Pietro Emilio Spini

Pietro Emilio Spini

PhD candidate in Economics

University of California, San Diego

Biography

Welcome to my personal page! I am a PhD Candidate in Economics at the University of California, San Diego. My research focus is in Econometrics and Policy Evaluation. I study how to robustify causal inference procedures against data limitations that typically arise in applied economic research. I will be available for interviews during the 2021-2022 job market.

Interests

  • Econometrics
  • Public Economics
  • Economic Theory

Education

  • PhD in Economics, 2022 (Expected)

    University of California, San Diego

  • MS in Applied Economics, 2016

    Cornell University

  • BA in Economics and Management, 2013

    Bocconi University

Job Market Paper

Robustness, Heterogeneous Treatment Effects and Covariate Shifts

This paper studies the robustness of estimated policy effects to changes in the distribution of covariates. Robustness to covariate shifts is important, for example, when evaluating the external validity of (quasi)-experimental results, which are often used as a benchmark for evidence-based policy-making.I propose a novel scalar metric of robustness. It quantifies the magnitude of the smallest covariate shift needed to invalidate a claim on the policy effect (for example, \( ATE \geq 0 \) ) that is supported by the (quasi)-experimental evidence. My metric links policy effect heterogeneity and robustness in a flexible, non-parametric way and does not require functional form specifications. I construct a semi-parametric estimator for the robustness metric that leverages the heterogeneity in policy effects that can be estimated in the (quasi)-experiment. I employ a de-biased GMM approach to allow for machine-learning based estimators of the policy effect heterogeneity (through Lasso, random forest, boosting, neural nets) while still guaranteeing \( \sqrt{n} \) -consistency of my robustness metric. I apply my procedure to the Oregon Health Insurance experiment to study the robustness of several measures of health-care utilization and financial strain to a shift in the distribution of experiment-specific covariates, which are likely to differ across US states. I find that the increase in outpatient visits is the most robust among the metrics of health-care utilization considered.

Working Papers

Economic Theory

Teaching

Average instructor rating: 4.8/5

Courses Taught:

As Instructor of Record:

ECON 120A: Introduction to Econometrics

Check out the Syllabus I designed for Introduction to Econometrics.

Student Evaluations: Summer 2020; Summer 2020

“The learning environment that he provided for us was above and beyond expectations. He is easily reached in and outside of class and he makes learning this difficult material easier to understand”

“I really enjoyed having Pietro as an instructor. He promotes a fantastic learning environment and truly understands the content he teaches. He is one of the best instructors I’ve had so far, especially in terms of caring for his students”

As Teaching Assistant:

ECON 120A: Introduction to Econometrics

Student Evaluations: Fall 2018; Fall 2019; Fall 2020

ECON 120B: Introduction to Econometrics

Student Evaluations: Spring 2018; Winter 2021

ECON 120C: Introduction to Econometrics

Student Evaluations: Fall 2017; Winter 2018; Spring 2019; Spring 2019; Winter 2020; Winter 2020

ECON220B: Econometrics B (PhD Core)

Student Evaluations: Winter 2019

“Pietro’s sections are a joy. I especially enjoy it when he solves qual questions. Keep it up!"

-UCSD Econometrics PhD Qualifying Exam Tutor, Summer 2019

Teaching Awards:

UCSD Economics TA Excellence Award: 2018, 2019

UCSD Economics Associate-In Excellence Award: 2020

References

Yixiao Sun Kaspar Wuthrich James D. Hamilton Melissa Famulari
yisun@ucsd.edu kwuthrich@ucsd.edu jhamilton@ucsd.edu mfamulari@ucsd.edu
+1 (858) 534-4692 +1 (858) 534-3383 +1 (858) 534-5986 +1 (858) 534-3878

Contact