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 2 2 8 500
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 0 28 1 1 16 70
A New Measure of Vector Dependence, with an Application to Financial C ontagion 0 0 0 23 4 6 13 38
A goodness-of-fit test for copulas 0 0 0 100 3 3 20 308
An early warning system for emerging markets 0 0 4 32 3 5 43 73
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate 0 0 2 19 1 1 18 23
Bartlett-type Correction of Distance Metric Test 0 0 0 23 1 2 12 163
Change-Point Detection in Time Series Using Mixed Integer Programming 0 0 1 4 0 1 12 29
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 1 17 3 4 18 43
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 2 2 14 54
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 1 13 142
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 61 3 3 17 270
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 1 11 42
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 13 16 25 111
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 0 0 10 14
Endogeneity in Stochastic Frontier Models 0 0 2 46 2 4 33 170
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 0 35 2 3 18 72
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 1 25 2 3 9 53
Fat tails and copulas: limits of diversification revisited 0 0 0 52 4 6 18 176
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 2 41 4 6 17 55
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 5 9 21 347
Generalized Information Matrix Tests for Copulas 0 0 0 21 2 2 14 61
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 0 6 0 1 7 12
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 4 16 172
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 2 2 12 194
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 1 1 4 1 3 21 46
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 3 3 15 207
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 5 5 16 145
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 4 4 9 31
The Post Double LASSO for Efficiency Analysis 0 0 0 12 1 7 17 22
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 1 2 16 98
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 2 4 17 267
Total Working Papers 0 1 14 1,290 77 116 545 4,194

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 3 4 16 156
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 0 1 11 0 0 9 41
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 3 3 15 35
A machine learning attack on illegal trading 0 1 7 25 3 6 38 86
A new approach to credit ratings 0 0 0 9 2 2 11 40
A new family of copulas, with application to estimation of a production frontier system 1 1 1 8 2 2 13 39
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 2 3 16 80
Consistent estimation of linear regression models using matched data 0 0 0 11 4 4 16 86
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 2 2 15 38
DS-HECK: double-lasso estimation of Heckman selection model 0 1 3 14 1 5 46 88
Endogeneity in stochastic frontier models 0 2 7 136 1 6 39 415
Endogenous environmental variables in stochastic frontier models 0 1 2 31 5 6 22 130
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 1 2 2 3 13 35
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 1 1 1 9 1 2 18 48
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 1 2 7 17 4 8 42 71
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 1 16 2 2 24 101
GMM redundancy results for general missing data problems 0 0 0 59 2 2 20 266
Generalized information matrix tests for copulas 0 0 0 1 0 0 10 15
Heavy tails and copulas: Limits of diversification revisited 0 0 1 50 3 3 12 141
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 1 1 7 177
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 2 2 12 28
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 0 1 176 1 2 14 533
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 3 3 12 103
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 2 2 13 63
Shape-aware deep learning for models of production 0 0 4 4 1 3 18 18
Social media marketing for student recruitment: an algorithmically sequenced literature review 6 12 53 76 19 37 145 198
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 0 0 9 20
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 2 4 11 45
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 0 0 7 17
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 0 0 7 12
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 20 4 5 20 92
Yet another look at the omitted variable bias 0 0 0 4 0 1 8 19
msreg: A command for consistent estimation of linear regression models using matched data 0 0 0 10 1 2 9 96
Total Journal Articles 9 21 90 810 78 125 687 3,332

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 2 4 36 1 5 20 143
Total Books 0 2 4 36 1 5 20 143

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 3 15
DS-HECK: double-lasso estimation of Heckman selection model 0 0 0 0 3 4 19 24
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 3 4 13 25
Improving Predictions of Technical Inefficiency 0 0 0 2 1 2 14 21
Introduction and Overview 0 0 0 9 1 1 5 20
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 4 5 9 21
Portfolio Diversification under Independent Fat Tailed Risks 0 0 0 17 1 3 6 33
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 0 2 2 2 6 11
Summary and Conclusion 0 0 0 1 3 3 11 12
Total Chapters 0 0 0 44 18 24 86 182

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