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 0 2 483
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 1 28 0 1 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 1 4 26 0 3 14 23
Bartlett-type Correction of Distance Metric Test 0 0 0 23 0 0 1 150
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 0 0 0 39
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 16 1 1 2 23
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 0 2 127
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 1 61 0 0 3 253
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 1 2 4 30
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 1 2 5 85
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 0 1 3 4
Endogeneity in Stochastic Frontier Models 0 0 0 43 0 0 7 126
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 1 35 0 1 4 50
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 1 1 2 41
Fat tails and copulas: limits of diversification revisited 0 1 2 52 1 2 4 157
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 39 3 3 3 35
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 0 0 2 324
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 1 1 2 6 1 1 3 4
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 0 1 154
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 33 0 0 2 142
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 0 0 3 190
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 0 0 1 21
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 0 0 2 249
Total Working Papers 1 3 11 1,241 9 18 86 3,556

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 1 2 12 131
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 2 2 10 0 2 2 31
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 1 2 0 0 3 17
A machine learning attack on illegal trading 0 1 5 18 0 2 11 46
A new approach to credit ratings 0 0 1 9 0 2 5 27
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 1 2 6 24
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 0 2 60
Consistent estimation of linear regression models using matched data 0 0 0 11 0 0 5 66
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 2 8 3 6 16 32
Endogeneity in stochastic frontier models 2 3 6 128 3 4 16 369
Endogenous environmental variables in stochastic frontier models 0 0 0 29 1 2 2 107
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 0 1 0 0 1 20
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 0 0 2 29
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 1 2 2 10 3 5 10 25
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 0 15 0 0 0 74
GMM redundancy results for general missing data problems 0 0 0 58 0 1 5 242
Generalized information matrix tests for copulas 0 0 0 1 0 0 0 5
Heavy tails and copulas: Limits of diversification revisited 0 1 3 48 0 2 4 126
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 0 1 167
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 0 0 1 15
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 1 2 3 175 1 3 9 519
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 0 0 3 89
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 0 0 4 10
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 1 1 1 31
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 4 20 0 0 7 70
Yet another look at the omitted variable bias 0 1 2 4 1 3 5 10
msreg: A command for consistent estimation of linear regression models using matched data 0 0 2 10 0 0 12 86
Total Journal Articles 4 12 35 691 15 37 151 2,512

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 4 32 1 3 11 122
Total Books 1 1 4 32 1 3 11 122

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 1 5 0 0 1 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 0 0 1 14
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 0 1 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 1 1 1 2 1 1 1 4
Summary and Conclusion 0 0 0 1 0 0 0 1
Total Chapters 1 1 4 42 1 1 8 82

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Statistics updated 2025-06-06