research overview
- Professor Martins-Filho's research interests are in econometrics and statistics with a focus on nonparametric and semiparametric models.
- Contact Info
Martins-Filho, Carlos B Professor
Positions
- Professor, Economics
Research Areas
Research
keywords
- nonparametric econometrics, nonparametric statistics
Publications
selected publications
-
chapter
-
A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
2016
-
Relative Prices of Food and the Volatility of Agricultural Commodities: Evidence for a Panel of Developing Economies.
239-267.
2016
-
A model of vertical differentiation, brand loyalty, and persuasive advertising.
221-238.
2001
- Economic Methodology and Econometrics. 439-457. 1996
-
A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions
2016
-
journal article
-
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY.
Econometric Theory.
23-67.
2018
-
Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L-1 view.
Statistics and Probability Letters.
17-22.
2017
- A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile. Economics Bulletin. 118-+. 2016
-
Consistency and asymptotic normality for a nonparametric prediction under measurement errors.
Journal of Multivariate Analysis.
166-188.
2015
-
Financing in an emerging economy: Does financial development or financial structure matter?.
Emerging Markets Review.
96-123.
2015
-
High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression.
Econometric Reviews.
906-957.
2015
-
Semiparametric Stochastic Frontier Estimation via Profile Likelihood.
Econometric Reviews.
413-451.
2015
-
An Asymptotic Characterization of Finite Degree U-statisticsWith Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics.
Communications in Statistics - Theory and Methods.
3251-3265.
2015
- Local exponential frontier estimation. 171-216. 2013
-
On Nonparametric Estimation: With a Focus on Agriculture.
Annual Review of Resource Economics.
93-110.
2013
-
Kernel-based estimation of semiparametric regression in triangular systems.
Economics Letters.
24-27.
2012
-
On Asymptotic Normality of the Local Polynomial Regression Estimator with Stochastic Bandwidths.
Communications in Statistics - Theory and Methods.
1052-1068.
2012
-
On functional form representation of multi-output production technologies.
Journal of Productivity Analysis.
81-96.
2010
-
Bias reduction in kernel density estimation via Lipschitz condition.
Journal of Nonparametric Statistics.
219-235.
2010
-
Nonparametric regression estimation with general parametric error covariance.
Journal of Multivariate Analysis.
309-333.
2009
-
A class of improved parametrically guided nonparametric regression estimators.
Econometric Reviews.
542-573.
2008
-
A smooth nonparametric conditional quantile frontier estimator.
Journal of Econometrics.
317-333.
2008
-
Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets.
Applied Financial Economics Letters.
939-943.
2008
-
Nonparametric frontier estimation via local linear regression.
Journal of Econometrics.
283-319.
2007
-
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion.
Journal of Nonparametric Statistics.
23-62.
2007
-
A note on the use of v and u statistics in nonparametric models of regression.
Annals of the Institute of Statistical Mathematics.
389-406.
2006
- Estimation of value-at-risk and expected shortfall based on nonlinear models of return dynamics and extreme value theory. Studies in Nonlinear Dynamics and Econometrics. 2006
-
Estimation of hedonic price functions via additive nonparametric regression.
Empirical Economics.
93-114.
2005
-
OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS.
Econometric Reviews.
485-505.
2001
-
Relative efficiency with equivalence classes of asymptotic covariances.
Journal of Econometrics.
79-98.
1999
-
A note on a unified approach to asymptotic equivalence of Aitken and feasible Aitken instrumental variables estimators.
International Economic Review.
479-479.
1997
-
A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators.
International Economic Review.
957-957.
1994
-
DEMAND AND PRICING OF TELECOMMUNICATIONS SERVICES - EVIDENCE AND WELFARE IMPLICATIONS.
RAND Journal of Economics.
439-454.
1993
-
SEEMINGLY UNRELATED REGRESSIONS UNDER ADDITIVE HETEROSCEDASTICITY - THEORY AND SHARE EQUATION APPLICATIONS.
Journal of Econometrics.
315-346.
1993
-
NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY.
Econometric Theory.
23-67.
2018
-
scholarly edition
Teaching
courses taught
- ECON 4909 Independent Study (Spring 2019)
- ECON 8909 Independent Study (Spring 2019)
- ECON 8999 Doctoral Dissertation (Spring 2019)
- ECON 4858 Financial Econometrics (Fall 2018)
- ECON 4909 Independent Study (Fall 2018)
- ECON 7818 Mathematical Statistics for Economists (Fall 2018)
- ECON 8909 Independent Study (Fall 2018)
- ECON 8999 Doctoral Dissertation (Fall 2018)
- ECON 4909 Independent Study (Spring 2018)
- ECON 8909 Independent Study (Spring 2018)
- ECON 8999 Doctoral Dissertation (Spring 2018)
Background
education and training
- Ph.D., University of Tennessee-Knoxville 1992
- M.A., University of Tennessee-Knoxville 1991
- B.S., Federal Univ of Ceara (Brazil) 1988
International Activities
global connections related to teaching and scholarly work (in recent years)
- Americas Transnational Region
- Brazil Country
- Central Asia Transnational Region
- Germany Country
- Kazakhstan Country