FRANCISCO CRIBARI-NETO

curriculum vitae (abridged)

September 2017



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Awards and Honors

Publications

  1. Inference in a Bimodal Birnbaum-Saunders Model. Mathematics and Computers in Simulation, forthcoming (with Rodney Fonseca).
  2. Penalized Maximum Likelihood Estimation in the Modified Extended Weibull Distribution. Communications in Statistics, Simulation and Computation, forthcoming (with Verônica Lima).
  3. On Nonlinear Beta Regression Residuals. Biometrical Journal, 59, 445-461, 2017 (with Patrícia L. Espinheira and Evelyne G. Santos).
  4. Nonnested Hypothesis Testing Inference for GAMLSS Models. Journal of Statistical Computation and Simulation, 87, 1189-1205, 2017 (with Sadraque Lucena).
  5. Hypothesis Testing in Log-Birnbaum-Saunders Regressions. Communications in Statistics, Simulation and Computation, 46, 3990-4003, 2017 (with Jéssica Santos).
  6. Model Selection Criteria in Beta Regression with Varying Disperion. Communications in Statistics, Simulation and Computation, 46, 729-746, 2017 (with Fábio Bayer).
  7. Improved Inference for the Generalized Pareto Distribution. Brazilian Journal of Probability and Statistics, 2017, forthcoming (with Juliana Pires and Audrey Cysneiros).
  8. Testing Inference in Inflated Beta Regressions Under Model Misspecification. Communications in Statistics, Simulation and Computation, 45, 625-642, 2016 (with Tatiene C. Souza, Tarciana L. Pereira and Verônica C. Lima).
  9. Testing Inference in Inflated Beta Regressions Under Model Misspecification. Communications in Statistics, Simulation and Computation 45, 625-642, 2016 (with Tatiene Souza, Tarciana Pereira and Verônica Lima).
  10. Interval Edge Estimation in SAR Images. IEEE Transactions on Geoscience and Remote Sensing, 53, 851-861, 2015 (with Laércio Dias and Raydonal Ospina).
  11. Intelligence, Religiosity and Homosexuality Non-acceptance: Empirical Evidence. Intelligence, 52, 63-70, 2015 (with Tatiene Souza).
  12. Bootstrap-based Model Selection Criteria for Beta Regressions. Test, 24, 776-795, 2015 (with Fábio Bayer).
  13. Nonnested Hypothesis Testing in the Class of Varying Dispersion Beta Regressions. Journal of Applied Statistics, 42, 967-985 (with Sadraque Lucena).
  14. Bootstrap Prediction Intervals in Beta Regressions. Computational Statistics, 29, 1263-1277, 2014 (with Patrícia L. Espinheira and Silvia L.P. Ferrari).
  15. Testing Inference in Heteroskedastic Fixed Effects Models. European Journal of Operational Research, 235, 660-670, 2014 (with Carlos Frederico Uchôa and Tatiane A. Menezes).
  16. On Testing Inference in Beta Regressions. Journal of Statistical Computation and Simulation, 84, 186-203, 2014 (with Marcela Queiroz).
  17. New Heteroskedasticity-robust Standard Errors for the Linear Regression Model. Brazilian Journal of Probability and Statistics, 28, 83-95, 2014 (with Maria da Glória A. Lima).
  18. Religious Belief and Intelligence: Worldwide Evidence. Intelligence, 41, 482-489, 2013 (with Tatiene Souza).
  19. Bartlett Corrections in Beta Regression Models. Journal of Statistical Planning and Inference, 143, 531-547, 2013 (with Fábio Bayer).
  20. Modified Likelihood Ratio Statistics for Inflated Beta Regressions. Journal of Statistical Computation and Simulation, 84, 982-998, 2014 (with Tarciana Pereira).
  21. Detecting Model Misspecification in Inflated Beta Regressions. Communications in Statistics, Simulation and Computation, 43, 631-656, 2013 (with Tarciana L. Pereira).
