Carlos
Martins-Filho
Professor
Department
of Economics
Oregon
State University
Ballard
Hall 303
Corvallis,
OR 97331-3612
USA
Email: carlos.martins@oregonstate.edu
Voice:
+ 1 541 737 1476
1. Teaching
2. Research: Econometrics and nonparametric
statistics.
Working papers:
- Nonparametric
stochastic frontier estimation via profile likelihood (with F. Yao).
- Smooth
nonparametric conditional quantile profit
function estimator (with Anton Piskunov).
- On
functional form representation of multi-output production technologies
(with R. Fare and M. Vardanyan).
- Local
polynomial estimation with stochastic bandwidth (with P. Saraiva).
Published/forthcoming
papers:
- Nonparametric
regression estimation with general parametric error covariance (with F.
Yao), Journal
of Multivariate Analysis, 100, 309-333, 2009. (working paper
version)
- A
class of improved parametrically guided nonparametric regression
estimators (with S. Mishra and A. Ullah), Econometric Reviews, 27, 542-573, 2008. (working
paper version)
- A
smoothed conditional quantile frontier estimator
(with F. Yao), Journal of Econometrics, 143, 317-333, 2008. (working paper version)
- Vehicle
price and hydrocarbon emissions:
evidence from the used vehicle markets (with O. Bin), Applied
Economics Letters, 15, 939-943, 2008. (working
paper version)
- Finite
sample performance of kernel-based regression methods for non-parametric
additive models under common bandwidth selection criterion (with K. Yang),
Journal
of Nonparametric Statistics, 19, 23-62, 2007. (working paper
version)
- Nonparametric
frontier estimation via local linear regression (with F. Yao), Journal of
Econometrics, 141, 283-319, 2007. (working paper
version)
- A Note
on the use of V and U statistics in nonparametric models of regression (with
F. Yao), Annals
of the Institute of Statistical Mathematics, 58, 389-406, 2006. (working paper
version)
- Estimation
of value-at-risk and expected shortfall based on nonlinear models of
return dynamics and extreme value theory (with F. Yao), Studies in
Nonlinear Dynamics and Econometrics, 10, Article 4, 2006. (working paper version)
- Estimation
of hedonic price functions via additive nonparametric regression (with O.
Bin), Empirical
Economics, 30, 93-114, 2005
- Optimal
IV estimation of systems with stochastic regressors
and VAR disturbances with applications to dynamic systems (with D. Mandy),
Econometric
Reviews, 20, 485-505, 2001.
- A
model of vertical differentiation, brand loyalty and persuasive advertising
(with V. Tremblay), in Advances in Applied Microeconomics, Eds. M. Baye and J. Nelson, JAI Press, 221-238, 2001.
- Relative
efficiency with equivalence classes of asymptotic covariances
(with D. Mandy), Journal of Econometrics, 88, 79-98, 1999.
- A note
on a unified approach to asymptotic equivalence of Aitken
and feasible Aitken instrumental variables
estimators (with D. Mandy), International Economic Review, 38, 479,
1997.
- A
unified approach to asymptotic equivalence of Aitken
and feasible Aitken instrumental variables
estimators (with D. Mandy), International Economic Review, 35,
957-979, 1994.
- Seemingly
unrelated regressions under additive heterocedasticity:
theory and share equations applications (with D. Mandy), Journal of
Econometrics, 58, 315-346, 1993.
- Demand
and pricing of telecommunications services: evidence and welfare
implications (with J. Mayo), RAND Journal of Economics, 24, 439-454,
1993.
Referee:
Annals
of Statistics
Journal of the American Statistical
Association
Journal of Econometrics
Econometric Theory
Journal of Applied Econometrics
Econometric Reviews
Journal of Nonparametric Statistics
Journal of Multivariate Analysis
RAND Journal of Economics
Journal of Productivity Analysis, etc.