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Publications in VIVO

Martins-Filho, Carlos B



Research Areas research areas


research overview

  • Professor Martins-Filho's research interests are in econometrics and statistics with a focus on nonparametric and semiparametric models.


  • nonparametric econometrics, nonparametric statistics


selected publications


courses taught

  • ECON 4818 - Introduction to Econometrics
    Primary Instructor - Spring 2024
    Provides undergraduate economics majors with an introduction to econometric theory and practice. Develops the multiple regression model and problems encountered in its application in lecture and individual applied projects.
  • ECON 4858 - Financial Econometrics
    Primary Instructor - Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021 / Fall 2023
    Introduces statistical models, estimation and testing procedures used in analyzing financial data for advanced undergraduates. Topics include the modeling of returns, portfolio theory, the capital asset pricing model, options pricing and fixed income securities. Recommended prerequisite: ECON 4818.
  • ECON 7818 - Mathematical Statistics for Economists
    Primary Instructor - Fall 2018 / Fall 2019 / Fall 2020 / Fall 2021 / Fall 2022 / Fall 2023
    Provides the mathematical foundation for Ph.D. level statistical inference in economic research. The primary topics of the course are probability theory and mathematical statistics including hypothesis testing and classical estimation with an emphasison the method of maximum likelihood. Instructor consent required.
  • ECON 8828 - Seminar: Econometrics 1
    Primary Instructor - Fall 2022
    First semester of two-semester sequence in econometrics for PhD students. Studies least squares and generalized least squares estimation of linear econometric models. Asymptotic (large sample) theory of inference. Some topics in the estimation of microdata.


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