  22. Improved Birnbaum-Saunders Inference Under Type II Censoring. Computational Statistics and Data Analysis, 57, 68-81, 2013 (with Larissa Barreto and Audrey Cysneiros).
  23. Nonparametric Edge Detection in Speckled Imagery. Mathematics and Computers in Simulation, 82, 2182-2198, 2012 (with Edwin Girón and Alejandro Frery).
  24. Real Estate Appraisal of Land Lots Using GAMLSS Models. Chilean Journal of Statistics, 3, 75-91, 2012 (with Lutemberg Florencio and Raydonal Ospina).
  25. Testing Inference in Variable Dispersion Beta Regressions. Journal of Statistical Computation and Simulation, 82, 1827-1843, 2012 (with Tatiene Souza).
  26. A Sequence of Improved Standard Errors under Heteroskedasticity of Unknown Form. Journal of Statistical Planning and Inference, 141, 3617-3627, 2011 (with Maria da Glória A. Lima).
  27. Diagnostic Tools in Beta Regression With Varying Dispersion. Statistica Neerlandica, 65, 337-351, 2011 (with Patrícia Espinheira and Silvia Ferrari).
  28. Dealing with Monotone Likelihood in a Model for Speckled Data. Computational Statistics and Data Analysis, 55, 1394-1409, 2011 (with Donald Pianto).
  29. A New Heteroskedasticity-consistent Covariance Matrix Estimator in the Linear Regression Model. Advances in Statistical Analysis, 95, 129-146, 2011 (with Wilton B. Silva).
  30. Beta Regression in R. Journal of Statistical Software, 34(2), 1-24, 2010 (with Achim Zeileis).
  31. Improved Likelihood Inference in Birnbaum-Saunders Regressions. Computational Statistics and Data Analysis, 54, 1307-1316, 2010 (with Artur Lemonte and Silvia Ferrari).
  32. Heteroskedasticity-robust Inference in Linear Regressions. Communications in Statistics, Simulation and Computation, 39, 194-206, 2010 (with Verônica M.C. Lima, Tatiene C. Souza and Gilênio B. Fernandes).
  33. Sequences of Bias Adjusted Covariance Matrix Estimators Under Heteroskedasticity of Unknown Form. Annals of the Institute of Statistical Mathematics, 62, 1053-1082, 2010 (with Maria da Glória A. Lima).
  34. Approximate Inference in Heteroskedastic Regressions: a Numerical Evaluation. Journal of Applied Statistics, 37, 591-615, 2010 (with Maria da Glória A. Lima).
  35. Valores Críticos Ajustados Para Inferência em Modelos Lineares de Regressão Sob Heteroscedasticidade de Forma Desconhecida. Revista Brasileira de Biometria, 28, 75-90, 2010 (with Antonio Carlos R. Braga Jr and Tatiece C. Souza).
  36. Beta Autoregressive Moving Average Models. Test, 18, 529-545, 2009 (with Andréa Vanessa Rocha).
  37. A Generalization of the Exponential-Poisson Distribution. Statistics and Probability Letters, 79, 2493-2500, 2009 (with Wagner Barreto-Souza).
  38. Robust Estimation in Long-Memory Processes Under Additive Outliers. Journal of Statistical Planning and Inference, 139, 2511-2525, 2009 (with Fabio Fajardo Molinares and Valdério Reisen).
  39. Improved Testing Inference in Mixed Linear Models. Computational Statistics and Data Analysis, 53, 2753-2782, 2009 (with Tatiane Melo and Silvia Ferrari).
  40. Heteroskedasticity-consistent Interval Estimators. Journal of Statistical Computation and Simulation, 79, 787-803, 2009 (with Maria da Glória A. Lima).
  41. On Birnbaum-Saunders Inference. Computational Statistics and Data Analysis, 52, 4939-4950, 2008 (with Audrey Cysneiros and Carlos A.G. Araújo Jr.).
