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 3 3 313
A class of nonparametric density derivative estimators based on global Lipschitz conditions 0 0 0 4 0 2 3 26
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 31 0 6 10 162
Cheap Pollution: The Case of Vehicle Hydrocarbon Emission 0 0 0 76 0 8 9 424
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 0 0 5 7 18
Estimation of Hedonic Price Functions via Additive Nonparametric Regression 0 0 0 138 0 2 4 337
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 0 1 10 11 15
Estimation of a Partially Linear Regression in Triangular Systems 0 0 0 37 1 4 7 115
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion 0 0 0 1 1 4 5 14
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory 0 0 1 32 2 5 10 134
On functional form representation of multi-output production technologies 0 0 0 0 1 3 6 38
Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems 0 0 1 22 0 3 6 102
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 16 1 3 7 34
Relative Efficiency with Equivalence Classes of Asymptotic Covariances 0 0 0 64 1 8 8 890
Unified estimation of densities on bounded and unbounded domains 0 0 0 15 0 6 10 39
Total Working Papers 0 0 2 548 8 72 106 2,661
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 1 5 6 110
A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 0 0 1 1 137
A Note on the Use of V and U Statistics in Nonparametric Models of Regression 0 0 0 22 0 4 4 63
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators 0 0 0 19 0 4 7 199
A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile 1 2 7 248 1 4 18 1,039
A new estimator of a jump discontinuity in regression 0 0 0 0 1 6 6 13
A smooth nonparametric conditional quantile frontier estimator 0 0 1 38 0 4 9 150
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 3 4
Bias reduction in kernel density estimation via Lipschitz condition 0 0 0 0 0 2 9 19
Consistency and asymptotic normality for a nonparametric prediction under measurement errors 0 0 0 2 0 5 7 33
Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications 0 0 0 102 1 6 11 493
Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory 0 0 0 191 0 8 14 541
Estimation of hedonic price functions via additive nonparametric regression 0 0 0 101 0 5 6 353
Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve 0 0 0 0 0 5 7 13
Financial constraints and firm efficiency: Further empirical evidence 1 1 4 4 2 7 23 24
Financing in an emerging economy: Does financial development or financial structure matter? 0 0 0 55 0 4 8 164
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression 0 0 0 11 3 9 13 57
Kernel-based estimation of semiparametric regression in triangular systems 0 0 0 12 1 4 6 62
Local Exponential Frontier Estimation 0 0 0 1 2 5 5 32
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY 0 0 0 9 1 6 8 53
Nonparametric frontier estimation via local linear regression 0 0 0 75 0 4 6 216
Nonparametric regression estimation with general parametric error covariance 0 0 0 55 0 3 6 155
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS 0 0 0 46 0 1 4 242
On Nonparametric Estimation: With a Focus on Agriculture 0 0 0 19 2 6 6 96
On functional form representation of multi-output production technologies 0 0 1 42 1 4 7 140
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view 0 0 0 1 3 7 7 22
Relative efficiency with equivalence classes of asymptotic covariances 0 0 0 5 0 5 8 72
Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints 0 0 1 1 1 3 7 15
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications 0 0 0 122 0 3 7 293
Semiparametric Stochastic Frontier Estimation via Profile Likelihood 0 0 0 9 0 6 7 52
Unified estimation of densities on bounded and unbounded domains 0 0 0 0 0 3 5 24
Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets 0 0 0 15 0 3 4 101
Total Journal Articles 2 3 14 1,240 20 143 245 4,987

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 3 8 11 34
Total Chapters 0 0 0 4 3 8 11 34

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