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Alberto Holly

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Personal Details

First Name: Alberto
Middle Name:
Last Name: Holly
Suffix:

RePEc Short-ID: pho515

Email:
Homepage: http://www.hec.unil.ch/people/aholly
Postal Address:
Phone:

Affiliation

(50%) Institut d'Économie et de Management de la Santé (IEMS)
École des Hautes Études Commerciales (HEC)
Université de Lausanne
Location: Lausanne, Switzerland
Homepage: http://www.hec.unil.ch/iems/
Email:
Phone: 021 692 33 20
Fax: 021 692 36 55
Postal: Bâtiment Extranef, CH - 1015 Lausanne
Handle: RePEc:edi:iemlsch (more details at EDIRC)
(50%) Faculdade de Economia
Universidade Nova de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.fe.unl.pt/
Email:
Phone: (351) 21 3801638
Fax: (351) 21 3870933
Postal: Campus de Campolide, 1099-032 Lisboa
Handle: RePEc:edi:feunlpt (more details at EDIRC)

Works

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Working papers

  1. Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print peer-00815562, HAL.
  2. Moschetti, Karine & Lamiraud, Karine & O’Donnell, Owen & Holly, Alberto, 2010. "Does Poor Childhood Health Explain Increased Health Care Utilisation and Payments in Middle and Old Age?," MEA discussion paper series 10232, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  3. Jacques Huguenin & Florian Pelgrin & Alberto Holly, 2009. "Estimation of multivariate probit models by exact maximum likelihood," Working Papers 0902, University of Lausanne, Institute of Health Economics and Management (IEMS).
  4. Karine Lamiraud & Alberto Holly & Bernard Burnand & Pascal Juillerat & Vincent Wietlisbach & Florian Froehlich & Jean-Jacques Gonvers & John-Paul Vader, 2009. "The effect of non-medical factors on variations in the performance of colonoscopy among different health care settings," Working Papers 0904, University of Lausanne, Institute of Health Economics and Management (IEMS).
  5. Béatrice Desquins & Alberto Holly & Jacques Huguenin, 2009. "Physicians' working practices : target income, altruistic objectives or a maximization problem ?," Working Papers 0903, University of Lausanne, Institute of Health Economics and Management (IEMS).
  6. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9915, Université de Lausanne, Faculté des HEC, DEEP.
  7. Alberto HOLLY & Lucien GARDIOL & Gianfranco DOMENIGHETTI & Brigitte BISIG, 1998. "An Econometric Model of Health Care Utilization and Health Insurance in Switzerland," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9803, Université de Lausanne, Faculté des HEC, DEEP.
  8. Alberto HOLLY & Lucien GARDIOL, 1993. "An Asymptotic Expansion for the Distribution of Test Criteria which are Asymptotically Distributed as Chi-squared under Contiguous Alternatives," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9308, Université de Lausanne, Faculté des HEC, DEEP.
  9. Pietro BALESTRA & Alberto HOLLY, 1990. "A General Kronecker Formula for the Moments of the Multivariate Normal Distribution," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9002, Université de Lausanne, Faculté des HEC, DEEP.
  10. Alberto HOLLY, 1990. "A Random Linear Functional Approach to Efficiency Bounds," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9009, Université de Lausanne, Faculté des HEC, DEEP.
  11. Holly, A. & Magnus, J.R., 1988. "A note on instrumental variables and maximum likelihood estimation procedures," Open Access publications from Tilburg University urn:nbn:nl:ui:12-153223, Tilburg University.
  12. HOLLY, Alberto, 1984. "Tests d'exogénéité," Institut des Mathématiques Economiques – Document de travail de l’I.M.E. (1974-1993) 71, Institut des Mathématiques Economiques. LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS, Université de Bourgogne.

Articles

  1. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  2. Beck, Konstantin & Spycher, Stefan & Holly, Alberto & Gardiol, Lucien, 2003. "Risk adjustment in Switzerland," Health Policy, Elsevier, vol. 65(1), pages 63-74, July.
  3. van de Ven, Wynand P. M. M. & Beck, Konstantin & Buchner, Florian & Chernichovsky, Dov & Gardiol, Lucien & Holly, Alberto & Lamers, Leida M. & Schokkaert, Erik & Shmueli, Amir & Spycher, Stephan & Van, 2003. "Risk adjustment and risk selection on the sickness fund insurance market in five European countries," Health Policy, Elsevier, vol. 65(1), pages 75-98, July.
  4. Holly, Alberto & Gardiol, Lucien & Domenighetti, Gianfranco & Brigitte Bisig, 1998. "An econometric model of health care utilization and health insurance in Switzerland," European Economic Review, Elsevier, vol. 42(3-5), pages 513-522, May.
  5. Holly, Alberto, 1995. "A random linear functional approach to efficiency bounds," Journal of Econometrics, Elsevier, vol. 65(1), pages 235-261, January.
  6. Holly, Alberto, 1990. "Results for a Simple Triangular Simultaneous Equations Model," Econometric Theory, Cambridge University Press, vol. 6(02), pages 289-290, June.
  7. Holly, Alberto, 1990. "Lectures on Advanced Econometric Theory by Denis Sargan Edited by Meghnad Desai Basil Blackwell, 1988," Econometric Theory, Cambridge University Press, vol. 6(04), pages 481-483, December.
  8. Holly, Alberto, 1989. "Results on LIML for an Equation Identified by Means of (within equation) Linear Restrictions," Econometric Theory, Cambridge University Press, vol. 5(02), pages 326-328, August.
  9. Alberto HOLLY & Jan R. MAGNUS, 1988. "A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures," Annales d'Economie et de Statistique, ENSAE, issue 10, pages 121-138.
  10. Holly, Alberto, 1988. "A Hausman Specification Test in a Simultaneous Equations Model," Econometric Theory, Cambridge University Press, vol. 4(03), pages 537-538, December.
  11. Holly, Alberto & Monfort, Alain, 1986. "Some useful equivalence properties of Hausman's test," Economics Letters, Elsevier, vol. 20(1), pages 39-43.
  12. Holly, Alberto & Phillips, Peter C.B., 1985. "Editorial Note," Econometric Theory, Cambridge University Press, vol. 1(01), pages 141-142, April.
  13. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1982. "Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters," Econometrica, Econometric Society, vol. 50(1), pages 63-80, January.
  14. Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-59, May.
  15. Gourieroux, Christian & Holly, Alberto & Monfort, Alain, 1981. "Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters," Journal of Econometrics, Elsevier, vol. 16(1), pages 166-166, May.
  16. Gallant, A Ronald & Holly, Alberto, 1980. "Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 48(3), pages 697-720, April.
  17. Holly, A & Phillips, P C B, 1979. "A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System," Econometrica, Econometric Society, vol. 47(6), pages 1527-47, November.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2008-12-14 2009-02-28. Author is listed
  2. NEP-HEA: Health Economics (1) 2009-05-30. Author is listed
  3. NEP-ORE: Operations Research (1) 2009-02-28. Author is listed

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