  42. Influence Diagnostics in Beta Regression. Computational Statistics and Data Analysis, 52, 4417-4431, 2008 (with Patrícia L. Espinheira and Silvia Ferrari).
  43. Improved Likelihood Inference for the Roughness Parameter of the GA0 Distribution. Environmetrics, 19, 347-368, 2008 (with Michel Ferreira da Silva and Alejandro C. Frery).
  44. On Beta Regression Residuals. Journal of Applied Statistics, 35, 407-419, 2008 (with Patrícia L. Espinheira and Silvia Ferrari).
  45. Bootstrap-based Improved Estimators for the Two-parameter Birnbaum-Saunders Distribution. Journal of Statistical Computation and Simulation, 78, 37-49, 2008 (with Artur Lemonte and Alexandre Simas).
  46. Improved Likelihood Inference for the Shape Parameter in Weibull Regression. Journal of Statistical Computation and Simulation, 78, 789-811, 2008 (with Michel F. Silva and Silvia L.P. Ferrari).
  47. Estimação Pontual em Regressão Beta: Uma Avaliação do Desempenho de Algoritmos de Otimização Não-Linear. Revista Brasileira de Estatística, 69, 63-90, 2008 (with Nátaly Monroy and Klaus Vasconcellos).
  48. Inferência em Modelos Heteroscedásticos na Presença de Pontos de Alavanca. Revista Brasileira de Estatística, 69, 25-50, 2008 (with Tatiene Souza and Klaus Vasconcellos).
  49. Uma Aplicação de Influência para a Distribuição Dirichlet. Revista Brasileira de Estatística, 69, 7-32, 2008 (with Gecynalda Gomes and Klaus Vasconcellos).
  50. Inference Under Heteroskedasticity and Leveraged Data. Communications in Statistics, Theory and Methods, 36, 1877-1888, 2007 (with Tatiene Souza and Klaus Vasconcellos).
  51. Uma Avaliação da Eficiência do Gasto Público Municipal no Brasil. Revista Brasileira de Estatística, 68, 7-55, 2007 (with Fernando C.B. Santos and Maria da Conceição Sampaio de Sousa).
  52. Improved Statistical Inference for the Two-parameter Birnbaum-Saunders Distribution. Computational Statistics and Data Analysis, 51, 4656-4681, 2007 (with Artur Lemonte and Klaus Vasconcellos).
  53. Adjusted Profile Likelihoods for the Weibull Shape Parameter. Journal of Statistical Computation and Simulation, 77, 531-548, 2007 (with Silvia Ferrari and Michel Silva).
  54. Previsão da Arrecadação de ICMS no Brasil Através de Redes Neurais. Revista Brasileira de Estatística, 67, 7-43, 2006 (with Juan Camilo Santana Contreras).
  55. Dinâmica Inflacionária Brasileira: Resultados de Auto-Regressão Quantílica. Revista Brasileira de Economia, 60, 153-165, 2006 (with André Maia).
  56. Improved Point and Interval Estimation in a Beta Regression Model. Computational Statistics and Data Analysis, 51, 960-981, 2006 (with Raydonal Ospina and Klaus Vasconcellos); DOI information: 10.1016/j.csda.2005.10.002.
  57. Uma Análise da Dinâmica Inflacionária Brasileira. Revista Brasileira de Economia, 59, 535-566, 2005 (with Keila Cassiano).
  58. A Numerical Evaluation of Tests Based on Different Heteroskedasticity-consistent Covariance Matrix Estimators. Journal of Statistical Computation and Simulation, 75, 611-628, 2005 (with Silvia Ferrari and Waldemar Oliveira).
  59. Improved Profile Likelihood Inference. Journal of Statistical Planning and Inference, 134, 373-391, 2005 (with Silvia Ferrari and Fernando Lucambio).
