Holly, Alberto

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Professor (Adjunct)

 

alberto.holly@novasbe.pt

http://www.hec.unil.ch/people/aholly?vue=contact

 

Profile

Alberto Holly (Doctor in Mathematics, University Paris-IX Dauphine) is Visiting Professor at the Nova School of Business and Economics. From 1978 through 2009 he was Full Professor of Econometrics at the Faculty of Economics and Business Administration (HEC) and Director of the Institute of Health Economics and Management (IEMS) at the University of Lausanne, Switzerland. He has held visiting professor positions at Harvard University, MIT, London School of Economics and Political Sciences, among other academic institutions. He is a Fellow of the Econometric Society (elected in 1985). He has been Co-Editor of the Econometric Society Monograph Series (1994-2001). He has published many studies on Econometrics and Health Economics. He has numerous research interests in these two areas. His recent publications in Health Economics concern, notably, regulation of health systems, risk adjustment mechanisms, diffusion of technological advance in the medical field, and health economics of ageing. He regularly takes part in several countries in debates on the reform of health care systems and the challenge for health systems in developed countries arising from the increase in life expectancy.

Research Interests

Econometrics and Health Economics

Publications

Articles

Holly Alberto, Monfort Alain & Rockinger Michael (2011). Fourth order pseudo maximum likelihood methods. Journal of Econometrics, 162(2), 278-293. [doi] [web of science]

Lamiraud Karine, Holly Alberto, Burnand Bernard, Juillerat Pascal, Wietlisbach Vincent, Froelich Florian et al. (2010). The effect of non-medical factors on variations in the performance of colonoscopy among different health care settings. Medical care, 48(2), 101-109. [doi] [web of science]

Chevrou-Séverac Hélène, Holly Alberto & Ribeiro Tiago (2006). Constructing producer price indices for the health care sector: the case of the hospital sector. Revue économique et sociale, 64(June, special issue), 53-76. [pdf]

Holly Alberto & Jaquiéry Corinne (2005). Inciter à mieux faire pour mieux payer. Competence, 16-18.

Beck Konstantin, Spycher Stefan, Holly Alberto & Gardiol Lucien (2003). Risk adjustment in Switzerland. Health policy, 65(1), 63-74. [doi] [web of science]

Lamiraud K., Holly A., Wietlisbach V., Burnand B., Vader J. P., Froehlich F. & Gonvers J. J. (2003). The effect of health care system and environment on variations in performance and quality of colonoscopy. Gastrointestinal Endoscopy, 57(5), AB111-AB111.

Van de Ven Wynand P. M. M., Beck Konstantin, Buchner Florian, Chernichovsky Dov, Gardiol Lucien, Holly Alberto et al. (2003). Risk adjustment and risk selection on the sickness fund insurance market in five European countries. Health Policy, 65(1), 75-98. [doi][web of science]

Holly Alberto (1997). De l'argumentaire en économétrie. Revue européenne des sciences sociales, 35(107), 159-168.

Holly Alberto (1995). A random linear functional approach to efficiency bounds. Journal of Econometrics, 65(1), 235-261. [doi]

Holly Alberto & Magnus Jan R. (1988). A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures. Annales d'Economie et de Statistique, 121-138. [pdf]

Holly Alberto (1987). Testing for exogeneity: a survey. Economic Notes, 3, 108-130.

Holly Alberto & Monfort Alain (1986). Some useful equivalence properties of Hausman's test. Economics Letters, 20(1), 39-43. [doi]

Holly Alberto (1983). Une présentation unifiée des tests d'exogénéité dans les modèles à équations simultanées. Annales de l'INSEE, 50, 3-24. [pdf]

Holly Alberto & Laskar Daniel (1983). Tests d'exogénéité dans un modèle a équations simultanées: Énoncé de résultats théoriques en information limitée et illustrations a des tests de dépendance de la politique monétaire en régime de changes fixes. Cahiers du Séminaire d'Économétrie, 25, 49-69. [url]

Gourieroux Christian, Holly Alberto & Monfort Alain (1982). Likelihood ration test, Wald test and Kuhn-Tucker test in linear-models with inequality constraints on the regression parameters Likelihood Ratio Test, Wald Test and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters. Econometrica, 50(1), 63-80. [url]

Holly Alberto (1982). Tests de spécification. Cahiers du Séminaire d'Économétrie, 151-173. [pdf]

Holly Alberto (1982). A remark on Hausman's specification test. Econometrica, 50(3), 749-759. [pdf]

Holly Alberto, Gourieroux Christian & Monfort Alain (1981). Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters. Journal of Econometrics, 16(1), 166-166.

