PUBLICATIONS AND WORKING PAPERS:

FRANCISCO CRIBARI-NETO
 
Last updated: October 6, 2014 


2012

Religious Belief and Intelligence: Worldwide Evidence (with Tatiene Souza). Intelligence, 2013.


2012


Modified Likelihood Ratio Statistics for Inflated Beta Regressions (with Tarciana Pereira). Journal of Statistical Computation and Simulation, 2012.
Bartlett Corrections for Beta Regressions (with Fábio Bayer). Journal of Statistical Planning and Inference, 2012.
Detecting Model Misspecification in Inflated Beta Regressions (with Tarciana L. Pereira). Communications in Statistics, Simulation and Computation, 2012.
Improved Birnbaum-Saunders Inference Under Type II Censoring (with Larissa Barreto and Audrey Cysneiros). Computational Statistics and Data Analysis, 2012.
Nonparametric Edge Detection in Speckled Imagery (with Edwin Girón and Alejandro Frery). Mathematics and Computers in Simulation, 2012.
On Testing Inference in Beta Regressions (with Marcela Queiroz). Journal of Statistical Computation and Simulation, 2012.
New Heteroskedasticity-robust Standard Errors for the Linear Regression Model (with Maria da Glória Lima). Brazilian Journal of Probability and Statistics, 2012.
Real Estate Appraisal of Land Lots Using GAMLSS Models (with Lutemberg Florencio and Raydonal Ospina). Chilean Journal of Statistics, 2012.


2011


Testing Inference in Variable Dispersion Beta Regressions (with Tatiene C. Souza). Journal of Statistical Computation and Simulation, 2011.
A Sequence of Improved Standard Errors Under Heteroskedasticity of Unknown Form (with Maria da Glória A. Lima). Journal of Statistical Planning and Inference, 2011.
Dealing with Monotone Likelihood in a Model for Speckled Data (with Donald M. Pianto). Computational Statistics and Data Analysis, 2011.
Diagnostic Tools in Beta Regression With Varying Dispersion (with Patr&iaacute;cia L. Espinheira and Silvia L.P. Ferrari). Statistica Neerlandica, 2011.
A New Heteroskedasticity-consistent Covariance Matrix Estimator in the Linear Regression Model (with Wilton B. Silva). Advances in Statistical Analysis, 2011.


2010


Beta Regression in R (with Achim Zeileis). Journal of Statistical Software, 2010.
Sequences of Bias Adjusted Covariance Matrix Estimators Under Heteroskedasticity of Unknown Form (with Maria da Glória A. Lima). Annals of the Institute of Statistical Mathematics, 2010.
Approximate Inference in Heteroskedastic Regressions: a Numerical Evaluation (with Maria da Glória A. Lima). Journal of Applied Statistics, 2010.
Improved Likelihood Inference in Birnbaum-Saunders Regressions (with Autur Lemonte and Silvia Ferrari). Computational Statistics and Data Analysis, 2010.
Heteroskedasticity-robust Inference in Linear Regressions (with Verônica M.C. Lima, Tatiene C. Souza and Gilênio B. Fernandes). Communications in Statistics, Simulation and Computation, 2010.
Valores Críticos Ajustados Para Inferência em Modelos Lineares de Regressão Sob Heteroscedasticidade de Forma Desconhecida (with Antonio Carlos R. Braga Jr and Tatiene C. Souza). Revista Brasileira de Biometria, 2010.


2009


Robust Estimation in Long-Memory Processes Under Additive Outliers (with Fabio Fajardo and Valdério Reisen). Journal of Statistical Planning and Inference, 2009.
Improved Testing Inference in Mixed Linear Models (with Tatiane F.N. Melo and Silvia L.P. Ferrari). Computational Statistics and Data Analysis, 2009.
Heteroskedasticity-consistent Interval Estimators (with Maria da Gló/ria A. Lima), Journal of Statistical Computation and Simulation, 2009.
Beta Autoregressive Moving Average Models (with Andréa Vanessa Rocha). Test, 2009.
A Generalization of the Exponential-Poisson Distribution (with Wagner Barreto-Souza). Statistics and Probability Letters, 2009.


