Details about Carlos Brunet Martins-Filho

Access statistics for papers by Carlos Brunet Martins-Filho.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pma1877

Working Papers

2018

1. Estimation of a Partially Linear Regression in Triangular Systems
   Working Papers, Department of Economics, West Virginia University
   Also in Working Papers, Department of Economics, West Virginia University (2015)
2. Unified estimation of densities on bounded and unbounded domains
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Unified estimation of densities on bounded and unbounded domains, Annals of the Institute of Statistical Mathematics, Springer (2019) View citations (1) (2019)

2016

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

2014

4. A class of nonparametric density derivative estimators based on global Lipschitz conditions
   MPRA Paper, University Library of Munich, Germany
   See also Chapter A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (2) (2016)
5. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Consistency and asymptotic normality for a nonparametric prediction under measurement errors, Journal of Multivariate Analysis, Elsevier (2015) (2015)

2012

6. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
   Working Papers, Department of Economics, West Virginia University
   See also Journal Article NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY, Econometric Theory, Cambridge University Press (2018) View citations (22) (2018)

2010

7. On functional form representation of multi-output production technologies
   Post-Print, HAL View citations (49)
   See also Journal Article On functional form representation of multi-output production technologies, Journal of Productivity Analysis, Springer (2010) View citations (61) (2010)

2009

8. Bias reduction in kernel density estimation via Lipschitz condition
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article Bias reduction in kernel density estimation via Lipschitz condition, Journal of Nonparametric Statistics, Taylor & Francis Journals (2010) View citations (10) (2010)

2007

9. 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 View citations (8)

2004

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

1998

11. 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)
    See also Journal Article OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS, Econometric Reviews, Taylor & Francis Journals (2001) View citations (1) (2001)
12. Relative Efficiency with Equivalence Classes of Asymptotic Covariances
    Econometrics, University Library of Munich, Germany
    See also Journal Article Relative efficiency with equivalence classes of asymptotic covariances, Journal of Econometrics, Elsevier (1998) (1998)

Undated

13. Cheap Pollution: The Case of Vehicle Hydrocarbon Emission
    Working Papers, East Carolina University, Department of Economics
14. Estimation of Hedonic Price Functions via Additive Nonparametric Regression
    Working Papers, East Carolina University, Department of Economics View citations (1)
    See also Journal Article Estimation of hedonic price functions via additive nonparametric regression, Empirical Economics, Springer (2005) View citations (25) (2005)

Journal Articles

2025

1. Financial constraints and firm efficiency: Further empirical evidence
   Finance Research Letters, 2025, 72, (C)

2022

2. A new estimator of a jump discontinuity in regression
   Economics Letters, 2022, 218, (C)
3. Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve
   Economics Letters, 2022, 218, (C) View citations (1)
4. Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints
   Journal of Business & Economic Statistics, 2022, 40, (2), 615-628

2019

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

2018

6. NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY
   Econometric Theory, 2018, 34, (1), 23-67 View citations (22)
   See also Working Paper Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory, Working Papers (2012) (2012)

2017

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

2016

8. A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile
   Economics Bulletin, 2016, 36, (1), 118-131 View citations (2)

2015

9. An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
   Communications in Statistics - Theory and Methods, 2015, 44, (15), 3251-3265 View citations (1)
10. Consistency and asymptotic normality for a nonparametric prediction under measurement errors
    Journal of Multivariate Analysis, 2015, 139, (C), 166-188
    See also Working Paper Consistency and asymptotic normality for a nonparametric prediction under measurement errors, MPRA Paper (2014) (2014)
11. Financing in an emerging economy: Does financial development or financial structure matter?
    Emerging Markets Review, 2015, 23, (C), 96-123 View citations (19)
12. High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression
    Econometric Reviews, 2015, 34, (6-10), 907-958 View citations (5)
13. Semiparametric Stochastic Frontier Estimation via Profile Likelihood
    Econometric Reviews, 2015, 34, (4), 413-451 View citations (24)

2013

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

2012

16. Kernel-based estimation of semiparametric regression in triangular systems
    Economics Letters, 2012, 115, (1), 24-27 View citations (4)

2010

17. Bias reduction in kernel density estimation via Lipschitz condition
    Journal of Nonparametric Statistics, 2010, 22, (2), 219-235 View citations (10)
    See also Working Paper Bias reduction in kernel density estimation via Lipschitz condition, MPRA Paper (2009) View citations (9) (2009)
18. On functional form representation of multi-output production technologies
    Journal of Productivity Analysis, 2010, 33, (2), 81-96 View citations (61)
    See also Working Paper On functional form representation of multi-output production technologies, Post-Print (2010) View citations (49) (2010)

2009

19. Nonparametric regression estimation with general parametric error covariance
    Journal of Multivariate Analysis, 2009, 100, (3), 309-333 View citations (18)

2008

20. A Class of Improved Parametrically Guided Nonparametric Regression Estimators
    Econometric Reviews, 2008, 27, (4-6), 542-573 View citations (16)
21. A smooth nonparametric conditional quantile frontier estimator
    Journal of Econometrics, 2008, 143, (2), 317-333 View citations (13)
22. Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets
    Applied Economics Letters, 2008, 15, (12), 939-943 View citations (3)

2007

23. Nonparametric frontier estimation via local linear regression
    Journal of Econometrics, 2007, 141, (1), 283-319 View citations (21)

2006

24. 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 View citations (5)
25. 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), 43 View citations (17)

2005

26. Estimation of hedonic price functions via additive nonparametric regression
    Empirical Economics, 2005, 30, (1), 93-114 View citations (25)
    See also Working Paper Estimation of Hedonic Price Functions via Additive Nonparametric Regression, Working Papers View citations (1)

2001

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

1998

28. Relative efficiency with equivalence classes of asymptotic covariances
    Journal of Econometrics, 1998, 88, (1), 79-98
    See also Working Paper Relative Efficiency with Equivalence Classes of Asymptotic Covariances, Econometrics (1998) (1998)

1997

29. 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

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

1993

31. Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications
    RAND Journal of Economics, 1993, 24, (3), 439-454 View citations (14)
32. Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications
    Journal of Econometrics, 1993, 58, (3), 315-346 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 View citations (2)
   See also Working Paper A class of nonparametric density derivative estimators based on global Lipschitz conditions, University Library of Munich, Germany (2014) (2014)