Carlos Martins-Filho

Biographical Information

Carlos Martins-Filho, Professor, received his Ph.D. from University of Tennessee in 1992. He joined the OSU Economics Department in 1992. To go to Professor Martins-Filho's web page click here. To view Professor Martins-Filho's curriculum vitae click here.

Research Interests

Carlos Martins-Filho's research interests are in theoretical and applied econometrics with a focus on semiparametric and nonparametric models of regression. Recent research has included work on the specification and estimation of nonparametric models of frontiers, study of the finite sample properties of backfitting and marginal integration estimators for additive nonparametric regression based on data driven bandwidth selection methods and nonparametric estimation of measures of risk for financial time series. He was editor of the Brazilian Review of Econometrics and has published in journals such as the Journal of Econometrics, RAND Journal of Economics, International Economic Review, Econometric Reviews, Annals of Mathematical Statistics and Empirical Economics. He has received grants from CNPq-Brazil, and the Spanish Ministry of Education.

Teaching

Professor Martins-Filho teaches courses in econometrics, game theory, and managerial economics.

Selected Papers

“Relative Efficiency with Equivalence Classes of Asymptotic Covariances,” Journal of Econometrics, 88, 79-98, 1999, with D. Mandy.

“Optimal IV Estimation of Systems with Stochastic Regressors and VAR Disturbances with Applications to Dynamic Systems,” Econometric Reviews, 20, 485-505, 2001, with D. Mandy.

“A Note on the Use of V and U statistics in Nonparametric Models of Regression,” Annals of the Institute of Statistical Mathematics, 58, 389-406, 2006, with F. Yao.

“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, 10, Article 4, 2006, with F. Yao.

"Finite Sample Performance of Kernel-based Regression Methods for Non-parametric Additive Models Under Common Bandwidth Selection Criterion," Journal of Nonparametric Statistics, 19, 23-62, 2007, with K. Yang.

"Nonparametric Frontier Estimation via Local Linear Regression," Journal of Econometrics, 141, 283-319, 2007, with F. Yao.

"A Smoothed Conditional Quantile Frontier Estimator," Journal of Econometrics, forthcoming, with F. Yao.