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Dr Federico Martellosio

Senior Lecturer in Econometrics

Email:
Phone: Work: 01483 68 3473
Room no: 03A AD 00

Further information

Biography

Federico Martellosio graduated in Management, Economics and Industrial Engineering from the Polytechnic of Milan in 1999.

He completed his MSc degree in Economics at the University of Southampton in 2001, and received his PhD in Economics from the same institution in 2006.

From 2004 to 2005 he was a teaching fellow at the University of Southampton.

From 2005 he spent a year at University of Amsterdam as a PostDoctoral Fellow.

In 2006 he moved to the University of Reading as a Lecturer in Economics.

Information about his research can be found at https://sites.google.com/site/federicomartellosio/

Research Interests

Theoretical and applied econometrics, spatial econometrics, hypothesis testing, multivariate statistics.

Publications

Journal articles

  • Martellosio F. (2012) 'The Correlation Structure of Spatial Autoregressions'. Cambridge Econometric Theory, 28 (6), pp. 1373-1391.
    doi: 10.1017/S0266466612000175
  • Martellosio F. (2011) 'Nontestability of equal weights spatial dependence'. Cambridge University Press Econometric Theory, 27 (6), pp. 1369-1375.
    doi: 10.1017/S0266466611000089
  • Martellosio F. (2011) 'Testing for Spatial Autocorrelation: the Regressors that Make the Power Disappear'. Taylor & Francis Econometric Reviews, 31 (2), pp. 215-240.
    doi: 10.1080/07474938.2011.553571
  • Martellosio F. (2011) 'Efficiency of the OLS estimator in the vicinity of a spatial unit root'. Statistics and Probability Letters, 81 (8), pp. 1285-1291.
    doi: 10.1016/j.spl.2011.03.030
  • Hillier G, Martellosio F. (2011) 'Spatial circulants, with applications'. Elsevier Journal of Statistical Planning and Inference, 141 (7), pp. 2368-2385.
    doi: 10.1016/j.jspi.2011.01.023
  • Martellosio F. (2010) 'Power properties of invariant tests for spatial autocorrelation in linear regression'. Cambridge University Press Econometric Theory, 26 (1), pp. 152-186.
    doi: 10.1017/S0266466609090641
  • Hillier G, Martellosio F. (2006) 'Spatial design matrices and associated quadratic forms: Structure and properties'. Elsevier Journal of Multivariate Analysis, 97 (1), pp. 1-18.
    doi: 10.1016/j.jmva.2004.11.004

Scholarly editions

  • Martellosio F. (2008) Some correlation properties of spatial autoregressions.
  • Hillier G, Martellosio F. (2006) Spatial design matrices and associated quadratic forms: structure and properties.