Access Statistics for Carlos Brunet Martins-Filho

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Model of Frontiers 0 0 0 112 0 2 9 319
A class of nonparametric density derivative estimators based on global Lipschitz conditions 0 0 0 4 0 1 9 33
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 31 0 2 15 168
Cheap Pollution: The Case of Vehicle Hydrocarbon Emission 0 0 0 76 0 0 10 425
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 0 0 0 10 22
Estimation of Hedonic Price Functions via Additive Nonparametric Regression 0 0 0 138 0 0 8 341
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 0 1 1 15 20
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 37 0 1 10 120
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion 0 0 0 1 0 1 6 16
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory 0 0 1 32 1 1 16 142
On functional form representation of multi-output production technologies 0 0 0 0 0 0 8 40
Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems 0 0 1 22 1 1 7 104
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 16 0 0 12 39
Relative Efficiency with Equivalence Classes of Asymptotic Covariances 0 0 0 64 0 0 11 893
Unified estimation of densities on bounded and unbounded domains 0 0 0 15 0 1 11 42
Total Working Papers 0 0 2 548 3 11 157 2,724
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Improved Parametrically Guided Nonparametric Regression Estimators 0 0 0 35 0 0 5 110
A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 0 0 1 2 138
A Note on the Use of V and U Statistics in Nonparametric Models of Regression 0 0 0 22 1 1 7 66
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 19 0 0 7 201
A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile 0 0 4 248 1 2 13 1,045
A new estimator of a jump discontinuity in regression 0 0 0 0 0 0 8 15
A smooth nonparametric conditional quantile frontier estimator 0 0 0 38 0 0 11 155
An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics 0 0 0 0 0 1 8 9
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 0 0 0 7 22
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 2 0 0 14 40
Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications 0 0 0 102 0 0 10 493
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory 0 0 1 192 0 0 16 545
Estimation of hedonic price functions via additive nonparametric regression 0 0 0 101 0 3 12 359
Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve 1 1 2 2 2 3 14 21
Financial constraints and firm efficiency: Further empirical evidence 0 0 3 4 2 5 33 44
Financing in an emerging economy: Does financial development or financial structure matter? 0 0 0 55 0 1 13 169
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression 0 0 0 11 0 0 12 58
Kernel-based estimation of semiparametric regression in triangular systems 0 0 0 12 0 0 5 63
Local Exponential Frontier Estimation 0 0 0 1 0 2 12 39
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY 0 0 0 9 1 2 13 60
Nonparametric frontier estimation via local linear regression 0 0 0 75 0 0 9 221
Nonparametric regression estimation with general parametric error covariance 0 0 0 55 0 1 5 157
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS 0 0 0 46 0 0 4 242
On Nonparametric Estimation: With a Focus on Agriculture 0 0 0 19 1 1 7 97
On functional form representation of multi-output production technologies 0 0 1 42 1 1 9 143
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 1 0 0 9 24
Relative efficiency with equivalence classes of asymptotic covariances 0 0 0 5 1 1 12 77
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints 0 0 0 1 0 1 14 23
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications 0 0 0 122 0 0 7 294
Semiparametric Stochastic Frontier Estimation via Profile Likelihood 0 0 0 9 0 0 7 52
Unified estimation of densities on bounded and unbounded domains 0 0 0 0 1 1 8 28
Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets 0 0 0 15 1 2 9 106
Total Journal Articles 1 1 11 1,243 12 29 322 5,116

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions 0 0 0 4 0 1 17 43
Total Chapters 0 0 0 4 0 1 17 43

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