Access Statistics for Carlos Brunet Martins-Filho

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Nonparametric Model of Frontiers	0	0	1	112	0	0	1	310
A class of nonparametric density derivative estimators based on global Lipschitz conditions	0	0	0	4	0	0	0	23
Bias reduction in kernel density estimation via Lipschitz condition	0	0	0	31	0	1	1	152
Cheap Pollution: The Case of Vehicle Hydrocarbon Emission	0	0	0	76	0	0	0	415
Consistency and asymptotic normality for a nonparametric prediction under measurement errors	0	0	0	0	0	1	1	11
Estimation of Hedonic Price Functions via Additive Nonparametric Regression	0	0	0	138	0	0	0	333
Estimation of a Partially Linear Regression in Triangular Systems	0	0	0	0	0	0	1	4
Estimation of a Partially Linear Regression in Triangular Systems	0	0	0	37	1	2	3	109
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion	0	0	0	1	0	0	1	9
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory	0	0	1	31	1	3	4	125
On functional form representation of multi-output production technologies	0	0	0	0	0	0	0	32
Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems	0	0	0	21	0	0	2	96
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view	0	0	0	16	0	1	1	27
Relative Efficiency with Equivalence Classes of Asymptotic Covariances	0	0	0	64	0	0	2	882
Unified estimation of densities on bounded and unbounded domains	0	0	0	15	0	0	0	29
Total Working Papers	0	0	2	546	2	8	17	2,557

2 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	104
A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators	0	0	0	0	0	0	0	136
A Note on the Use of V and U Statistics in Nonparametric Models of Regression	0	0	0	22	0	0	0	59
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators	0	0	0	19	0	0	0	192
A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile	0	1	3	241	1	5	12	1,022
A new estimator of a jump discontinuity in regression	0	0	0	0	0	1	2	7
A smooth nonparametric conditional quantile frontier estimator	0	0	0	37	0	1	2	141
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	0	0	1
Bias reduction in kernel density estimation via Lipschitz condition	0	0	0	0	1	1	3	11
Consistency and asymptotic normality for a nonparametric prediction under measurement errors	0	0	0	2	0	0	0	26
Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications	0	0	0	102	0	0	2	482
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory	0	0	1	191	0	0	3	527
Estimation of hedonic price functions via additive nonparametric regression	0	0	0	101	0	0	2	347
Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve	0	0	0	0	0	0	3	6
Financial constraints and firm efficiency: Further empirical evidence	0	0	0	0	4	5	5	5
Financing in an emerging economy: Does financial development or financial structure matter?	0	0	2	55	0	0	5	156
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression	0	0	0	11	0	0	2	44
Kernel-based estimation of semiparametric regression in triangular systems	0	1	1	12	0	2	3	56
Local Exponential Frontier Estimation	0	0	0	1	0	1	1	27
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY	0	0	1	9	0	1	3	45
Nonparametric frontier estimation via local linear regression	0	0	0	75	0	0	1	210
Nonparametric regression estimation with general parametric error covariance	0	0	0	55	0	3	5	149
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS	0	0	0	46	0	0	0	238
On Nonparametric Estimation: With a Focus on Agriculture	0	0	0	19	0	0	0	90
On functional form representation of multi-output production technologies	0	0	0	41	0	1	1	133
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view	0	0	0	1	0	0	1	15
Relative efficiency with equivalence classes of asymptotic covariances	0	0	0	5	0	1	1	64
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints	0	0	0	0	0	0	2	8
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications	0	0	0	122	0	1	1	286
Semiparametric Stochastic Frontier Estimation via Profile Likelihood	0	0	0	9	0	0	1	45
Unified estimation of densities on bounded and unbounded domains	0	0	0	0	0	0	0	19
Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets	0	0	1	15	0	2	5	97
Total Journal Articles	0	2	9	1,226	6	25	66	4,748

Chapter	File Downloads				Abstract Views
Chapter	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	1	2	3	24
Total Chapters	0	0	0	4	1	2	3	24

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