Obserwuj
Carlos Brunet Martins-Filho
Carlos Brunet Martins-Filho
Professor of Economics
Zweryfikowany adres z colorado.edu - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
On functional form representation of multi-output production technologies
R Färe, C Martins-Filho, M Vardanyan
Journal of Productivity Analysis 33, 81-96, 2010
1392010
Estimation of hedonic price functions via additive nonparametric regression
C Martins-Filho, O Bin
Empirical economics 30, 93-114, 2005
962005
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
C Martins-Filho, F Yao, M Torero
Econometric Theory 34 (1), 23-67, 2018
802018
Financing in an emerging economy: Does financial development or financial structure matter?
F Castro, AEG Kalatzis, C Martins-Filho
Emerging Markets Review 23, 96-123, 2015
702015
Semiparametric stochastic frontier estimation via profile likelihood
C Martins-Filho, F Yao
Econometric Reviews 34 (4), 413-451, 2015
702015
Nonparametric regression estimation with general parametric error covariance
C Martins-Filho, F Yao
Journal of Multivariate Analysis 100 (3), 309-333, 2009
642009
Nonparametric frontier estimation via local linear regression
C Martins-Filho, F Yao
Journal of Econometrics 141 (1), 283-319, 2007
632007
Estimation of value-at-risk and expected shortfall based on nonlinear models of return dynamics and extreme value theory
C Martins-Filho, F Yao
Studies in Nonlinear Dynamics & Econometrics 10 (2), 2006
562006
A smooth nonparametric conditional quantile frontier estimator
C Martins-Filho, F Yao
Journal of Econometrics 143 (2), 317-333, 2008
532008
Demand and pricing of telecommunications services: evidence and welfare implications
C Martins-Filho, JW Mayo
The Rand Journal of Economics, 439-454, 1993
531993
A model of vertical differentiation, brand loyalty, and persuasive advertising
VJ Tremblay, C Martins-Filho
Advertising and differentiated products, 221-238, 2001
442001
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications
DM Mandy, C Martins-Filho
Journal of Econometrics 58 (3), 315-346, 1993
391993
Bias reduction in kernel density estimation via Lipschitz condition
K Mynbaev, C Martins-Filho
Journal of Nonparametric Statistics 22 (2), 219-235, 2010
332010
A class of improved parametrically guided nonparametric regression estimators
C Martins-Filho, S Mishra, A Ullah
Econometric Reviews 27 (4-6), 542-573, 2008
332008
High-order conditional quantile estimation based on nonparametric models of regression
C Martins-Filho, F Yao, M Torero
Econometric Reviews 34 (6-10), 907-958, 2015
262015
Kernel-based estimation of semiparametric regression in triangular systems
C Martins-Filho, F Yao
Economics Letters 115 (1), 24-27, 2012
222012
A comparison of nonparametric efficiency estimators: DEA, FDC, DEAC, FDCH, order-m and quantile
T Da Silva, C Martins-Filho, E Ribeiro
Economic Bulletin 36 (1), 118-131, 2016
19*2016
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
C Martins-Filho, K Yang
Nonparametric Statistics 19 (1), 23-62, 2007
19*2007
A note on the use of V and U statistics in nonparametric models of regression
C Martins-Filho, F Yao
Annals of the Institute of Statistical Mathematics 58 (2), 389-406, 2006
172006
An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: Applications to nonparametric estimators and test statistics
F Yao, C Martins-Filho
Communications in Statistics-Theory and methods 44 (15), 3251-3265, 2015
14*2015
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