FEDERICO MARTELLOSIO

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1 FEDERICO MARTELLOSIO UNIVERSITY ADDRESS School of Economics University of Reading URS Building Whiteknights PO BOX 219 RG6 6AW Reading, UK Tel: +44 (0) Fax: +44 (0) CURRENT AND PAST POSITIONS Sept present Lecturer, University of Reading Sept August 2006 PostDoctoral Fellow, University of Amsterdam DEGREES March 2006 Sept 2001 June 1999 Ph.D. Economics, University of Southampton Thesis: Essays on The Econometric Analysis of Spatial Data Supervisor: Prof. Grant Hillier Examining Board: Prof. Peter Robinson, Prof. Jean-Yves Pitarakis M.Sc. Economics and Econometrics, University of Southampton (with Distinction) Laurea in Management, Economics and Industrial Engineering, Polytechnic of Milan, Italy RESEARCH INTERESTS Theoretical and applied econometrics. AWARDS June 2009 Jan 2005 Oct Sept 2004 Oct Sept 2004 Oct Sept 2001 School Award for Outstanding Contributions to Teaching, University of Reading Carlo Giannini Award for Best Young Researcher Paper, Italian Congress of Econometrics and Empirical Economics (ICEEE) ESRC Research Studentship ( 27,000) Research Studentship, University of Southampton ( 7,800) Scholarship for Postgraduate Study Abroad, Polytechnic of Milan, Italy (approx. 10,000)

2 PUBLICATIONS Power properties of invariant tests for spatial autocorrelation in linear regression, 2010, Econometric Theory 26, Abstract: This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005, Journal of Statistical Planning and Inference 128, ). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included. Spatial design matrices and associated quadratic forms: structure and properties, 2006, with G. Hillier, Journal of Multivariate Analysis 97, Abstract: The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram. Tipologie di espansione urbana, accessibilita e costi collettivi della mobilita, 2001, with Camagni R., Gibelli M.C., Rigamonti P., in F. Boscacci, R. Camagni, G. Corda (eds.), Mobilita, modelli insediativi ed efficienza territoriale, Franco Angeli. (Chapter Book, in Italian.) Abstract: The study is divided into two main parts: in the first part we analyse the typical features of current urban development and look at the results of some recent international empirical analyses on the comparative costs of different typologies of urban development; in the second and third parts we present the main findings of our empirical analyses carried out in the province of Milan. We define a number of archetypal forms of urban development, measure the associated consumption of land and the public costs for infrastructure and then carry out a detailed analysis of the mobility generated and its environmental costs. Our results confirm the long-sightedness of the strategic guidances and innovations at the urban design level that aim towards a judiciously compact and polycentric model of urban development. WORKING PAPERS Testing for spatial autocorrelation: the regressors that make the power disappear. Abstract: We show that for any sample size, any size of the test, and any weights matrix outside a small class of exceptions, there exists a positive measure set of regression spaces such that the power of the Cliff-Ord test vanishes as the autocorrelation increases in a spatial error model. This result extends to the tests that define the Gaussian power envelope of all invariant tests for residual spatial autocorrelation. In most cases, the regression spaces such that the problem occurs depend on the size of the test, but there also exist regression spaces such that the power vanishes regardless of the size. A characterization of such particularly hostile regression spaces is provided. The correlation structure of spatial autoregressive models. Abstract: This paper investigates how the correlations implied by a first-order simultaneous autoregressive (SAR(1)) process are affected by the weights matrix and the autocorrelation parameter. A graph theoretic representation of the covariance structure of the process is provided, based on a particular type of walks connecting the spatial units. The representation helps to explain a number of

3 correlation properties of SAR(1) processes, and clarifies why in empirical applications it is difficult, or even impossible, to use SAR(1) processes to impose some desired correlation properties on a given data set. Circular approximation to the design matrices of isotropic spatial processes, with G. Hillier. Abstract: The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed for inference in the context of isotropic processes on uniform grids. Unfortunately, because the eigenvalues of the matrices involved are generally unknown, the computation of the cumulants may be very demanding if the grids are large. This paper constructs circular counterparts, with known eigenvalues, to the spatial design matrices. It then studies some of their properties, and analyzes their performance in a number of applications. Invariant testing for equal weights spatial dependence. Abstract: We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased. WORK EXPERIENCE Sept June 2005 April June 2000 March Oct 2000 Teaching Fellow, University of Southampton Research Assistant, JRC of the European Union, Ispra, Italy (Spatial Econometrics) Research Assistant, Polytechnic of Milan, Italy (Applied Regional Economics) MAIN PRESENTATIONS Departmental Seminar, York, October Third Italian Congress of Econometrics and Empirical Economics, Ancona, January Second World Conference of the Spatial Econometrics Association, New York, November 2008 ESRC Econometric Study Group, Bristol, July Workshop in Spatial Economics, invited speaker, Lille, May Second Italian Congress of Econometrics and Empirical Economics, Rimini, January EEA-ESEM Vienna, August ESRC Econometric Study Group, Bristol, July International Workshop on Spatial Econometrics and Statistics, Rome, May First Italian Congress of Econometrics and Empirical Economics, Venice, January ESRC Econometric Study Group Workshop in Spatial Econometrics, Cemmap, London, November Third Workshop in Spatial Econometrics, Strasbourg, June 2004.

4 TEACHING University of Reading Lecturer for Introductory Econometrics (PG), Quantitative Techniques (UG) Tutorials and computer classes for Econometrics 2 (UG) University of Reading Lecturer for Introductory Econometrics (PG), Business Forecasting (UG) and Quantitative Techniques (UG) Tutorials for Econometrics 2 (UG) University of Reading Lecturer for Introductory Econometrics (PG), Business Forecasting (UG) and Quantitative Techniques (UG) Tutorials for Econometrics 2 (UG) University of Reading Lecturer for Business Forecasting (UG) Tutorials for Quantitative Techniques (UG), Econometrics 2 (UG) University of Amsterdam Lecturer for Financial Econometrics (PG) Tutorials for Financial Time Series (UG) and Econometrics 2 (UG) University of Southampton Lecturer for Micro-econometrics (UG), Econometrics 2 (UG) University of Southampton Lecturer for Preliminary Mathematics and Statistics (PG) Tutorials for Statistics for Economics (UG), Econometrics 3 (UG), Introduction to Econometrics (UG) University of Southampton Lecturer for Preliminary Mathematics and Statistics (PG) Tutorials for Statistics for Economics (UG), Econometrics 3 (UG) University of Southampton Tutorials for Econometrics 3 (UG), Introduction to Econometrics (UG) Enrico Mattei Superior School, Milan Teaching Assistant for Mathematical Statistics (PG), Financial Mathematics (PG) Polytechnic of Milan Teaching Assistant for Econometria (UG) TEACHING DEVELOPMENT 2008 Fellow of the Higher Education Academy REFEREEING Biometrics, Econometric Reviews, Econometric Theory ( 7), Economic Modelling ( 2), Empirical Economics, Journal of Econometrics, Papers in Regional Science, Regional Science and Urban Economics.

5 GRANT PROPOSALS REVIEWING Reviewer for the National Science Foundation (NSF). SCHOOLS PARTICIPATIONS Royal Economics Society s Easter School in Econometrics: Simulation-based Estimation Methods (Martin Browning) and Nonparametric and Semiparametric Methods in Microeconometrics (Hidehiko Ichimura), Nuffield College, University of Oxford, April CIDE (Centro Interuniversitario di Econometria), Econometrics Course, Macro-data Analysis, Bertinoro, Italy, June Federico Martellosio, February 2010