los Angeles
March 1986
Visiting Professor, Department of
Economics,
MIT
September 1986 - October 1986
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Visiting Professor, Ecole Polytechnique,
France, at the Laboratoire
d'Econométrie
January 1987 - March 1987
Visiting Professor, Department of
Econometrics, University of Venice,
Italy
July 1986, March 1987
Visiting Professor, Department of
Econometrics, University of Geneva
October 1988 - February 1989
Visiting Professor, Department of
Economics,
Kyoto University, Japan
March 1989
Visiting Professor, Department of
Economics,
University of Zürich
April 1989 - July 1989
Visiting Professor, University of
Fribourg
October 1990 - February 1991
Visiting Professor, University of
Neuchâtel
April 1990 - June 1990
Visiting Professor, Department of
Economics,
University of Paris I, France
January - May 1991
Month of October - February
years 1991 through 1994
November - December 1994
Month of April - May
years 1996 through 2005
Visiting Professor, Harvard Medical
School,
Department of Health Care Policy
September - December 1995
October 1997, 2001, 2005
Research grants
1. Research grant from the Commissariat Général au Plan (C.O.R.D.E.S.) for
two years from 4 November 1975. Title of research: "Evaluation Methods for
Simultaneous Equation Models". Principal investigator in this project. (The coinvestigator were: J.P. Laffargue, P. Mazodier, A. Monfort, A. Trognon and A.
Zylberberg, includes a joint paper with P.C.B. Phillips).
2. Research grant from the Swiss national science foundation (SNSF) for 18
months from April 1, 1981. Title of research: "Studies in the Estimation of Panel
Data Models".
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3. Research grant of from the Swiss national science foundation (SNSF) for two
years from October 1, 1984. Title of research: "Neutrality, Causality and
Exogeneity".
4. Research grant from the Swiss national science foundation (SNSF) for 18
months from September 1, 1986. (Co-investigator: Jean-Pierre Danthine). Title
of research: "Estimation of demand for money in Switzerland: a reexamination".
5. Research grant from the Swiss national science foundation (SNSF) for 24
months from October 1, 1989. Title of research: "Statistical inference in the
context of semi-parametric econometric models".
6. Research grant from Swiss Federal Public Health Office for 12 months from
May 1, 1997. Title of research: « Taxation and Tobacco Consumption ».
7. Research grant from the Swiss national science foundation (SNSF) (PNR 45
"Etat Social") for 36 months from September 1, 2000. Title of the research
"Concurrence entre assureurs et compensation des risques".
8. Commission of the European Communities - for 24 months from 1st. January
2002 A Survey of Health, Ageing and Retirment in Europe (SHARE)
9. Commission of the European Communities AMANDA - for 36 months from 1er
January 2003 . Advanced Multidisciplinary Analysis of New Data on Ageing
(AMANDA)
10. Research grant from the Swiss national science foundation (SNSF) for 24
months from September 1, 2004. Title of the research "Maximum Likelihood
Estimation of linear regression models for skewed dependent variables in fourparameter families of distribution"
11. Commission of the European Communities - for 36 months from 1st January
2006. Survey of Health, Ageing and Retirement in Europe : Integrating
Activities to Access the Time Dimension and to Enlarge the Cross-national
Dimension ( SHARE-I3)
12. Research grant from the Swiss national science foundation (SNSF) for 24
months from September 1, 2009. Title of the research "Survey of Health,
Ageing and Retirement in Europe, Wave 4.”
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Activity within the Econometric Society
- Fellow of the Econometric Society (elected in 1985)
- Co-Editor Econometric Society Monograph Series (from January 1, 1994)
- Regional Consultant for the European Econometric Society (Switzerland and
Italy) 1983-1995
- Organizer of the 1981 Summer Workshop of the European Econometric
Society in Lausanne. (Topic: Qualitative Response Models in Economics).
- Member of the Programme Committee for the 1979 European Meeting of the
Econometric Society in Athens.
- Member of the Programme Committee for the 1981 European Meeting of the
Econometric Society in Amsterdam.
