Artem Prokhorov : Citation Profile


Are you Artem Prokhorov?

University of Sydney (90% share)
St. Petersburg State University (10% share)

6

H index

5

i10 index

124

Citations

RESEARCH PRODUCTION:

17

Articles

25

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 12
   Journals where Artem Prokhorov has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 10 (7.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppr133
   Updated: 2019-12-07    RAS profile: 2018-11-10    
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Relations with other researchers


Works with:

Murtazashvili, Irina (2)

Anatolyev, Stanislav (2)

Burda, Martin (2)

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

Is cited by:

Kutlu, Levent (10)

Tsionas, Mike (8)

Kumbhakar, Subal (7)

Tran, Kien (5)

Zelenyuk, Valentin (4)

GONG, Binlei (4)

Takeshima, Hiroyuki (3)

Lai, Hung-pin (3)

Wu, Ximing (3)

Shao, Shuai (2)

Winkelmann, Rainer (2)

Cites to:

Schmidt, Peter (19)

Imbens, Guido (11)

Lovell, C. (8)

Newey, Whitney (6)

Chen, Xiaohong (5)

Abadie, Alberto (5)

Hill, Jonathan (5)

Smith, Richard (5)

Kumbhakar, Subal (4)

Tsionas, Mike (4)

Hansen, Lars (4)

Main data


Where Artem Prokhorov has published?


Journals with more than one article published# docs
Journal of Econometrics6
Economics Letters5
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics12
Working Papers / Concordia University, Department of Economics10

Recent works citing Artem Prokhorov (2018 and 2017)


YearTitle of citing document
2017Yield Maps, Soil Maps, and Technical Efficiency: Evidence from U.S. Corn Fields. (2017). McFadden, Jonathan R. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258120.

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2018Production risk and technical (in)efficiency amongst smallholder livestock farmers in Botswana: An exploratory investigation. (2018). Amuakwa-Mensah, Franklin ; Bahta, S ; Surry, Y ; Chube, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277276.

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2018Interstate Competition in Agriculture: Cheer or Fear? Evidence from the United States and China. (2018). GONG, Binlei. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277462.

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2018Identifying factor productivity from micro-data: the case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:ags:iamodp:271870.

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2017THE ROLE OF THE LOCATIONS OF PUBLIC SECTOR VARIETAL DEVELOPMENT ACTIVITIES ON AGRICULTURAL PRODUCTIVITY: EVIDENCE FROM NORTHERN NIGERIA. (2017). Takeshima, Hiroyuki ; Nasir, Abdullahi Mohammed. In: Feed the Future Innovation Lab for Food Security Policy Research Papers. RePEc:ags:miffrp:264393.

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2017Value-at-Risk Diversification of $\alpha$-stable Risks: The Tail-Dependence Puzzle. (2017). Neri, Paolo ; Cherubini, Umberto . In: Papers. RePEc:arx:papers:1704.07235.

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2019Dynamic Dependence Modeling in financial time series. (2019). Aivaliotis, Georgios ; Liu, Haiyan ; Dou, Yali. In: Papers. RePEc:arx:papers:1908.05130.

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2019Identification and estimation of triangular models with a binary treatment. (2019). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1210_19.

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2019Geography of plant breeding systems, agroclimatic similarity, and agricultural productivity: evidence from Nigeria. (2019). Takeshima, Hiroyuki. In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:67-78.

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2019COUPLING COUPLES WITH COPULAS: ANALYSIS OF ASSORTATIVE MATCHING ON RISK ATTITUDE. (2019). Nikoloulopoulos, Aristidis K ; Moffatt, Peter G. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:654-666.

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2017Efficiency Effects of Access to Information on Small-scale Agriculture: Empirical Evidence from Uganda using Stochastic Frontier and IRT Models. (2017). Phimister, Euan ; Abdul-Salam, Yakubu. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:2:p:494-517.

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2018Relative Effectiveness of Energy Efficiency Programs versus Market Based Climate Policies in the Chemical Industry. (2018). Lee, Jonathan ; Boyd, Gale. In: Working Papers. RePEc:cen:wpaper:18-16.

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2017Handling Endogeneity in Stochastic Frontier Analysis. (2017). Kutlu, Levent ; Karakaplan, Mustafa. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00551.

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2018US Bank Efficiency and FED Activity. (2018). Kutlu, Levent ; al Masud, Mohammad I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00992.

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2018The Spatial Efficiency Multiplier and Common Correlated Effects in a Spatial Autoregressive Stochastic Frontier Model. (2018). Kenjegalieva, Karligash ; Weyman-Jones, Thomas ; Sickles, Robin C ; Glass, Anthony J. In: Working Papers. RePEc:ecl:riceco:18-003.

