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 3 12 495
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 0 28 1 11 13 66
A New Measure of Vector Dependence, with an Application to Financial C ontagion 0 0 0 23 1 4 4 29
A goodness-of-fit test for copulas 0 0 0 100 1 12 13 300
An early warning system for emerging markets 0 1 4 29 1 6 18 38
Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate 1 1 1 18 3 8 10 14
Bartlett-type Correction of Distance Metric Test 0 0 0 23 3 7 8 158
Change-Point Detection in Time Series Using Mixed Integer Programming 0 1 1 4 0 4 15 24
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 1 17 2 6 12 34
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 1 7 11 50
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 61 2 5 6 259
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 3 10 13 140
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 8 11 39
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 5 9 92
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 2 5 7 10
Endogeneity in Stochastic Frontier Models 0 1 3 46 4 20 33 159
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 0 35 4 10 15 64
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 0 2 6 46
Fat tails and copulas: limits of diversification revisited 0 0 1 52 1 5 8 163
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 2 2 2 41 4 6 12 44
GMM Redundancy Results for General Missing Data Problems 0 0 0 85 1 5 9 333
Generalized Information Matrix Tests for Copulas 0 0 0 21 1 8 9 55
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 1 6 0 4 7 10
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 5 7 161
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 1 5 5 29
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models 0 0 0 61 2 9 10 191
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 1 9 10 152
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 3 13 20 40
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 3 8 12 202
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 3 10 11 139
Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 12 1 3 4 25
The Post Double LASSO for Efficiency Analysis 0 0 12 12 0 6 13 13
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 3 12 15 96
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 9 11 260
Total Working Papers 3 6 26 1,284 54 250 379 3,930

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 1 8 19 148
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 1 1 3 11 1 2 6 35
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 3 8 12 29
A machine learning attack on illegal trading 1 2 3 20 4 17 24 68
A new approach to credit ratings 0 0 0 9 1 3 8 33
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 1 6 11 33
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 7 14 74
Consistent estimation of linear regression models using matched data 0 0 0 11 2 4 10 76
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 1 8 10 33
DS-HECK: double-lasso estimation of Heckman selection model 0 1 4 12 4 15 36 62
Endogeneity in stochastic frontier models 2 2 7 132 6 17 35 400
Endogenous environmental variables in stochastic frontier models 0 0 0 29 1 8 14 119
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 0 1 0 2 5 25
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 6 10 13 42
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 1 2 5 13 5 15 26 46
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 1 1 1 16 2 10 16 90
GMM redundancy results for general missing data problems 0 0 1 59 1 6 12 253
Generalized information matrix tests for copulas 0 0 0 1 0 3 4 9
Heavy tails and copulas: Limits of diversification revisited 0 1 3 50 1 3 9 133
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas 0 0 0 53 0 2 5 172
Moment redundancy test with application to efficiency-improving copulas 0 0 0 1 0 6 8 23
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 0 2 175 2 6 11 527
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 1 3 5 94
Second order bias of quasi-MLE for covariance structure models 0 0 0 3 1 6 9 57
Social media marketing for student recruitment: an algorithmically sequenced literature review 3 15 41 44 13 45 106 111
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 0 5 6 16
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 0 2 8 38
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 1 5 6 15
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 0 3 4 8
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 20 1 8 10 80
Yet another look at the omitted variable bias 0 0 1 4 1 5 9 16
msreg: A command for consistent estimation of linear regression models using matched data 0 0 0 10 0 3 5 91
Total Journal Articles 9 25 71 753 60 251 476 2,956

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 34 0 6 12 131
Total Books 0 1 3 34 0 6 12 131

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 2 3 5 15
DS-HECK: double-lasso estimation of Heckman selection model 0 0 0 0 1 8 12 13
From Independence to Dependence via Copulas and U-statistics 0 0 0 6 0 3 4 16
Improving Predictions of Technical Inefficiency 0 0 1 2 1 7 9 14
Introduction and Overview 0 0 0 9 0 1 4 18
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 2 4 14
Portfolio Diversification under Independent Fat Tailed Risks 0 0 1 17 0 0 1 27
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 1 2 0 4 6 9
Summary and Conclusion 0 0 0 1 0 6 6 7
Total Chapters 0 0 3 44 4 34 51 133

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