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Kernel-based estimation of semiparametric regression in triangular systems
Martins-Filho, Carlos; Yao, Feng - In: Economics letters 115 (2012) 1, pp. 24-27
Persistent link: https://www.econbiz.de/10009615347
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Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - 2013
Persistent link: https://www.econbiz.de/10010363124
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A note on some properties of a skew-normal density
Martins-Filho, Carlos; Yao, Feng - 2010
Persistent link: https://www.econbiz.de/10008823828
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Nonparametric stochastic frontier estimation via profile
Martins-Filho, Carlos; Yao, Feng - 2010
Persistent link: https://www.econbiz.de/10008823830
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A smooth nonparametric conditional quantile frontier estimator
Martins-Filho, Carlos; Yao, Feng - In: Journal of econometrics 143 (2008) 2, pp. 317-333
Persistent link: https://www.econbiz.de/10003722604
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Nonparametric frontier estimation via local linear regression
Martins-Filho, Carlos; Yao, Feng - In: Journal of econometrics 141 (2007) 1, pp. 283-319
Persistent link: https://www.econbiz.de/10003571284
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High-order conditional quantile estimation based on nonparametric models of regression
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958
Persistent link: https://www.econbiz.de/10011483401
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Semiparametric stochastic frontier estimation via profile likelihood
Martins-Filho, Carlos; Yao, Feng - In: Econometric reviews 34 (2015) 1/5, pp. 413-451
Persistent link: https://www.econbiz.de/10011373272
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Estimation of a partially linear regression in triangular systems
Geng, Xin; Martins-Filho, Carlos; Yao, Feng - 2015
Persistent link: https://www.econbiz.de/10011407705
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Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric theory 34 (2018) 1, pp. 23-67
Persistent link: https://www.econbiz.de/10011950922