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 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 1 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 1 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 37 1 1 2 108
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 0 0 0 1 4
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 2 2 3 124
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 1 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 5 7 15 2,555
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 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 1 2 3 241 4 6 11 1,021
A new estimator of a jump discontinuity in regression 0 0 0 0 1 1 2 7
A smooth nonparametric conditional quantile frontier estimator 0 0 1 37 0 1 4 141
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 0 0 2 10
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 1 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 4 527
Estimation of hedonic price functions via additive nonparametric regression 0 0 0 101 0 1 3 347
Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve 0 0 0 0 0 0 4 6
Financing in an emerging economy: Does financial development or financial structure matter? 0 1 2 55 0 2 5 156
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression 0 0 0 11 0 0 4 44
Kernel-based estimation of semiparametric regression in triangular systems 1 1 1 12 1 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 1 1 9 0 2 4 45
Nonparametric frontier estimation via local linear regression 0 0 0 75 0 0 2 210
Nonparametric regression estimation with general parametric error covariance 0 0 1 55 2 3 6 149
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 1 1 15
Relative efficiency with equivalence classes of asymptotic covariances 0 0 0 5 1 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 1 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 4 5 97
Total Journal Articles 2 5 11 1,226 10 28 69 4,741

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 2 2 23
Total Chapters 0 0 0 4 0 2 2 23

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Statistics updated 2025-03-03