- Member of the Programme Committee for the 1982 European Meeting of the
Econometric Society in Dublin.
- Member of the Programme Committee for the 1983 European Meeting of the
Econometric Society in Pisa.
- Co-Chairman of the Programme Committee for the 1984 European Meeting of
the Econometric Society in Madrid.
- Member of the Programme Committee for the 1996 Latin Amercan Meeting of
the Econometric Society in Rio de Janeiro.
- Member of the Programme Committee for the 1997 European Meeting of the
Econometric Society in Toulouse.
Other professional activities
- Member of the Editorial Committee and Editor, Problems and Solutions Series,
Econometric Theory (1985-1993)
- Associate Editor Econometric Reviews (1981-1986)
- Member of the Editorial Board of Annales d'Economie et de Statistique (19861992)
- Member of the Editorial Committee, Revista Brasileira de Econometria (19871991)
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- Referee for Econometrica, Journal of Econometrics, International Economic
Review, Journal of the American Statistical Association, Journal of Health
Economics
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Publications
1.
Dissertations
L'industrialisation par “substitution d'importation”. Comparaison des cas de
l'Argentine et du Brésil. Mémoire de D.E.S. de Sciences Economiques (under the
direction of Professor C. Furtado)
Un estimateur de la densité spectrale d'un processus stochastique stationnaire
au sens faible. Thèse de Doctorat de 3e Cycle en Mathématiques de la Décision,
University Paris IX, (Dauphine).
2.
Articles
“Sur l'estimation des paramètres d'un modèle linéaire lorsque la matrice des
variances-covariances des résidus est singulière”,
Revue de Statistique
appliquée, 1974.
“A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a
Coefficient in a Simultaneous System”, (with P.C.B. Phillips), Econometrica, Vol.
47, No 6, November 1979, pp. 1527-1547.
“Statistical Inference in an Implicit Nonlinear, Simultaneous Equation Model in
the Context of Maximum Likelihood Estimation”, (with A.R. Gallant),
Econometrica, Vol. 48, No 3, April 1980, pp. 697-720.
“Likelihood Ratio Test, Wald Test and Kuhn-Tucker Test in Linear Models with
Inequality Constraints on the Regression Parameters”, (with C. Gouriéroux and
A. Monfort), Econometrica, January 1982, pp. 63-80.
“Tests de specification”Cahiers du Séminaire d'Econométrie, No 24, Editions du
CNRS, Paris, France, January 1982.
“A Remark on Hausman's Specification Test”, Econometrica, Vol. 50, No 63, May
1982, pp. 749-759.
“Hausman's Specification Test”, in Encyclopedia of Statistical Sciences, S. Kotz
and N.L. Johnson (eds), Vol. 3, John Wiley & Sons, 1983.
“Une présentation unifiée des tests d'exogénéité dans les modèles à équations
simultanées”, Annales de l'INSEE, 50, 1983, pp. 3-24.
“Tests d'exogénéité dans un modèle à équations sinultanées: énoncé de
résultats théoriques en information limitée et illustration à des tests de
dépendance de la politique monétaire en régime de changes fixes”, (with
D. Laskar), Cahiers du Séminaire d'Econométrie, 25, Edtions du CNRS, Paris,
France, 1983.
“Some Useful Equivalence Properties of Hausman's Test", (with A. Monfort),
Economics Letters, Vol. 20, No 1, January 1986, pp. 39-40.
“Specification Tests: An Overview” in Advances in Econometrics, Fifth World
Congress, Edited by Truman F. Bewley, Cambridge University Press 1987.
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“Testing for Exogeneity: A Survey” Economic Notes, Monte dei Paschi di Siena,
Vol. 3, pp. 108-130, 1987.
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“Exact and Approximate Distribution of the t Ratio Test Statistic In An AR(1)
Model”, in Dynamic econometric modeling. Proceedings of the Third
International Symposium in Econometric Theory & Econometrics. Edited by
William A. Barnett, Ernst R. Berndt, and Halbert White, Cambridge University
Press 1988.