2008


On Birnbaum-Saunders Inference (with Audrey Cysneiros and Carlos G. Araújo Jr.), Computational Statistics and Data Analysis, 2008.
Influence Diagnostics for Beta Regression (with Patrícia L. Espinheira and Silvia Ferrari), Computational Statistics and Data Analysis, 2008.
Improved Likelihood Inference for the Roughness Parameter of the GA0 Distribution (with Michel Ferreira da Silva and Alejandro C. Frery), Environmetrics, 2008.
Improved Likelihood Inference for the Shape Parameter in Weibull Regression (with Michel Ferreira da Silva and Silvia L.P. Ferrari). Journal of Statistical Computation and Simulation, 2008.
On Beta Regression Residuals (with Patrícia L. Espinheira and Silvia L.P. Ferrari). Journal of Applied Statistics, 2008.
Bootstrap-based Improved Estimators for the Two-parameter Birnbaum--Saunders Distribution (with Artur Lemonte and Alexandre Simas). Journal of Statistical Computation and Simulation, 2008.
Uma Aplicação de Influência para a Distribuição Dirichlet (with Gecynalda Gomes and Klaus Vasconcellos). Revista Brasileira de Estatística, 2008.


2007


Inference under Heteroskedasticity and Leveraged Data (with Tatiene Souza and Klaus Vasconcellos). Communications in Statistics, Theory and Methods, 2007.
Improved Statistical Inference for the Two-parameter Birnbaum-Saunders Distribution (with Artur Lemonte and Klaus Vasconcellos). Computational Statistics and Data Analysis, 2007.
Adjusted Profile Likelihoods for the Weibull Shape Parameter (with Silvia L.P. Ferrari and Michel F. Silva). Journal of Statistical Computation and Simulation, 2007.
Inferência em Modelos Heteroscedásticos na Presença de Pontos de Alavanca (with Tatiene Souza and Klaus Vasconcellos). Revista Brasileira de Estatística, 2007.


2006


Dinâmica Inflacionária Brasileira: Resultados de Auto-regressão Quantílica (with André Maia). Revista Brasileira de Economia, 2006.
Improved Point and Interval Estimation in a Beta Regression Model (with Raydonal Ospina and Klaus Vasconcellos). Computational Statistics and Data Analysis, 2006.


2005


Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities (with Maria da Conceição Sampaio de Sousa and Borko D. Stosic). Brazilian Review of Econometrics, 2005.
Uma Análise da Dinâmica Inflacionária Brasileira (with Keila M. Cassiano). Revista Brasileira de Economia, 2005.
A Numerical Evaluation of Tests Based on Different Heteroskedasticity-consistent Covariance Matrix Estimators (with Silvia Ferrari and Waldemar Oliveira). Journal of Statistical Computation and Simulation, 2005.
Adjusted Profile Likelihood for Two-parameter Exponential Family (with Silvia Ferrari and Michel Silva). Communications in Statistics, Theory and Methods, 2005.
Improved Profile Likelihood Inference (with Silvia Ferrari and Fernando Lucambio). Journal of Statistical Planning and Inference, 2005.


2004


Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation (with Alejandro C. Frery and Marcelo O. Souza). EURASIP Journal on Applied Signal Processing, 2004.
Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models (with Klaus Vasconcellos). Brazilian Journal of Probability and Statistics, 2004.
Beta Regression for Modeling Rates and Proportions (with Silvia Ferrari). Journal of Applied Statistics, 2004.
An Improved Test for Heteroskedasticity Using Adjusted Modified Profile Likelihood Inference (with Audrey Cysneiros and Silvia Ferrari). Journal of Statistical Planning and Inference, 2004.
Asymptotic Inference Under Heteroskedasticity of Unknown Form. Computational Statistics and Data Analysis, 2004.
Dinâmica Inflacionária Brasileira: Modelagem e Previsão (with Nilton Cordeiro). Revista Brasileira d e Estatística, 2004.