Gallant A. Ronald & Holly Alberto (1980). Statistical Inference in an Implicit Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation. Econometrica, 48(3), 697-720. [pdf]

Holly Alberto & Phillips P.C.B. (1979). A saddlepoint approximation to the distribution of the k-class estimator of a coefficient in a simultaneous system. Econometrica, 47(6), 1527-1547. [pdf]

Holly Alberto (1974). Sur l'estimation des paramètres d'un modèle linéaire lorsque la matrice des variances-covariances des résidus est singulière. Revue de statistique appliquée, 22(2), 5-27. [pdf]

Book Review

Holly Alberto (1990). Lectures on Advanced Econometric Theory by Denis Sargan. Econometric Theory, 6(4), 481-483. [pdf]

Books

Collected Works

Holly Alberto & Schenker Luc (2006). The 2003-2005 Swiss research program on DRGs : [special issue] (64, June, special issue). SEES, Lausanne. [pdf]

Chapters

Holly Alberto & Gardiol Lucien (2000). A score test for individual heteroscedasticity in one-way error components model. Panel data econometrics : future directions : papers in honour of professor Pietro Balestra (pp. 199-211). Elsevier, Amsterdam, Lausanne.

Moschetti K., Lamiraud K., O'Donnell O. & Holly A. (2011). Does poor childhood health explain increased health care utilisation and payments in middle and old age ?. In Eds. Axel Börsch-Supan .. [et al.] (Ed.), The individual and the welfare state : life histories in Europe (pp. 255-267). Springer, Heidelberg.

Holly Alberto (2008). Le coût des dernières années de vie : un facteur déterminant des dépenses de santé. Au fil du temps : le jeu de l'âge / catalogue réalisé par la Fondation Claude Verdan (pp. 111-114). Gollion : Infolio.

Holly Alberto (2006). Produits pharmaceutiques et dispositifs médicaux. Rapport annuel de Commission pour les questions conjoncturelles : Réforme de la santé (pp. 79-86). Secrétariat d'Etat à l'économie (Seco).

Holly Alberto (2006). Problèmes de l'assurance maladie. Rapport annuel 2006 de la Commission pour les questions conjoncturelles : Réforme de la santé (pp. 54-62). Secrétariat d'Etat à l'économie (Seco).

Holly Alberto, Lamiraud Karine, Chevrou-Séverac Hélène & Yalcin Tarik (2005). Out-of-pocket payments for health care expenditures. Health, ageing and retirement in Europe : first results from the Survey of Health, Ageing and Retirement in Europe (pp. 126-132). Mannheim Research Institute for the Economics of Aging. [pdf]

Paccaud Fred & Holly Alberto (2002). Technological change in treatment of acute myocardial infarction in Switzerland, 1986-1993. In McClelland M.B. & Kessler D. (Eds.), Technological change in health care : a global analysis of heart attack (pp. 343-355). University of Michigan Press, Ann Arbor.

Holly Alberto & Gardiol Lucien (1995). An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives. In Phillips P. C. B., Maddala G. S. & Srinivasan T. N. (Eds.), Advances in Econometrics and Quantitatives Economics (pp. .). Blackwell.

Holly Alberto (1993). Asymptotic theory for nonlinear econometric models: estimation. In De Zeeuw Aart Johannes (Ed.), Advanced lectures in quantitative economics II (pp. .). Academic Press.

Holly Alberto (1987). Specification tests: an overview. In Bewley Truman F (Ed.), Advances in Econometrics (Vol. 1, pp. .). Cambridge University Press.

Holly Alberto (1983). Hausman's specification test. In Kotz, Samuel & Johnson, Norman Lloyd (Eds.), Encyclopedia of Statistical Sciences (Vol. 3, pp. 585-586). J. Wiley, New York ; Chichester [etc.].

