Carlos Brunet Martins-Filho : Citation Profile


Are you Carlos Brunet Martins-Filho?

University of Colorado

11

H index

11

i10 index

285

Citations

RESEARCH PRODUCTION:

31

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 9
   Journals where Carlos Brunet Martins-Filho has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 17 (5.63 %)

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   Permalink: http://citec.repec.org/pma1877
   Updated: 2024-07-05    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Brunet Martins-Filho.

Is cited by:

Parmeter, Christopher (19)

Henderson, Daniel (11)

Zelenyuk, Valentin (9)

Vardanyan, Michael (6)

Tsionas, Mike (6)

Kumbhakar, Subal (6)

WEI, Chu (5)

Tran, Kien (5)

Kumar, Surender (5)

Grosskopf, Shawna (5)

Price, Michael (4)

Cites to:

Simar, Leopold (30)

Martins-Filho, Carlos (13)

Levine, Ross (10)

Mynbaev, Kairat (9)

Lovell, C. (8)

Daouia, Abdelaati (8)

Li, Qi (8)

Fan, Jianqing (6)

Schmidt, Peter (6)

Cazals, Catherine (5)

Florens, Jean-Pierre (5)

Main data


Where Carlos Brunet Martins-Filho has published?


Journals with more than one article published# docs
Journal of Econometrics4
Econometric Reviews4
Economics Letters3
Journal of Multivariate Analysis2
Annals of the Institute of Statistical Mathematics2
International Economic Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Working Papers / Department of Economics, West Virginia University5

Recent works citing Carlos Brunet Martins-Filho (2024 and 2023)


YearTitle of citing document
2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Modeling economies of scope in joint production: Convex regression of input distance function. (2023). Kuosmanen, Timo ; Dai, Sheng. In: Papers. RePEc:arx:papers:2311.11637.

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2024Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573.

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2023Generalized quantile and expectile properties for shape constrained nonparametric estimation. (2023). Dai, Sheng ; Zhou, Xun ; Kuosmanen, Timo. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:914-927.

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2023Environmental performance of the Chinese cement enterprise: An empirical analysis using a text-based directional vector. (2023). WEI, Chu ; Zhou, Wenji. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003432.

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2024CO2 emissions abatement costs and drivers for Indian thermal power industry. (2024). Sinha, Avik ; Nilakantan, Rahul ; Jindal, Abhinav. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004500.

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2023A semi-parametric analysis of the cash flow sensitivity of cash. (2023). Machokoto, Michael ; Kadzima, Marvelous. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004257.

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2023Nexus between Macroeconomic Factors and Corporate Investment: Empirical Evidence from GCC Markets. (2023). Safi, Samir K ; Daniel, Linda Nalini ; Hamouri, Basem ; Tabash, Mosab I ; Farooq, Umar. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:35-:d:1069772.

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2023Marginal Carbon Dioxide Emission Reduction Cost and Influencing Factors in Chinese Industry Based on Bayes Bootstrap. (2023). Liu, Haibin ; Peng, DI. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8662-:d:1156821.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. (2023). Loperfido, Nicola ; Shushi, Tomer. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:199:y:2023:i:1:d:10.1007_s10957-023-02252-x.

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2023Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model. (2023). Tsionas, Mike G ; Tran, Kien C. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00036-z.

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2023Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:126785.

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2023Macroeconomic forecasting in times of crises. (2023). Zhong, Molin ; Guerroonquintana, Pablo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:295-320.

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2023Semiparametric estimation of expected shortfall and its application in finance. (2023). Zhao, Yunfan ; Liu, Yinglin ; Fang, Yan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:835-851.

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Works by Carlos Brunet Martins-Filho:


