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Details about Carlos Brunet Martins-Filho

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Workplace:Department of Economics, University of Colorado, (more information at EDIRC)

Access statistics for papers by Carlos Brunet Martins-Filho.

Last updated 2020-05-06. Update your information in the RePEc Author Service.

Short-id: pma1877


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Working Papers

2018

  1. Unified estimation of densities on bounded and unbounded domains
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Annals of the Institute of Statistical Mathematics (2019)

2016

  1. Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Statistics & Probability Letters (2017)

2015

  1. Estimation of a Partially Linear Regression in Triangular Systems
    Working Papers, Department of Economics, West Virginia University Downloads

2014

  1. A class of nonparametric density derivative estimators based on global Lipschitz conditions
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Chapter (2016)
  2. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Multivariate Analysis (2015)

2012

  1. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
    Working Papers, Department of Economics, West Virginia University Downloads
    See also Journal Article in Econometric Theory (2018)

2010

  1. A note on some properties of a skew-normal density
    Working Papers, Department of Economics, West Virginia University Downloads View citations (2)
  2. Nonparametric stochastic frontier estimation via profile
    Working Papers, Department of Economics, West Virginia University Downloads View citations (3)
  3. On functional form representation of multi-output production technologies
    Post-Print, HAL View citations (36)
    See also Journal Article in Journal of Productivity Analysis (2010)

2009

  1. Bias reduction in kernel density estimation via Lipschitz condition
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    See also Journal Article in Journal of Nonparametric Statistics (2010)

2007

  1. Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

2004

  1. A Nonparametric Model of Frontiers
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads

1998

  1. Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    See also Journal Article in Econometric Reviews (2001)
  2. Relative Efficiency with Equivalence Classes of Asymptotic Covariances
    Econometrics, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Econometrics (1998)

Undated

  1. Cheap Pollution: The Case of Vehicle Hydrocarbon Emission
    Working Papers, East Carolina University, Department of Economics Downloads
  2. Estimation of Hedonic Price Functions via Additive Nonparametric Regression
    Working Papers, East Carolina University, Department of Economics Downloads View citations (1)
    See also Journal Article in Empirical Economics (2005)

Journal Articles

2019

  1. Unified estimation of densities on bounded and unbounded domains
    Annals of the Institute of Statistical Mathematics, 2019, 71, (4), 853-887 Downloads
    See also Working Paper (2018)

2018

  1. NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
    Econometric Theory, 2018, 34, (1), 23-67 Downloads View citations (6)
    See also Working Paper (2012)

2017

  1. Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view
    Statistics & Probability Letters, 2017, 123, (C), 17-22 Downloads
    See also Working Paper (2016)

2016

  1. A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile
    Economics Bulletin, 2016, 36, (1), 118-131 Downloads View citations (1)

2015

  1. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
    Journal of Multivariate Analysis, 2015, 139, (C), 166-188 Downloads
    See also Working Paper (2014)
  2. Financing in an emerging economy: Does financial development or financial structure matter?
    Emerging Markets Review, 2015, 23, (C), 96-123 Downloads View citations (10)
  3. High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
    Econometric Reviews, 2015, 34, (6-10), 907-958 Downloads View citations (5)
  4. Semiparametric Stochastic Frontier Estimation via Profile Likelihood
    Econometric Reviews, 2015, 34, (4), 413-451 Downloads View citations (11)

2013

  1. Local Exponential Frontier Estimation
    Brazilian Review of Econometrics, 2013, 33, (2) Downloads
  2. On Nonparametric Estimation: With a Focus on Agriculture
    Annual Review of Resource Economics, 2013, 5, (1), 93-110 Downloads View citations (1)

2012

  1. Kernel-based estimation of semiparametric regression in triangular systems
    Economics Letters, 2012, 115, (1), 24-27 Downloads View citations (3)

2010

  1. Bias reduction in kernel density estimation via Lipschitz condition
    Journal of Nonparametric Statistics, 2010, 22, (2), 219-235 Downloads View citations (2)
    See also Working Paper (2009)
  2. On functional form representation of multi-output production technologies
    Journal of Productivity Analysis, 2010, 33, (2), 81-96 Downloads View citations (47)
    See also Working Paper (2010)

2009

  1. Nonparametric regression estimation with general parametric error covariance
    Journal of Multivariate Analysis, 2009, 100, (3), 309-333 Downloads View citations (17)

2008

  1. A Class of Improved Parametrically Guided Nonparametric Regression Estimators
    Econometric Reviews, 2008, 27, (4-6), 542-573 Downloads View citations (14)
  2. A smooth nonparametric conditional quantile frontier estimator
    Journal of Econometrics, 2008, 143, (2), 317-333 Downloads View citations (12)
  3. Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets
    Applied Economics Letters, 2008, 15, (12), 939-943 Downloads View citations (1)

2007

  1. Nonparametric frontier estimation via local linear regression
    Journal of Econometrics, 2007, 141, (1), 283-319 Downloads View citations (18)

2006

  1. A Note on the Use of V and U Statistics in Nonparametric Models of Regression
    Annals of the Institute of Statistical Mathematics, 2006, 58, (2), 389-406 Downloads View citations (5)
  2. Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (2), 1-43 Downloads View citations (13)

2005

  1. Estimation of hedonic price functions via additive nonparametric regression
    Empirical Economics, 2005, 30, (1), 93-114 Downloads View citations (24)
    See also Working Paper

2001

  1. OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS
    Econometric Reviews, 2001, 20, (4), 485-505 Downloads
    See also Working Paper (1998)

1998

  1. Relative efficiency with equivalence classes of asymptotic covariances
    Journal of Econometrics, 1998, 88, (1), 79-98 Downloads
    See also Working Paper (1998)

1997

  1. A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
    International Economic Review, 1997, 38, (2), 479 View citations (1)

1994

  1. A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
    International Economic Review, 1994, 35, (4), 957-79 Downloads View citations (5)

1993

  1. Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications
    RAND Journal of Economics, 1993, 24, (3), 439-454 Downloads View citations (12)
  2. Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications
    Journal of Econometrics, 1993, 58, (3), 315-346 Downloads View citations (8)

Chapters

2016

  1. A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
    A chapter in Essays in Honor of Aman Ullah, 2016, vol. 36, pp 591-615 Downloads View citations (2)
    See also Working Paper (2014)
 
Page updated 2020-11-24