Artem Prokhorov : Citation Profile


Are you Artem Prokhorov?

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

6

H index

6

i10 index

159

Citations

RESEARCH PRODUCTION:

20

Articles

28

Papers

1

Books

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 14
   Journals where Artem Prokhorov has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 14 (8.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr133
   Updated: 2020-11-21    RAS profile: 2020-04-05    
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Relations with other researchers


Works with:

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 (12)

Tran, Kien (9)

Tsionas, Mike (8)

Kumbhakar, Subal (7)

Takeshima, Hiroyuki (4)

Tsay, Wen-Jen (4)

GONG, Binlei (4)

Karakaplan, Mustafa (4)

Zelenyuk, Valentin (4)

Sickles, Robin (3)

Parmeter, Christopher (3)

Cites to:

Schmidt, Peter (29)

Lovell, C. (12)

Imbens, Guido (11)

Kumbhakar, Subal (7)

Newey, Whitney (7)

Chen, Xiaohong (5)

Greene, William (5)

Abadie, Alberto (5)

Hill, Jonathan (5)

Smith, Richard (5)

Patton, Andrew (4)

Main data


Where Artem Prokhorov has published?


Journals with more than one article published# docs
Economics Letters6
Journal of Econometrics6
Econometric Reviews3

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics14
Working Papers / Concordia University, Department of Economics10

Recent works citing Artem Prokhorov (2020 and 2019)


YearTitle of citing document
2020Measuring and Achieving World Agricultural Convergence. (2020). Gong, Binlei. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304347.

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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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2020Vector copulas and vector Sklar theorem. (2020). Henry, Marc ; Fan, Yanqin. In: Papers. RePEc:arx:papers:2009.06558.

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2020The Efficiency Gap. (2020). Ziegel, Johanna F ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2010.14146.

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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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2020Turnout, political strength, and cost efficiency in Spanish municipalities of the autonomous region of Galicia: Evidence from an alternative stochastic frontier approach. (2020). Cabaleirocasal, Roberto ; Buchgomez, Enrique J. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:3:p:533-553.

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2020Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313.

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2020Corporate Profitability and the Global Persistence of Corruption. (2020). Hanousek, Jan ; Ferris, Stephen P ; Tresl, Jiri . In: CERGE-EI Working Papers. RePEc:cer:papers:wp659.

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2020Corporate Profitability and the Global Persistence of Corruption. (2020). Tresl, Jiri ; Hanousek, Jan ; Ferris, Stephen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14341.

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2020Hypothesis tests with a repeatedly singular information matrix. (2020). Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14415.

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2020Effects of agricultural mechanization on economies of scope in crop production in Nigeria. (2020). Edeh, Hyacinth O ; Hatzenbuehler, Patrick L ; Takeshima, Hiroyuki. In: Agricultural Systems. RePEc:eee:agisys:v:177:y:2020:i:c:s0308521x18311119.

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2020Reducing the maize yield gap in Ethiopia: Decomposition and policy simulation. (2020). Van Dijk, Michiel ; van Ittersum, Martin K ; Tesfaye, Kindie ; Reidsma, Pytrik ; van Loon, Marloes ; Morley, Tomas. In: Agricultural Systems. RePEc:eee:agisys:v:183:y:2020:i:c:s0308521x19314490.

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2020Agricultural productivity convergence in China. (2020). Gong, Binlei. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x20300201.

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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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2020Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88.

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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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2020A spatial stochastic frontier model with endogenous frontier and environmental variables. (2020). Tran, Kien ; Tsionas, Mike G ; Kutlu, Levent. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:389-399.

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2020On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: Some new formulations and generalizations. (2020). Kumbhakar, Subal ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:762-775.

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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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2019Does environmental heterogeneity affect the productive efficiency of grid utilities in China?. (2019). Pollitt, Michael ; Liu, Li-Qiu ; Xie, Bai-Chen. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:333-344.

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2020Tight oil, real WTI prices and U.S. stock returns. (2020). Mollick, Andre Varella ; Huang, Wanling. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930369x.

