Artem Prokhorov : Citation Profile


Are you Artem Prokhorov?

University of Sydney (88% share)
St. Petersburg State University (8% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (3% share)
Concordia University (1% share)

5

H index

1

i10 index

47

Citations

RESEARCH PRODUCTION:

13

Articles

23

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 5
   Journals where Artem Prokhorov has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (12.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr133
   Updated: 2017-04-22    RAS profile: 2017-04-06    
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Relations with other researchers


Works with:

Anatolyev, Stanislav (3)

Burda, Martin (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Artem Prokhorov.

Is cited by:

Tran, Kien (3)

Tsionas, Mike (3)

Urban, Dieter (2)

Bonanno, Graziella (2)

Weder, Beatrice (2)

Moser, Christoph (2)

Winkelmann, Rainer (2)

Vijverberg, Wim (1)

gandali alikhani, nadiya (1)

Bartalotti, Otávio (1)

Hasebe, Takuya (1)

Cites to:

Schmidt, Peter (16)

Lovell, C. (6)

Newey, Whitney (6)

Hill, Jonathan (5)

Smith, Richard (5)

Imbens, Guido (4)

Kumbhakar, Subal (4)

Hansen, Lars (4)

Wooldridge, Jeffrey (4)

Horrace, William (3)

Renault, Eric (3)

Main data


Where Artem Prokhorov has published?


Journals with more than one article published# docs
Economics Letters5
Journal of Econometrics4
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics10
Working Papers / Concordia University, Department of Economics10

Recent works citing Artem Prokhorov (2017 and 2016)


YearTitle of citing document
2016Estimating Multi-Product Production Functions and Productivity using Control Functions. (2016). Malikov, Emir. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235108.

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2016Copula-based random effects models for clustered data. (2016). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1092_16.

Full description at Econpapers || Download paper

2016EM algorithm in Gaussian copula with missing data. (2016). Ding, Wei ; PEter, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:1-11.

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2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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2016On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors. (2016). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:19-22.

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2016Goodness-of-fit test for specification of semiparametric copula dependence models. (2016). Zhang, Shulin ; PEter, ; Zhou, Qian M ; Okhrin, Ostap . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:215-233.

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2016Optimal product bundling with dependent valuations: The price of independence. (2016). Banciu, M ; Odegaard, F. In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:481-495.

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2017Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies. (2017). Huang, Tai-Hsin ; Chen, Kuan-Chen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:93-110.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2017Public subsidies, TFP and efficiency: A tale of complex relationships. (2017). Bernini, Cristina ; Pellegrini, Guido ; Cerqua, Augusto . In: Research Policy. RePEc:eee:respol:v:46:y:2017:i:4:p:751-767.

Full description at Econpapers || Download paper

2016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

Full description at Econpapers || Download paper

2016Generalized Information Matrix Tests for Detecting Model Misspecification. (2016). Henley, Steven S ; White, Halbert ; Kashner, Michael T ; Golden, Richard M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:46-:d:82838.

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2017The ‘wrong skewness’ problem: a re-specification of stochastic frontiers. (2017). Bonanno, Graziella ; Domma, Filippo ; de Giovanni, Domenico . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:47:y:2017:i:1:d:10.1007_s11123-017-0492-8.

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Works by Artem Prokhorov:


YearTitleTypeCited
2013Reconstructing high dimensional dynamic distributions from distributions of lower dimension In: Working Papers.
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2012Reconstructing high dimensional dynamic distributions from distributions of lower dimension.(2012) In: Working Papers.
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2008GMM Redundancy Results for General Missing Data Problems In: Working Papers.
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2009GMM redundancy results for general missing data problems.(2009) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 7
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2008On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models In: Working Papers.
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2009On relative efficiency of quasi-MLE and GMM estimators of covariance structure models.(2009) In: Economics Letters.
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This paper has another version. Agregated cites: 1
article
2009Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas In: Working Papers.
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2009Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas.(2009) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 8
article
2010Second Order Bias of Quasi-MLE for Covariance Structure Models In: Working Papers.
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2012Second order bias of quasi-MLE for covariance structure models.(2012) In: Economics Letters.
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This paper has another version. Agregated cites: 0
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2010A Goodness-of-fit Test for Copulas In: Working Papers.
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2008A goodness-of-fit test for copulas.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
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2014A Goodness-of-fit Test for Copulas.(2014) In: Econometric Reviews.
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This paper has another version. Agregated cites: 10
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2010Bartlett-type Correction of Distance Metric Test In: Working Papers.
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2011Efficient estimation of parameters in marginals in semiparametric multivariate models In: Working Papers.
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2016Efficient estimation of parameters in marginal in semiparametric multivariate models.(2016) In: Working Papers.
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2011Using Copulas to Model Time Dependence in Stochastic Frontier Models In: Working Papers.
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2014Using Copulas to Model Time Dependence in Stochastic Frontier Models.(2014) In: Econometric Reviews.
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This paper has another version. Agregated cites: 7
article
2012Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models In: Working Papers.
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2014Copula based factorization in Bayesian multivariate infinite mixture models.(2014) In: Journal of Multivariate Analysis.
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This paper has another version. Agregated cites: 2
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2013Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2014An algorithm for constructing high dimensional distributions from distributions of lower dimension In: Economics Letters.
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2016Heavy tails and copulas: Limits of diversification revisited In: Economics Letters.
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2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem In: Economics Letters.
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2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2016GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference In: Journal of Econometrics.
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2015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference.(2015) In: Working Papers.
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2016Endogeneity in stochastic frontier models In: Journal of Econometrics.
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2015Endogeneity in Stochastic Frontier Models.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 5
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2008Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) In: Quantile.
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article2
2014Consistent Estimation of Linear Regression Models Using Matched Data In: Working Papers.
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2015Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference In: Working Papers.
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2015Generalized Information Matrix Tests for Copulas In: Working Papers.
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2015Fat tails and copulas: limits of diversification revisited In: Working Papers.
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2016A New Measure of Vector Dependence, with an Application to Financial C ontagion In: Working Papers.
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2013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty In: Working Papers.
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