YearTitleTypeCited
2013On Nonparametric Estimation: With a Focus on Agriculture In: Annual Review of Resource Economics.
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article2
2006Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory In: Studies in Nonlinear Dynamics & Econometrics.
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article15
2018NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY In: Econometric Theory.
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article20
2012Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2016A comparison of nonparametric efficiency estimators: DEA, FDH, DEAC, FDHC, order-m and quantile In: Economics Bulletin.
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article2
2004A Nonparametric Model of Frontiers In: Econometric Society 2004 Latin American Meetings.
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paper0
2012Kernel-based estimation of semiparametric regression in triangular systems In: Economics Letters.
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article2
2022A new estimator of a jump discontinuity in regression In: Economics Letters.
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article0
2022Exploring nonlinearities between investment and internal funds: Evidence of the U-shaped investment curve In: Economics Letters.
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article1
2007Nonparametric frontier estimation via local linear regression In: Journal of Econometrics.
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article18
2008A smooth nonparametric conditional quantile frontier estimator In: Journal of Econometrics.
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article11
1993Seemingly unrelated regressions under additive heteroscedasticity : Theory and share equation applications In: Journal of Econometrics.
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article8
1998Relative efficiency with equivalence classes of asymptotic covariances In: Journal of Econometrics.
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article0
1998Relative Efficiency with Equivalence Classes of Asymptotic Covariances.(1998) In: Econometrics.
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This paper has nother version. Agregated cites: 0
paper
2015Financing in an emerging economy: Does financial development or financial structure matter? In: Emerging Markets Review.
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article18
2009Nonparametric regression estimation with general parametric error covariance In: Journal of Multivariate Analysis.
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article18
2015Consistency and asymptotic normality for a nonparametric prediction under measurement errors In: Journal of Multivariate Analysis.
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article0
2014Consistency and asymptotic normality for a nonparametric prediction under measurement errors.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2017Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view In: Statistics & Probability Letters.
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article0
2016Reducing bias in nonparametric density estimation via bandwidth dependent kernels: L1 view.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2016A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions In: Advances in Econometrics.
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chapter0
2014A class of nonparametric density derivative estimators based on global Lipschitz conditions.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
1998Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper0
2001OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS.(2001) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0
article
2010On functional form representation of multi-output production technologies In: Post-Print.
[Citation analysis]
paper60
2010On functional form representation of multi-output production technologies.(2010) In: Journal of Productivity Analysis.
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This paper has nother version. Agregated cites: 60
article
1994A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators. In: International Economic Review.
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article4
1997A Note on a Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators. In: International Economic Review.
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article1
2009Bias reduction in kernel density estimation via Lipschitz condition In: MPRA Paper.
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paper8
2010Bias reduction in kernel density estimation via Lipschitz condition.(2010) In: Journal of Nonparametric Statistics.
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This paper has nother version. Agregated cites: 8
article
2007Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion In: MPRA Paper.
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paper6
2018Unified estimation of densities on bounded and unbounded domains In: MPRA Paper.
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paper0
2019Unified estimation of densities on bounded and unbounded domains.(2019) In: Annals of the Institute of Statistical Mathematics.
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This paper has nother version. Agregated cites: 0
article
1993Demand and Pricing of Telecommunications Services: Evidence and Welfare Implications In: RAND Journal of Economics.
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article14
2013Local Exponential Frontier Estimation In: Brazilian Review of Econometrics.
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article0
2006A Note on the Use of V and U Statistics in Nonparametric Models of Regression In: Annals of the Institute of Statistical Mathematics.
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article3
2005Estimation of hedonic price functions via additive nonparametric regression In: Empirical Economics.
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article26
2001Estimation of Hedonic Price Functions via Additive Nonparametric Regression.(2001) In: Working Papers.
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This paper has nother version. Agregated cites: 26
paper
2008Vehicle price and hydrocarbon emissions: evidence from the used-vehicle markets In: Applied Economics Letters.
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article3
2008A Class of Improved Parametrically Guided Nonparametric Regression Estimators In: Econometric Reviews.
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article15
2015Semiparametric Stochastic Frontier Estimation via Profile Likelihood In: Econometric Reviews.
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article24
2015High-Order Conditional Quantile Estimation Based on Nonparametric Models of Regression In: Econometric Reviews.
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article4
2022Robust Estimation of Additive Boundaries With Quantile Regression and Shape Constraints In: Journal of Business & Economic Statistics.
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article0
2015An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics In: Communications in Statistics - Theory and Methods.
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article0
2002Cheap Pollution: The Case of Vehicle Hydrocarbon Emission In: Working Papers.
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paper0
2010Nonparametric stochastic frontier estimation via profile In: Working Papers.
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paper1
2010A note on some properties of a skew-normal density In: Working Papers.
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paper1
2015Estimation of a Partially Linear Regression in Triangular Systems In: Working Papers.
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paper0
2018Estimation of a Partially Linear Regression in Triangular Systems.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper

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