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2018Cost, Revenue, and Profit Function Estimates. (2018). Kutlu, Levent ; Sickles, Robin C ; Liu, Shasha. In: Working Papers. RePEc:ecl:riceco:18-006.

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2018An ecosystemic framework for business sustainability. (2018). Sun, Jiazhe ; Yang, Kaizhong ; Wu, Shunan. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:1:p:59-72.

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2018Agricultural reforms and production in China: Changes in provincial production function and productivity in 1978–2015. (2018). Gong, Binlei. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:18-31.

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2018A distribution-free stochastic frontier model with endogenous regressors. (2018). Kutlu, Levent. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:152-154.

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2018An application of extreme value theory to cryptocurrencies. (2018). Gkillas (Gillas), Konstantinos ; Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:109-111.

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2018Moment redundancy test with application to efficiency-improving copulas. (2018). Hao, Bowen ; Qian, Hailong ; Prokhorov, Artem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:29-33.

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2019Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57.

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2019A time-varying true individual effects model with endogenous regressors. (2019). Tsionas, Mike ; Tran, Kien ; Kutlu, Levent. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:539-559.

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2019Sign tests for dependent observations. (2019). Ibragimov, Rustam ; Brown, Donald. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:1-8.

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2019Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95.

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2019A Bayesian semiparametric approach to stochastic frontiers and productivity. (2019). Tsionas, Mike G ; Mallick, Sushanta K. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:391-402.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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2018Improvement pathway of energy consumption structure in Chinas industrial sector: From the perspective of directed technical change. (2018). Shao, Shuai ; Miao, Zhuang ; Yang, Lili. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:166-176.

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2018Different behaviors in natural gas production between national and private oil companies: Economics-driven or environment-driven?. (2018). Gong, Binlei. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:145-152.

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2019Venture capital as an innovation ecosystem engineer in an emerging market. (2019). Chen, Victor Z ; Li, Sunny ; Sunny, Sanwar A. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:5:1.

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2018The sellers listing strategy in online auctions: Evidence from eBay. (2018). Lai, Hung-pin ; Chen, Kong-Pin ; Yu, Ya-Ting . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:56:y:2018:i:c:p:107-144.

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2018A clustering approach and a rule of thumb for risk aggregation. (2018). Marta, F ; Puccetti, Giovanni ; Giammusso, Davide. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:236-248.

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2018Interstate competition in agriculture: Cheer or fear? Evidence from the United States and China. (2018). Gong, Binlei. In: Food Policy. RePEc:eee:jfpoli:v:81:y:2018:i:c:p:37-47.

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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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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2018Endogeneity, heterogeneity, and determinants of inefficiency in Norwegian crop-producing farms. (2018). Kumbhakar, Subal ; Lien, Gudbrand ; Alem, Habtamu. In: International Journal of Production Economics. RePEc:eee:proeco:v:201:y:2018:i:c:p:53-61.

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2017A new approach to jointly estimating the Lerner index and cost efficiency for multi-output banks under a stochastic meta-frontier framework. (2017). Huang, Tai-Hsin ; Chao, Shih-Wei ; Chiang, Dien-Lin . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:212-226.

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2018Competition, efficiency, and innovation in Taiwan’s banking industry — An application of copula methods. (2018). Huang, Tai-Hsin ; Chang, Bao-Guang . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:362-375.

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2018An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009. (2018). Huang, Tai-Hsin ; Lin, Chung-I, ; Chen, Kuan-Chen . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:51-62.

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2019Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures. (2019). Wu, Ruei-Cian ; Lin, Chung-I, ; Huang, Tai-Hsin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:132-147.

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

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2019ℓ1-symmetric vector random fields. (2019). Ma, Chunsheng ; Wang, Fangfang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:7:p:2466-2484.

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2018Assessing the Productivity Consequences of Agri-Environmental Practices When Adoption Is Endogenous. (2018). Laukkanen, Marita ; Simola, Antti ; Bostian, Moriah B. In: Working Papers. RePEc:fer:wpaper:112.

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2018Effects of agricultural mechanization on economies of scope in crop production in Nigeria. (2018). Takeshima, Hiroyuki ; Hatzenbuehler, Patrick ; Edeh, Hyacinth. In: NSSP working papers. RePEc:fpr:nsspwp:53.

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2019Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric. (2019). Il, Kyoo. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:25-:d:236151.

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2018Operational Efficiency of Bank Loans and Deposits: A Case Study of Vietnamese Banking System. (2018). Ngo, Thanh ; Tripe, David ; Nguyen, Tram . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:14-:d:128829.

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2018Generating VaR Scenarios under Solvency II with Product Beta Distributions. (2018). Pfeifer, Dietmar ; Ragulina, Olena. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:122-:d:176564.