  60. Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities. Brazilian Review of Econometrics, 25, 289-315, 2005 (with Maria C.S. Sousa and Borko D. Stosic).
  61. Adjusted Profile Likelihood for Two-parameter Exponential Family. Communications in Statistics, Theory and Methods, 257-276, 2005 (with Silvia Ferrari and Michel Ferreira da Silva).
  62. Improved Maximum Likelihood Estimation in a New Class of Beta Regression Models. Brazilian Journal of Probability and Statistics, 19, 13-31, 2005 (with Klaus Vasconcellos).
  63. Beta Regression for Modeling Rates and Proportions. Journal of Applied Statistics, 31, 799-815, 2004 (with Silvia Ferrari).
  64. Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation. EURASIP Journal on Applied Signal Processing, 2004, 2476-2491, 2004 (with Alejandro C. Frery and Marcelo O. Souza).
  65. An Improved Test for Heteroskedasticity Using Adjusted Modified Profile Likelihood Inference. Journal of Statistical Planning and Inference, 124, 423-437, 2004 (with Audrey Cysneiros and Silvia Ferrari).
  66. Asymptotic Inference Under Heteroskedasticity of Unknown Form. Computational Statistics and Data Analysis, 45, 215-233, 2004.
  67. Leverage-adjusted Heteroskedastic Bootstrap Methods. Journal of Statistical Computation and Simulation, 74, 215-232, 2004 (with Spyros G. Zarkos).
  68. Dinâmica Inflacionária Brasileira: Modelagem e Previsão. Revista Brasileira de Estatística, 65, 25-58, 2004 (with Nilton Cordeiro).
  69. A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators. Communications in Statistics, Theory and Methods, 32, 1951-1980, 2003 (with Nila M.S. Galvão).
  70. Long-memory Inflationary Dynamics: The Case of Brazil. Studies in Nonlinear Dynamics and Econometrics, 7, article 3, 2003 (with Valderio Reinsen and Mark Jensen).
  71. Econometric and Statistical Computing Using Ox. Computational Economics, 21, 277-295, 2003 (with Spyros G. Zarkos).
  72. Inflation Inertia and Inliers: The Case of Brazil. Revista Brasileira de Economia, 57, 713-739, 2003 (with Ana Katarina Campêlo).
  73. Inferência em Modelos Heterocedásticos. Revista Brasileira de Economia, 57, 319-335, 2003 (with Ana Cristina Nunes Soares).
  74. Improved Estimation of Clutter Properties in Speckled Imagery. Computational Statistics and Data Analysis, 40, 801-824, 2002 (with Alejandro Frery and Michel Ferreira da Silva).
  75. Corrected Modified Profile Likelihood Inference for Heteroskedastic Models. Statistics and Probability Letters, 57, 353-361, 2002 (with Silvia Ferrari).
  76. Uma Análise de Monte Carlo do Desempenho de Estimadores de Matrizes de Covariância sob Heterocedasticidade de Forma Desconhecida. Revista Brasileira de Economia, 56, 309-334, 2002 (with Matheus Cabral de Araújo Gois).
  77. Nearly Unbiased Maximum Likelihood Estimation for the Beta Distribution. Journal of Statistical Computation and Simulation, 72, 107-118, 2002 (with Klaus Vasconcellos).
  78. Monotonic Improved Critical Values for Chi-Squared Asymptotic Criteria. Economics Letters, 71, 307-316, 2001 (with Silvia Ferrari).
  79. Higher Order Asymptotic Refinements for Score Tests in Proper Dispersion Models. Journal of Statistical Planning and Inference (special issue in honour of C.R. Rao), 97, 177-190, 2001 (with Silvia Ferrari and Gauss Cordeiro).
  80. Heteroskedasticity-Consistent Covariance Matrix Estimation: White's Estimator and the Bootstrap. Journal of Statistical Computation and Simulation, 68, 391-411, 2001 (with Spyros Zarkos).
