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 3 3 6 316
A class of nonparametric density derivative estimators based on global Lipschitz conditions 0 0 0 4 6 6 9 32
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 31 4 4 14 166
Cheap Pollution: The Case of Vehicle Hydrocarbon Emission 0 0 0 76 1 1 10 425
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 0 2 3 10 21
Estimation of Hedonic Price Functions via Additive Nonparametric Regression 0 0 0 138 2 4 8 341
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 0 2 4 14 18
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 37 3 5 9 119
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion 0 0 0 1 0 2 6 15
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory 0 0 1 32 6 9 16 141
On functional form representation of multi-output production technologies 0 0 0 0 1 3 8 40
Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems 0 0 1 22 1 1 7 103
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 16 0 6 12 39
Relative Efficiency with Equivalence Classes of Asymptotic Covariances 0 0 0 64 3 4 11 893
Unified estimation of densities on bounded and unbounded domains 0 0 0 15 2 2 11 41
Total Working Papers 0 0 2 548 36 57 151 2,710
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 1 6 110
A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 0 0 0 1 137
A Note on the Use of V and U Statistics in Nonparametric Models of Regression 0 0 0 22 2 2 6 65
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 19 1 2 9 201
A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile 0 1 6 248 2 4 19 1,042
A new estimator of a jump discontinuity in regression 0 0 0 0 1 3 8 15
A smooth nonparametric conditional quantile frontier estimator 0 0 0 38 4 5 13 155
An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics 0 0 0 0 2 4 7 8
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 0 3 3 11 22
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 2 4 6 13 39
Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications 0 0 0 102 0 1 11 493
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory 1 1 1 192 3 4 18 545
Estimation of hedonic price functions via additive nonparametric regression 0 0 0 101 2 3 9 356
Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve 0 0 0 0 3 3 10 16
Financial constraints and firm efficiency: Further empirical evidence 0 1 4 4 6 14 31 36
Financing in an emerging economy: Does financial development or financial structure matter? 0 0 0 55 3 3 11 167
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression 0 0 0 11 0 4 14 58
Kernel-based estimation of semiparametric regression in triangular systems 0 0 0 12 0 2 7 63
Local Exponential Frontier Estimation 0 0 0 1 3 6 9 36
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY 0 0 0 9 2 6 13 58
Nonparametric frontier estimation via local linear regression 0 0 0 75 2 5 11 221
Nonparametric regression estimation with general parametric error covariance 0 0 0 55 0 0 5 155
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 0 2 6 96
On functional form representation of multi-output production technologies 0 0 1 42 1 3 9 142
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 1 1 5 9 24
Relative efficiency with equivalence classes of asymptotic covariances 0 0 0 5 3 4 12 76
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints 0 0 0 1 1 3 8 17
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications 0 0 0 122 0 0 7 293
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 3 3 8 27
Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets 0 0 0 15 3 3 7 104
Total Journal Articles 1 3 12 1,241 55 104 319 5,071

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 6 9 15 40
Total Chapters 0 0 0 4 6 9 15 40

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