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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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2018Estimation of cost efficiency without cost data. (2018). Kutlu, Levent ; Wang, Ran. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:49:y:2018:i:2:d:10.1007_s11123-018-0527-9.

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2018Stochastic frontier models with network selectivity. (2018). Horrace, William C ; Jung, Hyunseok. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0537-7.

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2017Stochastic Frontier Analysis: Foundations and Advances. (2017). Zelenyuk, Valentin ; Parmeter, Christopher ; Kumbhakar, Subal. In: Working Papers. RePEc:mia:wpaper:2017-10.

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2017A primer on the theory and practice of efficiency and productivity analysis. (2017). Zofío, José ; Orea, Luis ; Zofio, Jose L. In: Efficiency Series Papers. RePEc:oeg:wpaper:2017/05.

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2017Subsidies and Technical Efficiency in Agriculture: Evidence from European Dairy Farms. (2017). Latruffe, Laure ; Desjeux, Yann ; Carpentier, Alain ; BRAVO-URETA, BORIS ; Moreira, Victor H. In: American Journal of Agricultural Economics. RePEc:oup:ajagec:v:99:y:2017:i:3:p:783-799..

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2017Conditional moment models with data missing at random. (2017). Hristache, M ; Patilea, V. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:3:p:735-742..

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2018Estimation of Dynamic Stochastic Frontier Model using Likelihood-based Approaches. (2018). Kumbhakar, Subal ; Lai, Hung-Pin. In: MPRA Paper. RePEc:pra:mprapa:87830.

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2017The Effect of CAP Subsidies on the Technical Efficiency of Polish Dairy Farms. (2017). Pisulewski, Andrzej ; Marzec, Jerzy. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:243-273.

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2018Stochastic Frontier Analysis: Foundations and Advances. (2018). Zelenyuk, Valentin ; Kumbhakar, Subal ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:123.

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2017Recaudacion potencial, eficiencia recaudatoria y transferencias federales: Un analisis para las entidades federativas en Mexico utilizando el modelo de frontera estocastica. (2017). Guillermo, Sylvia Beatriz ; Casimiro, Israel Vargas. In: EconoQuantum, Revista de Economia y Negocios. RePEc:qua:journl:v:14:y:2017:i:1:p:35-71.

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2017Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Nguyen, Khoa Huu ; Huang, Wanling . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1165-6.

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2018Joint estimation of the Lerner index and cost efficiency using copula methods. (2018). Kumbhakar, Subal ; Liu, Nan-Hung ; Huang, Tai-Hsin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1216-z.

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2018Heavy tails and upper-tail inequality: The case of Russia. (2018). Ibragimov, Marat. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-017-1239-0.

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2018Income inequality and price elasticity of market demand: the case of crossing Lorenz curves. (2018). Ibragimov, Marat ; Ma, Jun ; Kattuman, Paul. In: Economic Theory. RePEc:spr:joecth:v:65:y:2018:i:3:d:10.1007_s00199-017-1037-0.

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2017Costs and Economies of Scale at Not-for-Profit Organizations: The Case of the Santa Casa da Misericórdia de Barcelos Between 2002 and 2013. (2017). Mourão, Paulo ; Enes, Cristiana ; Mouro, Paulo . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:132:y:2017:i:2:d:10.1007_s11205-016-1315-4.

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2019Moment Redundancy Test with Application to Efficiency-Improving Copulas. (2019). Qian, Hailong ; Prokhorov, Artem ; Hao, Bowen. In: Working Papers. RePEc:syb:wpbsba:2123/20204.

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2017Endogeneity in panel stochastic frontier models: an application to the Japanese cotton spinning industry. (2017). Kutlu, Levent ; Karakaplan, Mustafa. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:59:p:5935-5939.

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2018Identifying factor productivity from micro-data: The case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:zbw:iamodp:171.

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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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2015Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden In: Canadian Journal of Economics.
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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: 13
article
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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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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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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2010A Goodness-of-fit Test for Copulas In: Working Papers.
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2014A Goodness-of-fit Test for Copulas.(2014) In: Econometric Reviews.
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2008A goodness-of-fit test for copulas.(2008) In: MPRA Paper.
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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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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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2013Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models.(2013) In: Working Papers.
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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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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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2017Endogenous environmental variables in stochastic frontier models In: Journal of Econometrics.
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2017Endogenous Environmental Variables In Stochastic Frontier Models.(2017) In: Working Papers.
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2018Consistent estimation of linear regression models using matched data In: Journal of Econometrics.
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2014Consistent Estimation of Linear Regression Models Using Matched Data.(2014) In: Working Papers.
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2017Consistent Estimation of Linear Regression Models Using Matched Data.(2017) In: Working Papers.
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2017A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion In: Journal of Financial Econometrics.
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2008Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian) In: Quantile.
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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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2017Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance In: World Scientific Books.
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