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 1 1 28 1 2 5 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
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 0 0 1 22
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 1 1 61 0 2 3 253
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 1 3 127
Early warning systems for financial markets of emerging economies 0 0 25 25 1 3 21 21
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 1 3 3 29
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 1 2 3 4
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 1 4 4 84
Endogeneity in Stochastic Frontier Models 0 0 0 43 0 3 7 126
Endogenous Environmental Variables In Stochastic Frontier Models 0 1 1 35 0 1 3 49
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 0 1 1 40
Fat tails and copulas: limits of diversification revisited 1 1 3 52 1 1 4 156
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference 0 0 0 39 0 0 0 32
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 0 0 5 5 0 1 3 3
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 0 0 2 154
Moment Redundancy Test with Application to Efficiency-Improving Copulas 0 0 0 3 0 1 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 3 190
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 0 1 4 20
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 0 0 3 142
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 1 12 0 0 2 21
Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty 0 0 0 25 0 1 3 81
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 0 1 3 249
Total Working Papers 1 4 37 1,239 6 28 91 3,544

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 2 31 0 0 13 129
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 1 1 1 9 1 1 1 30
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 2 2 0 1 4 17
A machine learning attack on illegal trading 0 1 6 17 1 2 12 45
A new approach to credit ratings 0 1 1 9 0 2 5 25
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 1 2 5 23
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 0 1 2 60
Consistent estimation of linear regression models using matched data 0 0 0 11 0 2 5 66
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 1 2 0 1 3 23
DS-HECK: double-lasso estimation of Heckman selection model 0 1 5 8 0 3 15 26
Endogeneity in stochastic frontier models 0 0 6 125 0 1 18 365
Endogenous environmental variables in stochastic frontier models 0 0 0 29 1 1 3 106
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 3 29
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 0 0 4 8 1 1 13 21
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 1 1 7 242
Generalized information matrix tests for copulas 0 0 0 1 0 0 0 5
Heavy tails and copulas: Limits of diversification revisited 0 0 5 47 1 1 6 125
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) 0 0 1 173 1 1 7 517
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models 0 0 0 16 0 1 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 2 4 10
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 0 0 0 30
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 2 2 4
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 1 4 20 0 3 7 70
Yet another look at the omitted variable bias 0 0 1 3 1 2 3 8
msreg: A command for consistent estimation of linear regression models using matched data 0 0 2 10 0 3 12 86
Total Journal Articles 1 5 41 680 9 34 157 2,484

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 5 31 1 1 12 120
Total Books 0 0 5 31 1 1 12 120

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 1 1 1 0 2 4 5
Introduction and Overview 0 0 0 9 0 1 2 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 1 1 26
Robustness of Econometric Methods to Copula Misspecification and Heavy Tails 0 0 0 1 0 0 0 3
Summary and Conclusion 0 0 0 1 0 0 0 1
Total Chapters 0 1 3 41 0 4 10 81

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Statistics updated 2025-04-04