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 14 497
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 0 28 2 4 15 69
A New Measure of Vector Dependence, with an Application to Financial C ontagion 0 0 0 23 2 3 6 31
A goodness-of-fit test for copulas 0 0 0 100 3 6 18 305
An early warning system for emerging markets 1 2 5 31 6 16 30 53
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate 0 2 2 19 4 9 16 20
Bartlett-type Correction of Distance Metric Test 0 0 0 23 3 6 11 161
Change-Point Detection in Time Series Using Mixed Integer Programming 0 0 1 4 2 3 18 27
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 1 2 12 51
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 1 17 3 5 15 37
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 61 4 8 12 265
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 4 14 141
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 2 2 12 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 2 2 10 94
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 4 6 10 14
Endogeneity in Stochastic Frontier Models 0 0 3 46 7 11 40 166
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 0 35 3 9 19 69
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 2 3 9 49
Fat tails and copulas: limits of diversification revisited 0 0 0 52 4 7 13 169
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 2 2 41 4 8 16 48
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 3 5 13 337
Generalized Information Matrix Tests for Copulas 0 0 0 21 3 4 12 58
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 1 6 1 1 8 11
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 4 5 11 165
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 3 4 8 32
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models 0 0 0 61 1 3 11 192
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 1 5 14 204
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 2 5 22 42
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 1 3 12 154
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 1 4 12 140
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 1 3 6 27
The Post Double LASSO for Efficiency Analysis 0 0 12 12 2 2 15 15
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 0 3 15 96
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 2 3 13 262
Total Working Papers 1 6 27 1,287 85 166 482 4,042

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 2 4 21 151
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 1 1 11 6 7 10 41
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 1 4 13 30
A machine learning attack on illegal trading 1 2 3 21 3 7 25 71
A new approach to credit ratings 0 0 0 9 4 6 11 38
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 2 4 13 36
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 3 3 17 77
Consistent estimation of linear regression models using matched data 0 0 0 11 4 8 16 82
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 2 4 13 36
DS-HECK: double-lasso estimation of Heckman selection model 1 1 5 13 9 20 49 78
Endogeneity in stochastic frontier models 0 4 8 134 2 12 40 406
Endogenous environmental variables in stochastic frontier models 0 1 1 30 2 6 18 124
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 1 1 1 2 7 7 12 32
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 3 9 16 45
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 0 2 5 14 6 14 33 55
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 1 1 16 6 9 23 97
GMM redundancy results for general missing data problems 0 0 1 59 4 6 16 258
Generalized information matrix tests for copulas 0 0 0 1 2 4 8 13
Heavy tails and copulas: Limits of diversification revisited 0 0 2 50 2 5 11 137
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 3 3 8 175
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 3 3 11 26
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 0 1 175 0 4 11 529
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 4 6 10 99
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 3 5 13 61
Shape-aware deep learning for models of production 0 3 3 3 1 9 9 9
Social media marketing for student recruitment: an algorithmically sequenced literature review 3 11 47 52 16 40 128 138
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 2 2 8 18
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 1 3 11 41
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 2 3 8 17
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 2 3 7 11
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 20 7 8 17 87
Yet another look at the omitted variable bias 0 0 0 4 1 2 8 17
msreg: A command for consistent estimation of linear regression models using matched data 0 0 0 10 0 2 7 93
Total Journal Articles 6 27 79 771 115 232 621 3,128

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 3 34 2 4 14 135
Total Books 0 0 3 34 2 4 14 135

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 2 5 15
DS-HECK: double-lasso estimation of Heckman selection model 0 0 0 0 6 7 17 19
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 4 5 9 21
Improving Predictions of Technical Inefficiency 0 0 1 2 2 5 13 18
Introduction and Overview 0 0 0 9 0 0 4 18
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 1 2 6 16
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 1 1 2 28
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 1 2 0 0 6 9
Summary and Conclusion 0 0 0 1 2 2 8 9
Total Chapters 0 0 3 44 16 24 70 153

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