Artem Prokhorov

发表

Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models

R. Kohn, G. Koop, Minh-Ngoc Tran, 2018 .

An algorithm for constructing high dimensional distributions from distributions of lower dimension

R. Khabibullin, Stanislav Anatolyev, Artem Prokhorov, 2014 .

Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem

Artem Prokhorov, D. Matsypura, Emily Neo, 2016 .

Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas

P. Schmidt, Artem Prokhorov, 2009 .

Robustness, Redundancy, and Validity of Copulas in Likelihood Models

Peter Schmidt, Artem Prokhorov, P. Schmidt, 2005 .

A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion

Artem Prokhorov, I. Medovikov, 2017 .

Bartlett-Type Correction of Distance Metric Test

Artem Prokhorov, Wanling Huang, 2014 .

AN ASYMPTOTIC EXPANSION OF THE DISTRIBUTION OF THE DM TEST STATISTIC

Artem Prokhorov, Wanling Huang, 2009 .

Corporate Liquidity, Financial Constraints and Capital Investment

Demetris Christodoulou, Artem Prokhorov, Shawn Ho, 2018 .

msreg: A command for consistent estimation of linear regression models using matched data

Artem Prokhorov, Masayuki Hirukawa, Di Liu, 2018, The Stata Journal: Promoting communications on statistics and Stata.

A New Measure of Vector Dependence, with an Application to Financial Contagion

Artem Prokhorov, I. Medovikov, 2015 .

A Simple Estimator of Two‐Dimensional Copulas, with Applications1

Artem Prokhorov, Eddie Anderson, Yajing Zhu, 2020 .

A new approach to credit ratings

S. Uryasev, Artem Prokhorov, Giorgi Pertaia, 2021 .

Modeling Central Bank Intervention as a Threshold Regression: Evidence from Turkey

Artem Prokhorov, 2007 .

Generalized information matrix tests for copulas

U. Schepsmeier, Artem Prokhorov, Yajing Zhu, 2019, Econometric Reviews.

Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance

R. Ibragimov, Artem Prokhorov, 2017 .

Uniform convergence rates for nonparametric estimators smoothed by the beta kernel

Artem Prokhorov, Masayuki Hirukawa, Irina Murtazashvili, 2022, Scandinavian Journal of Statistics.

Endogenous Environmental Variables In Stochastic Frontier Models

P. Schmidt, Artem Prokhorov, C. Amsler, 2017 .

The evolution of financial constraints

Demetris Christodoulou, Artem Prokhorov, Shawn Ho, 2021 .

Using Copulas to Model Time Dependence in Stochastic Frontier Models

Peter Schmidt, Artem Prokhorov, Christine Amsler, 2014 .

Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates

Artem Prokhorov, Henry Leung, Robert James, 2021, SSRN Electronic Journal.

Efficient estimation of parameters in marginal in semiparametric multivariate models

Artem Prokhorov, V. Panchenko, 2016 .

Copula based factorization in Bayesian multivariate infinite mixture models

Artem Prokhorov, Martin Burda, Martin Burda, 2013, J. Multivar. Anal..

Second order bias of quasi-MLE for covariance structure models

Artem Prokhorov, 2012 .

Endogeneity in Stochastic Frontier Models

Peter Schmidt, Artem Prokhorov, Christine Amsler, 2016 .

Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, Jonathan B. Hill, 2015 .

On asymptotic properties of Quasi-ML, GMM and EL estimators of covariance structure models

Artem Prokhorov, 2006 .

GEL Estimation for Semi-Strong Non-Linear GARCH with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, 2011 .

A Goodness-of-fit Test for Copulas

Artem Prokhorov, Wanling Huang, Artem Prokhorov, 2014 .

Yet another look at the omitted variable bias

Artem Prokhorov, Masayuki Hirukawa, Irina Murtazashvili, 2023, Econometric Reviews.

GMM redundancy results for general missing data problems

P. Schmidt, Artem Prokhorov, 2009 .

Technical and allocative inefficiency in production systems: a vine copula approach

Artem Prokhorov, R. James, Jian Zhai, 2021, SSRN Electronic Journal.

A new family of copulas, with application to estimation of a production frontier system

P. Schmidt, Artem Prokhorov, Christine E. Amsler, 2020, Journal of Productivity Analysis.

Estimating Asymmetric Dynamic Distributions in High Dimensions

R. Khabibullin, Stanislav Anatolyev, Artem Prokhorov, 2018 .

Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension

R. Khabibullin, Stanislav Anatolyev, Artem Prokhorov, 2012 .

GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference

Jonathan B. Hill, Artem Prokhorov, 2013 .

Heavy tails and copulas: Limits of diversification revisited

Artem Prokhorov, Rustam Ibragimov, R. Ibragimov, 2016 .

A Machine Learning Attack on Illegal Trading

Artem Prokhorov, Henry Leung, Robert James, 2020, SSRN Electronic Journal.

DS-HECK: double-lasso estimation of Heckman selection model

Artem Prokhorov, Masayuki Hirukawa, Irina Murtazashvili, 2023, Empirical Economics.

First and Second Order Asymptotics of Covariance Structure Models

Artem Prokhorov, 2008 .

Two‐Sample Nonparametric Estimation of Intergenerational Income Mobility in the United States and Sweden

Artem Prokhorov, Irina Murtazashvili, Di Liu, 2015 .

Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty

Artem Prokhorov, Irina Murtazashvili, Di Liu, 2013 .