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2020Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis. (2020). Gong, Binlei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988317302992.

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

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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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2020Socio-institutional determinants of educational resource efficiency according to the capability approach: An endogenous stochastic frontier analysis. (2020). Guarini, Giulio ; Garofalo, Giuseppe ; Laureti, Tiziana. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:71:y:2020:i:c:s0038012119305695.

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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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2020Motivating air navigation service provider performance. (2020). Proost, Stef ; Kivel, Adit ; Delhaye, Eef ; Adler, Nicole. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:132:y:2020:i:c:p:1053-1069.

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2020Persistent and temporary inefficiency in airport cost function: An application to Italy. (2020). Viola, Domenico ; Scotti, Davide ; Martini, Gianmaria ; Vittadini, Giorgio. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:132:y:2020:i:c:p:999-1019.

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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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2019Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures. (2019). Rau-Bredow, Hans. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:91-:d:260962.

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2019Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable. (2019). Parmeter, Christopher ; Millimet, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp12576.

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2020Productive Capacity of Biodiversity: Crop Diversity and Permanent Grasslands in Northwestern France. (2020). Dupraz, Pierre ; Bareille, Francois. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:2:d:10.1007_s10640-020-00499-w.

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2019Evaluating the CDF of the distribution of the stochastic frontier composed error. (2019). Tsay, Wen-Jen ; Schmidt, Peter ; Amsler, Christine. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:52:y:2019:i:1:d:10.1007_s11123-019-00554-9.

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2020Assessing the productivity consequences of agri-environmental practices when adoption is endogenous. (2020). Simola, Antti ; Laukkanen, Marita ; Bostian, Moriah B. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:2:d:10.1007_s11123-019-00564-7.

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2020Non-structural and structural models in productivity analysis: study of the British Isles during the 2007–2009 financial crisis. (2020). Sickles, Robin C ; Gong, Binlei. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:2:d:10.1007_s11123-019-00571-8.

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2020Unknown latent structure and inefficiency in panel stochastic frontier models. (2020). Tran, Kien ; Tsionas, Mike G ; Kutlu, Levent. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:54:y:2020:i:1:d:10.1007_s11123-020-00584-8.

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2019Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds. (2019). Fries, Sebastien. In: MPRA Paper. RePEc:pra:mprapa:97353.

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2019School district consolidation policies: endogenous cost inefficiency and saving reversals. (2019). Kutlu, Levent ; Karakaplan, Mustafa. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1398-z.

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2020Firm characteristics and the ability to exercise market power: empirical evidence from the iron ore market. (2020). Wetzel, Heike ; Germeshausen, Robert ; Panke, Timo . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1610-9.

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2019Correcting outliers in GARCH models: a weighted forward approach. (2019). Grossi, Luigi ; Crosato, Lisa. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:6:d:10.1007_s00362-017-0903-y.

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2020Estimating Food Waste as Household Production Inefficiency. (2020). Jaenicke, Edward ; Yu, Yang. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:525-547.

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2020New Growth Accounting. (2020). Gong, Binlei. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:641-661.

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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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Works by Artem Prokhorov:


YearTitleTypeCited
2013Reconstructing high dimensional dynamic distributions from distributions of lower dimension In: Working Papers.
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2013Reconstructing high dimensional dynamic distributions from distributions of lower dimension.(2013) 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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2015Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden.(2015) In: Canadian Journal of Economics/Revue canadienne d'économique.
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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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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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2008A goodness-of-fit test for copulas.(2008) In: MPRA Paper.
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2014A Goodness-of-fit Test for Copulas.(2014) In: Econometric Reviews.
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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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2018Moment redundancy test with application to efficiency-improving copulas In: Economics Letters.
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2019Moment Redundancy Test with Application to Efficiency-Improving Copulas.(2019) 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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2019Generalized information matrix tests for copulas.(2019) In: Econometric Reviews.
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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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2019A New Family of Copulas, with Application to Estimation of a Production Frontier System 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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