2003


Long-memory Inflationary Dynamics: The Case of Brazil (with Valdério Reinsen and Mark Jensen). Studies in Nonlinear Dynamics and Econometrics, 2003.
A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (with Nila Galvão). Communications in Statistics, Theory and Methods, 2003.
Leverage-adjusted Heteroskedastic Bootstrap Methods (with Spyros G. Zarkos). Journal of Statistical Computation and Simulation, 2003.
Econometric and Statistical Computing Using Ox (with Spyros G. Zarkos). Computational Economics, 2003.
Inflation Inertia and Inliers: The Case of Brazil (with Ana Katarina Campêlo). Revista Brasileira de Economia, 2003.
Inferência em Modelos Heterocedásticos (with Ana Cristina Nunes Soares). Revista Brasileira de Economia, 2003.


2002


Improved Estimation of Clutter Properties in Speckled Imagery (with Alejandro C. Frery and Michel F. Silva). Computational Statistics and Data Analysis, 2002.
Corrected Modified Profile Likelihood Inference for Heteroskedastic Models (with Silvia Ferrari). Statistics and Probability Letters, 2002.
Uma Análise de Monte Carlo do Desempenho de Estimadores de Matrizes de Covariância sob Heterocedasticidade de Forma Desconhecida (with Matheus Gois). Revista Brasileira de Economia, 2002.
Nearly Unbiased Maximum Likelihood Estimation for the Beta Distribution (with Klaus Vasconcellos). Journal of Statistical Computation and Simulation, 2002.


2001


Monotonic Improved Critical Values for Chi-Squared Asymptotic Criteria (with Silvia Ferrari). Economics Letters, 2001.
Heteroskedasticity-Consistent Covariance Matrix Estimation: White's Estimator and the Bootstrap (with Spyros Zarkos). Journal of Statistical Computation and Simulation, 2001.
Higher Order Asymptotic Refinements for Score Tests in Proper Dispersion Models (with Silvia Ferrari and Gauss Cordeiro). Journal of Statistical Planning and Inference (special issue in honour of C.R. Rao), 2001.
Numerical Issues in Speckled Imagery Analysis with Maximum Likelihood Parameter Estimation (with Alejandro C. Frery and Marcelo O. Souza). Revista de la Sociedad Argentina de Estadística, 2001.


2000


Improved Heteroscedasticity-Consistent Covariance Matrix Estimators (with Silvia Ferrari and Gauss Cordeiro). Biometrika, 2000.
The Size and Power of Analytical and Bootstrap Corrections to Score Tests in Regression Models (with Spyros Zarkos). Communications in Statistics, Theory and Methods, 2000.
A Note on Inverse Moments of Binomial Variates (with Nancy Lopes Garcia and Klaus Vasconcellos). Brazilian Review of Econometrics, 2000.


1999


Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings (with Mark Jensen and Alvaro Novo). Econometric Theory, 1999.
On the Robustness of Analytical and Bootstrap Corrections to Score Tests in Regression Models (with Silvia Ferrari). Journal of Statistical Computation and Simulation, 1999.
R: Yet Another Econometric Programming Environment (with Spyros Zarkos). Journal of Applied Econometrics, 1999.
Modified Maximum Likelihood Estimation in One-Parameter Exponential Family Models (with Silvia Ferrari, Gauss Cordeiro and Denise Botter). Communications in Statistics, Theory and Methods, 1999.
Bartlett and Bartlett-type Corrections for Testing Linear Restrictions (with Reinaldo Arellano-Valle and Silvia Ferrari). Applied Economics Letters, 1999.
C for Econometricians. Computational Economics, 1999.
Bootstrap Methods for Heteroskedastic Regression Models: Evidence on Estimation and Testing (with Spyros Zarkos). Econometric Reviews, 1999.