“A Note on Instrumental Variables and Maximum Likelihood Estimation
Procedures” with Jan R. Magnus. Annales d'Economie et de Statistique, 10, pp.
121-138, 1988.
“Asymptotic Theory for Nonlinear Econometric Models: Estimation”, in Aart J. de
Zeeuw (ed.) Advanced Lectures in Quantitative Economics II, Academic Press,
(1993).
“A Random Linear Functional Approach to Efficiency Bounds”, in Essays in
Applied Economics a Volume in Honor of Zvi Griliches, edited by Melvyn Fuss,
Reuben Gronau, Ariel Pakes, Journal of Econometrics, Vol. 65, No 1, January
1995, pp. 235-261.
“An Asymptotic Expansion for the Distribution of Test Criteria Which Are
Asymptotically Distributed As Chi-squared Under a Sequence of Local
Alternatives” (with Lucien Gardiol) in G.S. Maddala, P.C.B. Phillips and T. N.
Srinivasan (eds.): Advances in Econometrics and Quantitative Economics,
Blackwell 1995.
“De l’argumentaire en économétrie”, in De l’argumentation dans les sciences de
la société, edited by Marie-Jeanne Borel and Pierre Moor, Revue européenne des
sciences sociales, 1997, Tome XXXV, No. 107, pp. 159-168.
“An Econometric Model of Health Care Utilization and Health Insurance in
Switzerland” (with Lucien Gardiol, Gianfranco Domenighetti and Brigitte Bisig)
in Papers and Proceedings of the Twelfth Annual Congress of the European
Economic Association, edited by Philippe Jehiel, European Economic Review,
1998, Vol. 42, pp. 513-522.
“A Score Test for Individual Heteroscedasticity in a One-Way Error Components
Model” (with Lucien Gardiol), in Panel Data Econometrics : Future Directions, J.
Krishnakuma and E. Ronchetti (Eds.) North-Holland, Elsevier Science B.V. The
Netherlands (2000)
“Technological Change in Treatment of Myocardial Infarction in Switzerland,
1986-1993” (with Fred Paccaud), in A Global Analysis of Technological Change
in Health Care: Heart Attacks; Editors, Mark McClellan and Daniel Kessler.
Health Policy and Management Series, University of Michigan Press (2003).
“Health and Health Care Inequalities in Switzerland: A Brief Review of the
Literature” (with Mohamed Benkassmi). Draft paper prepared for the Réseau
universitaire international de Genève (RUIG) / United Nations Research Institute
for Social Development (UNRISD) project on Globalization, Inequality and
Health, a collaborative international project forming part of the RUIG research
programme on The Social Challenge of Development, November 2003.
“Health-Based Risk Adjustment in Switzerland: An Exploration Using Medical
Information from Prior Hospitalisation” (with Lucien Gardiol, Yves Eggli, Tarik
Yalcin and Tiago Ribeiro), Final Report for the Swiss National Science
Foundation (SNF) (National Research Program 45 “Future Problems of the
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Welfare State”), Institute of Health Economics and Management (IEMS),
University of Lausanne, Switzerland, mimeo, August 2004.
“Out-of-pocket payments for health care expenditures” (with K. Lamiraud, H.
Chevrou-Severac, T. Yalcin) In Börsch-Supan A, Brugiavini A, Jürges H,
Mackenbach J, Siegrist J, editors. Health, Ageing and Retirement in Europe –
First results from the Survey of Health, Ageing and Retirement in Europe.
Mannheim: MEA (2005)
“Risk Adjustment in Switzerland” (with Konstantin Beck, Stefan Spycher,
Lucien Gardiol),Health Policy 65, July 2005, pp 63—74
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“Risk Adjustment and Risk Selection on the Sickness Fund Insurance Market in
Five European Countries” (with WPMM Van de Ven, K. Beck, F. Buchner, D.