In Proceedings

Holly Alberto & Rockinger Georg Michael (1988). Exact and approximate distribution of the t ratio test statistic in an AR(1) model. In Barnett W. A., Berndt E. R. & White H. (Eds.), Dynamic econometric modelling : Dynamic econometric modeling : proceedings of the Third International Symposium in Economic Theory and Econometrics (pp. 157-170). Cambridge University Press.

Abstracts

Holly Alberto, Atella Vincezo & Huguenin Jacques (2004). Asymmetric information and induced demand in health care services utilisation: an application to Italy [Abstract] [Abstract]. . Applied Health Economics and Health Policy, 5th European Conference on Health Economics (ECHE 2004), London, 2004, 3(1 suppl.) (pp. S 34). [pdf]

Holly Alberto & Pentsak Yevhen (2004). Maximum likelihood estimation of the conditional mean E( y/x) for skewed dependent variables in four-parameter families of distributions [Abstract] [Abstract]. . Applied Health Economics and Health Policy, 5th European Conference on Health Economics (ECHE 2004), London, 2004, 3(1 suppl.) (pp. S34-S35). [pdf]

Lamiraud Karine, Holly Alberto, Wietlisbach Vincent, Burnand Bernard, Vader John-Paul, Froehlich Florian et al. (2003). The effect of health care system and environment on variations in performance and quality of colonoscopy [Abstract]. . Swiss Medical Forum = Forum Médical Suisse, -, 3(Suppl. 14) (pp. 7S).

Poster

Von Bremen K.K., Martin E., Holly Alberto & Paccaud Fred (2003, Nov). Reducing influenza symptoms by 1.5 daysa prospective randomized trial using the contingent valuation method to elicit preferences for neuraminidase inhibitors [Poster] [Poster]. Value in Health, ISPOR Sixth Annual European Congress, Barcelona, Spain, 9-11 November 2003, 6(6) (pp. 756 [PIN29]). [doi]

Technical Reports

Eichler Klaus, Wieser Simon, Bruegger Urs, Moschetti Karine & Holly Alberto (2008). Health literacy [Document électronique] : an economic perspective and data for Switzerland. Part 2, A review of health literacy measures and a cost assessment of limited health literacy. Zurich University of Applied Sciences (ZHAW). [pdf]

Chevrou-Séverac Hélène, Wieser Simon, Holly Alberto, Brügger Urs & Schleiniger Reto (2007). Assessing the return on investments (cost-benefits) of prevention in Switzerland : a feasibility study. IEMS (Institute of Health Economics and Management). [url]

Holly Alberto, Gardiol Lucien, Eggli Yves, Yalcin Tarik & Ribeiro Tiago (2004). Health-based risk adjustment in Switzerland : an exploration using medical information from prior hospitalisation (Revised final version : Aug. 2004). Institut d'économie et management de la santé. [pdf]

Holly Alberto & Benkassmi Mohamed (2003). Health and health care inequalities in Switzerland : a brief review of the literature. United Nations Research Institute for Social Development (UNRISD). [url]

Holly Alberto (2000). Comparaison du traitement fiscal des cantons servant à la réduction des primes à l'assurance maladie : mandat de la Conférence romande des affaires sanitaires et sociales (CRASS). Institut d'économie de de management de la santé (IEMS).

Holly Alberto (1979). Testing recursiveness in a triangular simultaneous equation model (154). University of Warwick, Department of Economics.

Holly Alberto (1978). Les propriétés de 'petits échantillons' dans les modèles à équations simultanées. Laboratoire d'économétrie Ecole Polytechnique.