  81. Numerical Issues in Speckled Imagery Analysis with Maximum Likelihood Parameter Estimation. Revista de la Sociedad Argentina de Estadística, 5, 78-110, 2001 (with Alejandro C. Frery and Marcelo O. Souza).
  82. Improved Heteroscedasticity-Consistent Covariance Matrix Estimators. Biometrika, 87, 907-918, 2000 (with Silvia Ferrari and Gauss Cordeiro).
  83. A Note on Inverse Moments of Binomial Variates. Brazilian Review of Econometrics, 20, 269-277, 2000 (with Nancy Garcia and Klaus Vasconcellos).
  84. The Size and Power of Analytical and Bootstrap Corrections to Score tests in Regression Models. Communications in Statistics, Theory and Methods, 29, 279-289, 2000 (with Spyros Zarkos).
  85. On the Robustness of Analytical and Bootstrap Corrections to Score Tests in Regression Models. Journal of Statistical Computation and Simulation, 64, 177-191, 1999 (with Silvia Ferrari).
  86. Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. Econometric Theory, 15, 719-752, 1999 (with Mark Jensen and Álvaro Novo).
  87. R: Yet Another Econometric Programming Envinronment. Journal of Applied Econometrics, 14, 319-329, 1999 (with Spyros Zarkos).
  88. Bartlett and Bartlett-type Corrections for Testing Linear Restrictions. Applied Economics Letters, 6, 547-549, 1999 (with Reinaldo Arellano-Valle and Silvia Ferrari).
  89. Modified Maximum Likelihood Estimation in One-Parameter Exponential Family Models. Communications in Statistics, Theory and Methods, 28, 157-178, 1999 (with Silvia Ferrari, Gauss Cordeiro and Denise Botter).
  90. C for Econometricians. Computational Economics, 14, 135-149, 1999.
  91. Bootstrap Methods for Heteroskedastic Regression Models: Evidence on Estimation and Testing. Econometric Reviews, 18, 211-228, 1999 (with Spyros Zarkos).
  92. The Sensitivity of n-Alkane Analysis to Measurement Error: Implications for Use in the Study of Diet Composition. Journal of Agricultural Science, Cambridge, 131, 465-476, 1998 (with Jonathan Newman and Mark Jensen).
  93. Bias Reduction in One-parameter Exponential Family Models. Communications in Statistics, Simulation and Computation, 27, 761-782, 1998 (with Denise Botter, Gauss Cordeiro and Silvia Ferrari).
  94. On Bootstrap and Analytical Bias Corrections. Economics Letters, 58, 7-15, 1998 (with Silvia Ferrari).
  95. On Bias Reduction in Exponential and Non-Exponential Family Regression Models. Communications in Statistics, Simulation and Computation, 27, 485-500, 1998 (with Gauss Cordeiro).
  96. Local Power of Three Classic Criteria in Generalised Linear Models with Unknown Dispersion. Biometrika, 84, 482-485, 1997 (with Silvia Ferrari and Denise Botter).
  97. Second Order Asymptotics for Score Tests in Exponential Family Nonlinear Models. Journal of Statistical Computation and Simulation, 59, 179-194, 1997 (with Silvia Ferrari and Miguel Uribe-Opazo).
  98. MATLAB as a Econometric Programming Environment. Journal of Applied Econometrics, 12, 735-744, 1997 (with Mark Jensen).
  99. Econometric Programming Environments: GAUSS, Ox and S-PLUS. Journal of Applied Econometrics, 12, 77-89, 1997.
  100. Finite-Sample Adjustments for Homogeneity and Symmetry Tests in Systems of Demands Equations: A Monte Carlo Evaluation. Computational Economics, 10, 337-352, 1997 (with Spyros Zarkos).
  101. On the Corrections to Information Matrix Tests. Econometric Reviews, 16, 39-53, 1997.
  102. Bias-Corrected Maximum Likelihood Estimation for the Beta Distribution. Journal of Statistical Computation and Simulation, 58, 21-35, 1997 (with Gauss Cordeiro, Enivaldo Rocha and Jacira Rocha).
