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 7 11 492
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 1 28 1 1 5 55
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 1 1 288
An early warning system for emerging markets 0 2 3 28 2 7 15 32
Bartlett-type Correction of Distance Metric Test 0 0 0 23 0 0 2 151
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 3 4 4 43
Consistent Estimation of Linear Regression Models Using Matched Data 1 1 1 17 3 4 6 28
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 1 61 1 1 4 254
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 1 2 5 130
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 0 5 31
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 1 1 7 87
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 1 1 3 5
Endogeneity in Stochastic Frontier Models 1 2 2 45 2 12 17 139
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 1 35 0 2 6 54
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 0 3 5 44
Fat tails and copulas: limits of diversification revisited 0 0 1 52 0 0 3 158
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 39 0 1 6 38
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 2 4 4 328
Generalized Information Matrix Tests for Copulas 0 0 0 21 0 1 1 47
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 1 6 1 1 5 6
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 1 2 156
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 0 0 1 24
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models 0 0 0 61 0 1 1 182
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 2 4 4 194
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 2 5 9 27
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 0 0 1 143
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 0 1 1 129
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 0 0 1 22
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 2 3 4 84
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 1 4 251
Total Working Papers 2 5 11 1,246 25 69 143 3,647

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 0 4 13 140
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 0 2 10 1 2 4 33
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 1 2 5 21
A machine learning attack on illegal trading 0 0 3 18 3 4 9 51
A new approach to credit ratings 0 0 1 9 1 3 7 30
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 1 3 7 27
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 3 5 8 67
Consistent estimation of linear regression models using matched data 0 0 0 11 2 3 10 72
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 2 2 4 25
DS-HECK: double-lasso estimation of Heckman selection model 0 1 4 11 5 10 24 47
Endogeneity in stochastic frontier models 1 2 5 130 7 13 19 383
Endogenous environmental variables in stochastic frontier models 0 0 0 29 3 4 6 111
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 0 1 1 2 3 23
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 2 3 3 32
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 1 1 3 11 2 6 12 31
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 0 15 3 4 6 80
GMM redundancy results for general missing data problems 0 0 1 59 1 1 6 247
Generalized information matrix tests for copulas 0 0 0 1 1 1 1 6
Heavy tails and copulas: Limits of diversification revisited 0 1 4 49 1 3 8 130
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 1 3 170
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 1 1 2 17
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 0 2 175 2 2 5 521
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 0 0 3 91
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 1 3 3 51
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 0 0 3 11
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 2 3 6 36
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 0 0 1 10
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 0 0 3 5
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 3 20 0 0 7 72
Yet another look at the omitted variable bias 0 0 2 4 0 1 6 11
msreg: A command for consistent estimation of linear regression models using matched data 0 0 1 10 1 1 6 88
Total Journal Articles 2 5 32 699 47 87 203 2,639

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 1 1 2 33 2 3 6 125
Total Books 1 1 2 33 2 3 6 125

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 1 2 12
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 1 1 1 13
Improving Predictions of Technical Inefficiency 0 1 2 2 0 2 4 7
Introduction and Overview 0 0 0 9 2 2 4 17
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 1 2 12
Portfolio Diversification under Independent Fat Tailed Risks 0 1 1 17 0 1 2 27
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 1 2 0 0 2 5
Summary and Conclusion 0 0 0 1 0 0 0 1
Total Chapters 0 2 4 44 3 8 17 94

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06