Chernichovsky, L. Gardiol, LM Lamers, E. Schokkaert, A. Shmueli, S. Spycher,
C. Van de Voorde, RCJA van Vliet, J. Wasem, I. Zmora) in Health Policy 65, July
2005, pp 75-98
“Constructing Producer Price Indices for the Health Care Sector : The Case of
the Hospital Sector” (with T. Ribeiro, H. Chevrou-Séverac), in A. Holly and Luc
Schenker (Eds.), The 2003—2005 Swiss Research Program on DRGGs, Revue
Economique et Sociale, Special Issue, June 2006.
“Problèmes de l’assurance maladie”, in Réforme de la santé, Supplément de la
Revue « La Vie Economique », Commission pour les questions conjoncturelles,
Rapport annuel 2006, septembre 2006, pp. 54—62.
“Produits pharmaceutiques et dispositifs médicaux”, in Réforme de la santé,
Supplément de la Revue « La Vie Economique », Commission pour les questions
conjoncturelles, Rapport annuel 2006, septembre 2006, pp. 79—86.
“The Effect of Nonmedical Factors on Variations in the Performance of
Colonoscopy Among Different Health Care Settings” (with Karine Lamiraud,
Bernard Burnand, Pascal Juillerat, Vincent Wietlisbach, Florian Froehlich, JeanJacques Gonvers, and John-Paul Vader) in Medical Care, Volume 48, Number 2,
February 2010, pp. 101 – 109.
“Old Age, Health and Long-term Care”. In: Lans Bovenberg, Arthur van Soest
and Asghar Zaidi (eds): Ageing, Health and Pensions in Europe: An Economic
and Social Policy Perspective, 2010, Palgrave Macmillan, UK.
“Does Poor Childhood Health Explain Increased Health Care Utilisation and
Payments in Middle and Old Age?” (with Moschetti Karine, Karine Lamiraud,
Owen O’Donnell) In: Axel Börsch-Supan, Martina Brandt, Karsten Hank and
Mathis Schröder (eds): The Individual and the Welfare State. Life Histories in
Europe. 2011, Springer: Heidelberg.
“Fourth order Pseudo Maximum Likelihood methods,” (with Alain Monfort and
Michael Rockinger), Journal of Econometrics, 162, June 2011, pp. 278-293
3.
Book Review
Review of the book by Denis Sargan entitled Lectures on Advanced Econometric
Theory, Edited by Meghnad Desal, Basil Blackwell, which appeared in
Econometric Theory, 6, 1990, 481-483.
4.
Technical Reports
“Propriétés asymptotiques des estimateurs du maximum de vraisemblance d'un
modèle linéaire avec perturbations non-stationnaires”, manuscript presented at
the Summer Workshop of the Econometric Society, Louvain, 1975.
“A Gauss-Newton Iteration Procedure for a Constrained Quasi-Maximum
Likelihood Estimator”, Cahiers du Laboratoire d'Econométrie, June 1976.
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“Testing Statistical Hypothesis in Multiple Equations Non-Linear Models”,
Cahiers du Laboratoire d'Econométrie, March 1978.
“A Note on Tests of Serial Correlation Based Upon Instrumental Variables
Estimators”, Cahiers du Laboratoire d'Econométrie, May 1978.
“Testing Recursiveness in a Triangular Simultaneous Equation Model”, Warwick
Economic Research Paper No. 154, July 1979. Second Version, June 1980.
“Kuhn-Tucker, Likelihood Ratio and Wald Tests for Nonlinear Models with
Inequality Constraints on the Parameters” (with C. Gouriéroux and A. Monfort),
Harvard Institute of Economic Research, Discussion Paper, No. 770, June 1980.
“Testing for Exogeneity within a Limited Information Framework” (with J.D.
Sargan), Cahiers du Laboratoire d'Econométrie, Ecole Polytechnique, France,
June 1981, Revised December 1981.
“A Simple Procedure for Testing Whether a Subset of Endogenous Variables is
Independent of the Disturbance Term in a Structural Equation”, Cahiers de
Recherches Economiques No 8209, November 1982, and No 8306, Revised
November 1983, Département d'Econométrie et d'Economie Politique (DEEP),
University of Lausanne.
