Access Statistics for Artem Prokhorov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Goodness-of-fit Test for Copulas 0 0 0 185 0 1 14 498
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 0 28 0 0 15 69
A New Measure of Vector Dependence, with an Application to Financial C ontagion 0 0 0 23 1 1 7 32
A goodness-of-fit test for copulas 0 0 0 100 0 0 18 305
An early warning system for emerging markets 0 1 6 32 1 15 44 68
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate 0 0 2 19 0 2 18 22
Bartlett-type Correction of Distance Metric Test 0 0 0 23 0 0 10 161
Change-Point Detection in Time Series Using Mixed Integer Programming 0 0 1 4 0 1 18 28
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 0 1 13 52
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 1 17 0 2 15 39
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 0 14 141
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 61 0 2 14 267
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 0 10 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 0 0 10 14
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 10 95
Endogeneity in Stochastic Frontier Models 0 0 3 46 0 0 40 166
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 0 35 0 0 17 69
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 1 1 25 0 1 9 50
Fat tails and copulas: limits of diversification revisited 0 0 0 52 0 1 13 170
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 2 41 0 1 12 49
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 1 14 338
Generalized Information Matrix Tests for Copulas 0 0 0 21 0 1 13 59
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 0 6 0 0 6 11
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 3 14 168
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 0 0 8 32
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models 0 0 0 61 0 0 11 192
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 0 0 14 204
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 1 1 23 43
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 0 0 11 154
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 0 0 12 140
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 0 0 5 27
The Post Double LASSO for Efficiency Analysis 0 0 12 12 0 0 15 15
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 0 0 15 96
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 1 13 263
Total Working Papers 0 2 28 1,289 5 36 495 4,078

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Goodness-of-fit Test for Copulas 0 0 0 31 1 1 18 152
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 0 1 11 0 0 10 41
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 1 2 14 32
A machine learning attack on illegal trading 0 3 6 24 1 9 33 80
A new approach to credit ratings 0 0 0 9 0 0 11 38
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 1 1 13 37
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 15 77
Consistent estimation of linear regression models using matched data 0 0 0 11 0 0 14 82
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 0 0 13 36
DS-HECK: double-lasso estimation of Heckman selection model 0 0 5 13 2 5 50 83
Endogeneity in stochastic frontier models 0 0 6 134 1 3 40 409
Endogenous environmental variables in stochastic frontier models 0 0 1 30 0 0 17 124
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 1 2 0 0 11 32
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 1 1 17 46
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 0 1 5 15 3 8 38 63
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 1 16 2 2 23 99
GMM redundancy results for general missing data problems 0 0 1 59 3 6 20 264
Generalized information matrix tests for copulas 0 0 0 1 1 2 10 15
Heavy tails and copulas: Limits of diversification revisited 0 0 2 50 0 1 11 138
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 1 7 176
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 0 0 10 26
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 1 1 176 1 2 12 531
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 0 1 9 100
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 0 0 13 61
Shape-aware deep learning for models of production 0 1 4 4 1 6 15 15
Social media marketing for student recruitment: an algorithmically sequenced literature review 4 12 53 64 6 23 140 161
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 1 2 9 20
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 0 0 8 41
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 0 0 8 17
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 0 1 8 12
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 20 0 0 15 87
Yet another look at the omitted variable bias 0 0 0 4 1 1 8 18
msreg: A command for consistent estimation of linear regression models using matched data 0 0 0 10 0 1 7 94
Total Journal Articles 4 18 87 789 27 79 647 3,207

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance 0 0 2 34 1 3 16 138
Total Books 0 0 2 34 1 3 16 138

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Copula Tests Using Information Matrix 0 0 0 5 0 0 5 15
DS-HECK: double-lasso estimation of Heckman selection model 0 0 0 0 0 1 17 20
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 0 0 9 21
Improving Predictions of Technical Inefficiency 0 0 1 2 0 1 14 19
Introduction and Overview 0 0 0 9 0 1 4 19
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 0 6 16
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 0 2 4 30
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 0 2 0 0 4 9
Summary and Conclusion 0 0 0 1 0 0 8 9
Total Chapters 0 0 2 44 0 5 71 158

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