On functional form representation of multi-output production technologies R Färe, C Martins-Filho, M Vardanyan Journal of Productivity Analysis 33, 81-96, 2010 | 143 | 2010 |
Estimation of hedonic price functions via additive nonparametric regression C Martins-Filho, O Bin Empirical economics 30, 93-114, 2005 | 97 | 2005 |
Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory C Martins-Filho, F Yao, M Torero Econometric Theory 34 (1), 23-67, 2018 | 86 | 2018 |
Financing in an emerging economy: Does financial development or financial structure matter? F Castro, AEG Kalatzis, C Martins-Filho Emerging Markets Review 23, 96-123, 2015 | 77 | 2015 |
Semiparametric stochastic frontier estimation via profile likelihood C Martins-Filho, F Yao Econometric Reviews 34 (4), 413-451, 2015 | 73 | 2015 |
Nonparametric regression estimation with general parametric error covariance C Martins-Filho, F Yao Journal of Multivariate Analysis 100 (3), 309-333, 2009 | 66 | 2009 |
Nonparametric frontier estimation via local linear regression C Martins-Filho, F Yao Journal of Econometrics 141 (1), 283-319, 2007 | 63 | 2007 |
Demand and pricing of telecommunications services: evidence and welfare implications C Martins-Filho, JW Mayo The Rand Journal of Economics, 439-454, 1993 | 57 | 1993 |
Estimation of value-at-risk and expected shortfall based on nonlinear models of return dynamics and extreme value theory C Martins-Filho, F Yao Studies in Nonlinear Dynamics & Econometrics 10 (2), 2006 | 54 | 2006 |
A smooth nonparametric conditional quantile frontier estimator C Martins-Filho, F Yao Journal of Econometrics 143 (2), 317-333, 2008 | 53 | 2008 |
A model of vertical differentiation, brand loyalty, and persuasive advertising VJ Tremblay, C Martins-Filho Advertising and differentiated products, 221-238, 2001 | 46 | 2001 |
Seemingly unrelated regressions under additive heteroscedasticity: Theory and share equation applications DM Mandy, C Martins-Filho Journal of Econometrics 58 (3), 315-346, 1993 | 40 | 1993 |
A class of improved parametrically guided nonparametric regression estimators C Martins-Filho, S Mishra, A Ullah Econometric Reviews 27 (4-6), 542-573, 2008 | 36 | 2008 |
Bias reduction in kernel density estimation via Lipschitz condition K Mynbaev, C Martins-Filho Journal of Nonparametric Statistics 22 (2), 219-235, 2010 | 33 | 2010 |
High-order conditional quantile estimation based on nonparametric models of regression C Martins-Filho, F Yao, M Torero Econometric Reviews 34 (6-10), 907-958, 2015 | 28 | 2015 |
Kernel-based estimation of semiparametric regression in triangular systems C Martins-Filho, F Yao Economics Letters 115 (1), 24-27, 2012 | 23 | 2012 |
A comparison of nonparametric efficiency estimators: DEA, FDC, DEAC, FDCH, order-m and quantile T Da Silva, C Martins-Filho, E Ribeiro Economic Bulletin 36 (1), 118-131, 2016 | 19* | 2016 |
Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion C Martins-Filho, K Yang Nonparametric Statistics 19 (1), 23-62, 2007 | 19* | 2007 |
A note on the use of V and U statistics in nonparametric models of regression C Martins-Filho, F Yao Annals of the Institute of Statistical Mathematics 58 (2), 389-406, 2006 | 18 | 2006 |
An asymptotic characterization of finite degree U-statistics with sample size-dependent kernels: Applications to nonparametric estimators and test statistics F Yao, C Martins-Filho Communications in Statistics-Theory and methods 44 (15), 3251-3265, 2015 | 14* | 2015 |