“Testing for Exogeneity: some finite sample results”, mimeo, February 1984.
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“Tensor Components of Multivariate Hermite Polynomials and Moments of a
Multivariate Normal Distribution”, Cahiers de Recherches Economiques No 8701,
Département d'Econométrie et d'Economie Politique (DEEP), University of
Lausanne.
“A general Kronecker Formula for the Moments of the Multivariate Normal
Distribution” (with P. Balestra), Cahiers de Recherches Economiques No 9002,
February 1990, Département d'Econométrie et d'Economie Politique (DEEP),
University of Lausanne.
“Asymptotic Properties of
Models”mimeo, June 1992
Extremum
Estimators
for
Semiparametric
“Asymptotic distribution of Extremum Estimators for Semiparametric Models”
(with Aloisio Araujo): mimeo, October 1994
“Risk adjustment in Switzerland: a preliminary exploration using All Patients
Diagnosis Related Groups,” (with Lucien Gardiol, Yves Eggli and Tarik Yalcin),
mimeo, Presented at the ISPE Conference on Health Economics, Louvain-LaNeuve December 1999
“The Effect of Cigarette Taxes and Health Information on Cigarette Consumption
in Switzerland,” (with Lucien Gardiol), mimeo,. Presented at the iHEA joint
session at the AEA/ASSA Annual General Meeting, Boston January 2000.
“Comparaison du traîtement fiscal des cantons servant à la réduction des primes
à l'assurance-maladie”
- Mandat de la Conférence romande des affaires
sanitaires et sociales (CRASS) - December 2000
“Contrôle des primes d'assurance-maladie. Canton de Genève” - Mandat de la
Direction générale de l'action sociale - Département de l'action sociale et de la
santé du canton de Genève - September 2001
“Computation of the Probability that a d--dimensional normal vector belongs to
a polyhedral cone with arbitrary vertex” (with Hippolyte Lazard Holly), Institute
of Health Economics and Management, University of Lausanne, Switzerland,
mimeo, July 7, 2002
“Maximum Likelihood Estimation of the Conditional Mean E(y/x) for Skewed
Dependent Variables in Four-parameter Families of Distributions” (with Yevhen
Pentsak), Insitutute of Helth Economics and Management, University of
Lausanne, Switzerland, mimeo, October 2003
"Financement des établissements médico-sociaux vaudois : analyse des
frontières d’efficacité" (with Jacques Huguenin, Alain Boutat and Yves Eggli),
Institut d’économie et de management de la santé (IEMS), University of
Lausanne, Switzerland, mimeo, February 2004.
“The Effect of Health Care System and Environment on Variations in
Performance and Quality of Colonoscopy in OECD Countries” (with Karine
Lamiraud, John-Paul Vader, Vincent Wietlisbach, Bernard Burnand, Florian
Froehlich and Jean-Jacques Gonvers), Institute of Health Economics and
Management (IEMS), University of Lausanne, Switzerland, mimeo, July 2004.
“Technological Change in Health Care (TECH) Research Network: Econometric
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Methods” (with Lucien Gardiol and Jacques Huguenin), Institute of Health
Economics and Management (IEMS), University of Lausanne, Switzerland,
mimeo, June 2004.
“Asymmetric Information in Health Care Services Utilization: The Role of Private
Insurance” (with Vincenzo Atella and Jacques Huguenin), Institute of Health
Economics and Management (IEMS), University of Lausanne, Switzerland,
mimeo, September 2004.
“Estimation of multivariate probit models by exact maximum likelihood,“(with
Jacques Huguenin and Florian Pelgrin), Institute of Health Economics and
Management (IEMS), University of Lausanne, Switzerland, mimeo, June 2008.
“Modeling risk with Pseudo-Maximum Likelihood of order four”, Institute of
Health Economics and Management (IEMS), University of Lausanne,
Switzerland, mimeo, June 2010.