  103. Second- and Third-Order Bias Reduction in One-Parameter Family Models. Statistics and Probability Letters, 30, 339-345, 1996 (with Silvia Ferrari, Denise Botter and Gauss Cordeiro).
  104. On Bartlett and Bartlett-type Corrections. Econometric Reviews, 15, 339-367, 1996 (with Gauss Cordeiro).
  105. Improved Score Tests for One-Parameter Exponential Family Models. Statistics and Probability Letters, 30, 61-71, 1996 (with Silvia Ferrari, Gauss Cordeiro and Miguel Uribe-Opazo).
  106. On Time Series Econometrics. Quarterly Review of Economics and Finance, 36 (special issue), 37-60, 1996.
  107. Second Order Asymptotics for Score Tests in Generalised Linear Models. Biometrika, 82, 426-432, 1995 (with Silvia Ferrari).
  108. Bartlett Corrections for One-parameter Exponential Family Models. Journal of Statistical Computation and Simulation, 53, 211-231, 1995 (with Gauss Cordeiro, Elisete Aubin and Silvia Ferrari).
  109. An Improved Lagrange Multiplier Test for Heteroskedasticity. Communications in Statistics, Simulation and Computation, 24, 31-44, 1995 (with Silvia Ferrari).
  110. Improved Test Statistics for Multivariate Regression. Economics Letters, 49, 113-120, 1995 (with Spyros Zarkos).
  111. Bartlett-Corrected Tests for Heteroskedastic Linear Models. Economics Letters, 48, 113-118, 1995 (with Silvia Ferrari).
  112. To Pay or Not to Pay: Positive Incentives as a Calibrating Device in the Seventeenth-Century White Indenture System. Quarterly Review of Economics and Finance, 35, 257-269, 1995 (with Kyle Kauffman).
  113. Canadian Economic Growth: Random Walk or Just a Walk? Applied Economics, 26, 437-444, 1994.
  114. A Disaggregated Analysis of Output Fluctuations in Brazil. Revista de Matemática e Estatística, 12, 133-143, 1994.
  115. On the Corrections to the Wald Test of Non-Linear Restrictions. Economics Letters, 42, 321-326, 1993 (with Silvia Ferrari).
  116. On Bartlett Corrections, Bias Reduction and a New Class of Transformations. Brazilian Journal of Probability and Statistics, 7, 179-200, 1993 (with Gauss Cordeiro).
  117. On Some Results in Econometric Theory. Journal of the Inter-American Statistical Institute, 45, 37-80, 1993 (with Gauss Cordeiro).
  118. The Cyclical Component in Brazilian GDP. Brazilian Review of Econometrics, 13, 1-22, 1993.
  119. Unit Roots, Random Walks and the Sources of Business Cycles: A Survey. Revista Brasileira de Economia, 47, 399-423, 1993.
  120. On Hypothesis Testing: A Selective Look at the Lagrange Multiplier, Likelihood Ratio and Wald Tests. Brazilian Review of Econometrics, 12, 167-194, 1992 (with Kenneth Brown).
  121. A Natureza Estocástica do Crescimento Econômico Canadense. Revista Brasileira de Economia, 46, 535-554, 1992.
  122. Política Econômica e Persistência de Inovações: A Experiência do II PND. Revista Brasileira de Economia. 46, 413-428, 1992.
  123. Heterogeneidade do Trabalho e Taxa de Lucro em Marx. Análise Econômica, 17, 49-57, 1992.
  124. O Comportamento Estocástico do Produto no Brasil. Pesquisa e Planejamento Econômico, 20, 381-402, 1990.
  125. A Teoria da Renda Permanente e os Movimentos Estocásticos do Consumo. Brazilian Review of Econometrics, 9, 183-210, 1989.

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