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 1 7 10 493
A New Family of Copulas, with Application to Estimation of a Production Frontier System 0 0 1 28 4 5 7 59
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 1 2 2 289
An early warning system for emerging markets 1 2 4 29 2 8 16 34
Bartlett-type Correction of Distance Metric Test 0 0 0 23 2 2 3 153
Consistent Estimation of Linear Regression Models Using Matched Data 0 0 0 6 1 5 5 44
Consistent Estimation of Linear Regression Models Using Matched Data 0 1 1 17 0 4 6 28
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 0 64 0 2 4 130
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models 0 0 1 61 0 1 3 254
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 4 4 9 35
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 1 0 1 3 5
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 7 87
Endogeneity in Stochastic Frontier Models 1 2 3 46 7 18 23 146
Endogenous Environmental Variables In Stochastic Frontier Models 0 0 1 35 3 5 9 57
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem 0 0 0 24 0 0 5 44
Fat tails and copulas: limits of diversification revisited 0 0 1 52 3 3 6 161
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 6 6 330
Generalized Information Matrix Tests for Copulas 0 0 0 21 3 4 4 50
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications 0 0 1 6 1 2 5 7
Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas 0 0 0 64 1 2 3 157
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 1 2 2 183
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 33 4 4 5 147
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 52 2 5 6 196
Reconstructing high dimensional dynamic distributions from distributions of lower dimension 0 0 0 3 4 9 12 31
Second Order Bias of Quasi-MLE for Covariance Structure Models 0 0 0 24 3 3 4 132
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 5 6 86
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 0 71 1 2 4 252
Total Working Papers 2 5 13 1,248 52 113 183 3,699

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 4 8 15 144
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion 0 0 2 10 0 2 4 33
A Simple Estimator of Two‐Dimensional Copulas, with Applications 0 0 0 2 1 3 6 22
A machine learning attack on illegal trading 0 0 2 18 4 8 12 55
A new approach to credit ratings 0 0 1 9 2 5 9 32
A new family of copulas, with application to estimation of a production frontier system 0 0 0 7 2 5 8 29
An algorithm for constructing high dimensional distributions from distributions of lower dimension 0 0 0 7 3 8 11 70
Consistent estimation of linear regression models using matched data 0 0 0 11 0 3 8 72
Copula based factorization in Bayesian multivariate infinite mixture models 0 0 0 2 1 3 4 26
DS-HECK: double-lasso estimation of Heckman selection model 1 1 5 12 6 14 30 53
Endogeneity in stochastic frontier models 0 2 5 130 5 17 24 388
Endogenous environmental variables in stochastic frontier models 0 0 0 29 2 6 8 113
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem 0 0 0 1 0 2 3 23
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors 0 0 0 8 2 4 5 34
Forecasting tail risk measures for financial time series: An extreme value approach with covariates 0 1 3 11 2 4 13 33
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference 0 0 0 15 2 6 8 82
GMM redundancy results for general missing data problems 0 0 1 59 2 3 8 249
Generalized information matrix tests for copulas 0 0 0 1 2 3 3 8
Heavy tails and copulas: Limits of diversification revisited 0 1 2 49 1 4 7 131
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 2 3 4 19
Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) 0 0 2 175 1 3 6 522
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 4 52
Technical and allocative inefficiency in production systems: a vine copula approach 0 0 0 2 2 2 5 13
Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 3 0 3 6 36
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden 0 0 0 0 2 2 3 12
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel 0 0 0 1 1 1 4 6
Using Copulas to Model Time Dependence in Stochastic Frontier Models 0 0 1 20 1 1 6 73
Yet another look at the omitted variable bias 0 0 1 4 0 1 5 11
msreg: A command for consistent estimation of linear regression models using matched data 0 0 0 10 2 3 7 90
Total Journal Articles 1 5 25 700 53 131 242 2,692

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 2 3 34 2 5 8 127
Total Books 1 2 3 34 2 5 8 127

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 2 2 14
Improving Predictions of Technical Inefficiency 0 0 2 2 3 3 7 10
Introduction and Overview 0 0 0 9 1 3 5 18
Limits of Diversification under Fat Tails and Dependence 0 0 0 2 0 0 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 1 1 1 2
Total Chapters 0 1 4 44 6 11 23 100

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Statistics updated 2026-01-09