Working Papers

Desquins Béatrice, Holly Alberto & Huguenin Jacques (2009). Physicians' working practices : target income, altruistic objectives or a maximization problem ? (09-03). IEMS. [pdf]

Huguenin Jacques, Pelgrin Florian & Holly Alberto (2009). Estimation of multivariate probit models by exact maximum likelihood (09-02). IEMS. [pdf]

Lamiraud Karine, Holly Alberto, Burnand Bernard, Juillerat Pascal, Wietlisbach Vincent, Froehlich Florian et al. (2009). The effect of non-medical factors on variations in the performance of colonoscopy among different health care settings (09-04). IEMS. [pdf]

Holly Alberto, Monfort Alain & Rockinger Michael (2008). Fourth order pseudo maximum likelihood methods (08-02). IEMS. [pdf][pdf]

Desquins Béatrice, Holly Alberto & Rochaix Lise (2007). Agent model with a monopoly power : physicians (07-01). IEMS. [pdf][pdf]

Holly Alberto, Atella Vincezo & Huguenin Jacques (2004). Asymmetric Information in Health Care Services Utilization : the Role of Private Insurance (Preliminary and incomplete version). [Facoltà di Economia].

Balestra Pietro & Holly Alberto (1990). A general Kronecker formula for the moments of the multivariate normal distribution (9002). Ecole des H.E.C. [url]

Holly Alberto (1986). Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution (8701). Ecole des HEC.

Holly Alberto (1984). Tests d'exogénéité (71). Institut de mathématiques économiques.

Holly Alberto (1983). A simple procedure for testing whether a subset of endogenous variables is independent of the disturbance term in a structural equation (8306). Université de Lausanne.

Holly Alberto & Sargan J. Denis (1982). Testing for exogeneity within a limited information framework (8204). Ecole des H.E.C.

Gouriéroux Christian, Holly Alberto & Monfort Alain (1980). Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters (770). Harvard Institute of Economic Research.

Holly Alberto (1978). Testing statistical hypothesis in multiple equations non-linear models. Laboratoire d'économétrie Ecole Polytechnique.

Holly Alberto (1978). A note on tests of serial correlation based upon instrumental variables estimators. Laboratoire d'Econométrie de l'Ecole Polytechnique.

Theses

Desquins B., Holly, Alberto (Dir.) (2013). Strategic behaviours in healthcare : evidence from primary care and pharmaceutical markets. Université de Lausanne, Faculté des hautes études commerciales.

Li Q., Holly A. (Dir.) (2011). Nonclassical measurement error with applications to labor and development issues. Université de Lausanne, Faculté des hautes études commerciales.

Lufkin T. M., Holly A. (Dir.) (2011). Informal and formal home care substitution : an application of copulas in health economics Thomas Murray Lufkin. Université de Lausanne, Faculté des hautes études commerciales.

Prieto Patrón A., Holly A. (Dir.) (2011). Public health insurance and health behavior. Université de Lausanne, Faculté des hautes études commerciales. [pdf]

Stadelmann P., Holly A. (Dir.) (2011). Theoretical and empirical perspectives on the economics of health insurance: compulsory or free market provision. Université de Lausanne, Faculté des hautes études commerciales. [pdf]

Rochut J., Holly, A. (Dir.) (2010). Health care supply, payment system and medical practice : evidence from obstetric practice. Université de Lausanne, Faculté de biologie et médecine.

Guérard Stéphane, Holly Alberto (Dir.) (2009). Struggles for meaning and struggles for control: the diffusion of bandwagon technology in two institutional environments. Université de Lausanne, Faculté des hautes études commerciales.

Zúniga Brenes M. P., Holly Alberto (Dir.) (2008). Three essays in health economics in developing countries. Université de Lausanne, Faculté des hautes études commerciales. [url]

Pentsak Y., Holly A. (Dir.) (2007). Addressing skewness and kurtosis in health care econometrics. Université de Lausanne, Faculté des hautes études commerciales.

Pinget C., Holly A. (Dir.) (2007). Analyse économique et comportements à risque. Université de Lausanne, Faculté des hautes études commerciales.

Grandchamp C., Geoffard P.-Y. (Dir.) (2006). Self-selection and risk selection on the Swiss health insurance market. Université de Lausanne, Faculté des hautes études commerciales.

Huguenin J., Holly A. (Dir.) (2004). Multivariate normal distribution and simultaneous equation probit analysis. Université de Lausanne, Faculté des hautes études commerciales. [pdf]

Lamiraud K., Geoffard P.-Y. (Dir.) (2004). Méthodes d'évaluation de l'utilité du patient : une analyse économique et économétrique du comportement d'observance dans un essai clinique. Université de Lausanne, Faculté des hautes études commerciales. [pdf]