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Martins-Filho, Carlos B

Professor

Positions

• Professor, Economics

Research Areas

• Econometrics/Forecasting
• Statistics

Research

research overview

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

keywords

• nonparametric econometrics, nonparametric statistics

Publications

selected publications

• chapter

  • A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions.  Advances in Econometrics. 591-615. 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.  Advances in Applied Microeconomics. 221-238. 2001
  • Economic Methodology and Econometrics.  439-457. 1996

• journal article

  • Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve.  Economics Letters. 110713-110713. 2022
  • A new estimator of a jump discontinuity in regression.  Economics Letters. 2022
  • Nonparametric estimation of unrestricted distributions and their jumps.  Canadian Journal of Statistics. 638-662. 2021
  • Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints.  Journal of Business and Economic Statistics. 615-628. 2020
  • Estimation of a partially linear additive model with generated covariates.  Journal of Statistical Planning and Inference. 94-118. 2020
  • Unified estimation of densities on bounded and unbounded domains.  Annals of the Institute of Statistical Mathematics. 853-887. 2019
  • 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
  • AP Stats and Business Stats 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 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: a quarterly journal of the Institute for Advanced Studies, Vienna . 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

• scholarly edition

  • A note on some properties of a skew-normal density 2010
  • Nonparametric stochastic frontier estimation via profile 2010

Teaching

courses taught

• 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.

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

geographic focus

• Americas  Transnational Region
• Brazil  Country
• Central Asia  Transnational Region
• Europe  Continent
• France  Country
• Germany  Country
• Kazakhstan  Country

Other Profiles

ORCID iD

• http://orcid.org/0000-0002-1477-3122

Google Scholar

• https://scholar.google.com/citations?hl=en&user=4ilMu5AAAAAJ&view_op=list_works&sortby=pubdate

ResearchGate

• https://www.researchgate.net/profile/Carlos_Martins-Filho