1998


Bias Reduction in One-Parameter Exponential Family Models (with Denise Botter, Gauss Cordeiro and Silvia Ferrari). Communications in Statistics, Simulation and Computation, 1998.
On Bootstrap and Analytical Bias Corrections (with Silvia Ferrari). Economics Letters, 1998.
On Bias Reduction in Exponential and Non-Exponential Family Regression Models (with Gauss Cordeiro). Communications in Statistics, Simulation and Computation, 1998.
The Sensitivity of n-Alkane Analysis to Measurement Error: Implications for Use in the Study of Diet Composition (with Jonathan Newman and Mark Jensen). Journal of Agricultural Science, Cambridge, 1998.

1997

Local Power of Three Classic Criteria in Generalised Linear Models with Unknown Dispersion (with Silvia Ferrari and Denise Botter). Biometrika, 1997.
MATLAB as an Econometric Programming Environment (with Mark Jensen). Journal of Applied Econometrics, 1997.
Second Order Asymptotics for Score Tests in Exponential Family Nonlinear Models (with Silvia Ferrari and Miguel Uribe-Opazo). Journal of Statistical Computation and Simulation, 1997.
Econometric Programming Environments: GAUSS, Ox and S-PLUS. Journal of Applied Econometrics, 1997.
On the Corrections to Information Matrix Tests, Econometric Reviews, 1997.
Finite-Sample Adjustments for Homogeneity and Symmetry Tests in Systems of Demand Equations: A Monte Carlo Evaluation, Computational Economics, 1997 (with Spyros Zarkos).
Bias-Corrected Maximum Likelihood Estimation for the Beta Distribution, Journal Statistical Computation and Simulation, 1997 (with Gauss Cordeiro, Enivaldo Rocha and Jacira Rocha).

1996

On Bartlett and Bartlett-type Corrections (with Gauss Cordeiro), Econometric Reviews, 1996.
Second and Third Order Bias Reduction for One-Parameter Family Models (with Silvia Ferrari, Denise Botter and Gauss Cordeiro), Statistics and Probability Letters, 1996.
On Time Series Econometrics. Quarterly Review of Economics and Finance, 1996.
Improved Score Tests for One-Parameter Exponential Family Models (with Silvia Ferrari, Gauss Cordeiro and Miguel Uribe-Opazo), Statistics and Probability Letters, 1996.

1995

Second Order Asymptotics for Score Tests in Generalised Linear Models (with Silvia Ferrari), Biometrika, 1995.
Bartlett Corrections for One-Parameter Exponential Family Models (with Gauss Cordeiro, Elisete Aubin and Silvia Ferrari), Journal of Statistical Computation and Simulation, 1995.
An Improved Lagrange Multiplier Test for Heteroskedasticity (with Silvia Ferrari), Communications in Statistics, Simulation and Computation, 1995.
Improved Test Statistics for Multivariate Regression (with Spyros Zarkos), Economics Letters, 1995.
Bartlett-Corrected Tests for Heteroskedastic Linear Models (with Silvia Ferrari), Economics Letters, 1995.
To Pay or Not to Pay: Positive Incentives as a Calibrating Device in the White Indenture System (with Kyle Kauffman), Quarterly Review of Economics and Finance, 1995.

1994 and earlier (selected)

Canadian Economic Growth: Random Walk or Just a Walk?, Applied Economics, 1994.
On the Corrections to the Wald Test of Non-Linear Restrictions (with Silvia Ferrari), Economics Letters, 1993.
On Bartlett Corrections, Bias Reduction and a New Class of Transformations (with Gauss Cordeiro), Brazilian Journal of Probability and Statistics, 1993.
The Cyclical Component in Brazilian GDP, Brazilian Review of Econometrics, 1993.
On Hypothesis Testing: A Selective Look at the Lagrange Multiplier, Likelihood Ratio and Wald Tests (with Kenneth Brown), Brazilian Review of Econometrics, 1993.

Working Papers:


Bias Correction in t Regression Models (with Getúlio Amaral).


 Go back to my home page.