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 1 1 3 484
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 1 28 0 0 4 54
A New Measure of Vector Dependence, with an Application to Financial C ontagion 0 0 0 23 0 0 0 25
A goodness-of-fit test for copulas 0 0 0 100 0 0 0 287
An early warning system for emerging markets 0 0 1 26 0 1 14 24
Bartlett-type Correction of Distance Metric Test 0 0 0 23 0 1 2 151
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 16 1 2 3 24
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 0 0 0 39
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 1 61 0 0 3 253
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 0 2 127
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 1 2 5 31
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 0 0 3 4
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 5 85
Endogeneity in Stochastic Frontier Models 0 0 0 43 0 0 7 126
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 1 35 2 2 6 52
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 0 1 2 41
Fat tails and copulas: limits of diversification revisited 0 0 2 52 0 1 4 157
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 39 2 5 5 37
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 0 1 324
Generalized Information Matrix Tests for Copulas 0 0 0 21 0 0 0 46
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 1 1 6 1 2 4 5
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 0 0 154
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 0 0 2 24
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models 0 0 0 61 0 0 1 181
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 0 0 2 190
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 1 1 2 143
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 0 0 4 20
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 0 0 2 128
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 1 1 2 22
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 0 0 3 81
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 1 3 250
Total Working Papers 0 1 7 1,241 11 22 94 3,569

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 1 31 3 4 12 134
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 0 2 10 0 0 2 31
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 1 2 1 1 4 18
A machine learning attack on illegal trading 0 0 4 18 1 1 10 47
A new approach to credit ratings 0 0 1 9 0 0 5 27
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 0 1 5 24
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 2 2 3 62
Consistent estimation of linear regression models using matched data 0 0 0 11 1 2 7 68
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 1 2 0 0 3 23
DS-HECK: double-lasso estimation of Heckman selection model 0 0 1 8 1 4 14 33
Endogeneity in stochastic frontier models 0 2 6 128 0 3 10 369
Endogenous environmental variables in stochastic frontier models 0 0 0 29 0 1 2 107
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 0 1 1 1 1 21
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 0 0 1 29
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 0 1 2 10 0 3 8 25
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 0 15 1 2 2 76
GMM redundancy results for general missing data problems 0 0 0 58 2 2 6 244
Generalized information matrix tests for copulas 0 0 0 1 0 0 0 5
Heavy tails and copulas: Limits of diversification revisited 0 0 3 48 1 1 5 127
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 2 2 3 169
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 1 1 2 16
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 1 3 175 0 1 8 519
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 2 2 4 91
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 0 0 1 48
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 1 1 4 11
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 2 3 3 33
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 0 0 0 9
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 0 0 2 4
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 3 20 2 2 8 72
Yet another look at the omitted variable bias 0 0 2 4 0 1 5 10
msreg: A command for consistent estimation of linear regression models using matched data 0 0 2 10 1 1 12 87
Total Journal Articles 0 4 32 691 25 42 152 2,539

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 1 3 32 0 1 8 122
Total Books 0 1 3 32 0 1 8 122

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 0 10
From Independence to Dependence via Copulas and U-statistics 0 0 1 6 0 0 1 12
Improving Predictions of Technical Inefficiency 0 0 1 1 0 0 2 5
Introduction and Overview 0 0 0 9 1 1 2 15
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 0 0 10
Portfolio Diversification under Independent Fat Tailed Risks 0 0 0 16 0 0 1 26
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 1 1 2 1 2 2 5
Summary and Conclusion 0 0 0 1 0 0 0 1
Total Chapters 0 1 3 42 2 3 8 84

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Statistics updated 2025-08-05