Artem Prokhorov : Citation Profile

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

8

H index

7

i10 index

354

Citations

RESEARCH PRODUCTION:

31

Articles

31

Papers

1

Books

8

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 20
   Journals where Artem Prokhorov has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 20 (5.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr133
   Updated: 2025-12-20    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Murtazashvili, Irina (3)

Leung, Henry (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 (20)

Tsionas, Mike (19)

Parmeter, Christopher (13)

Tran, Kien (12)

Kumbhakar, Subal (12)

GONG, Binlei (11)

Zelenyuk, Valentin (9)

Karakaplan, Mustafa (8)

Okhrin, Ostap (7)

Orea, Luis (6)

Centorrino, Samuele (6)

Cites to:

Schmidt, Peter (37)

Lovell, C. (15)

Imbens, Guido (13)

Kumbhakar, Subal (12)

Tsionas, Mike (11)

Scaillet, Olivier (10)

Newey, Whitney (10)

Engle, Robert (9)

gourieroux, christian (8)

Tran, Kien (8)

Patton, Andrew (7)

Main data

Where Artem Prokhorov has published?

Journals with more than one article published# docs
Journal of Econometrics6
Economics Letters6
Econometric Reviews4
Journal of Banking & Finance2
Empirical Economics2

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
Papers / arXiv.org3

Recent works citing Artem Prokhorov (2025 and 2024)

YearTitle of citing document
2024Can the Service Sector Lead Structural Transformation in Africa? Evidence from Côte dIvoire. (2024). Jing, Chunxiao ; Foltz, Jeremy D. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343566.

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2025Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility. (2024). Murtazashvili, Irina ; Callaway, Brantly. In: Papers. RePEc:arx:papers:2107.09235.

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2025Identifying the Frontier Structural Function and Bounding Mean Deviations. (2025). Genesove, David ; Ben-Moshe, Dan. In: Papers. RePEc:arx:papers:2504.19832.

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2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

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2024Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob. In: Staff Working Papers. RePEc:bca:bocawp:24-15.

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2024Granular data: new horizons and challenges. (2024). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:61.

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2024Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob. In: BIS Working Papers. RePEc:bis:biswps:1188.

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2024Do municipal unions improve cost efficiency for the social function? A quasi‐experimental endogenous stochastic frontier approach. (2024). Vidoli, Francesco ; Porcelli, Francesco ; Ivaldi, Giorgio ; Quintiliani, Fabio ; Marinuzzi, Giorgia ; Tortorella, Walter. In: Journal of Regional Science. RePEc:bla:jregsc:v:64:y:2024:i:2:p:308-332.

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2025High-dimensional copula-based Wasserstein dependence. (2025). Gijbels, Irne ; de Keyser, Steven. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:204:y:2025:i:c:s0167947324001804.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2024Access to credit and scale efficiency: Evidence from family farms in East China. (2024). Ma, Jie ; Cai, Rong ; Wang, Shujuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1538-1551.

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2024Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573.

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2024Regulatory impact of informality on gasoline consumption efficiency in Africa: A proposed two-part complementary hypothesis test. (2024). Adom, Philip Kofi. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006789.

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2025Dealing with endogeneity in stochastic frontier models: A comparative assessment of estimators. (2025). Roseta-Palma, Catarina ; Hou, Zheng. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007492.

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2024Can operational efficiency in the Portuguese electricity sector be improved? Yes, but.... (2024). Roseta-Palma, Catarina ; Hou, Zheng. In: Energy Policy. RePEc:eee:enepol:v:190:y:2024:i:c:s0301421524001666.

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2025Financial constraints and firm efficiency: Further empirical evidence. (2025). Martins-Filho, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015538.

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2025An empirical analysis of the effect of multiple credit ratings on reducing asset securitisation financing costs. (2025). Zhang, Gongyuan ; Yuan, Feng ; Liu, Siqi. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015745.

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2024Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073.

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2024On heavy-tailed risks under Gaussian copula: The effects of marginal transformation. (2024). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000174.

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2024Parametric dependence between random vectors via copula-based divergence measures. (2024). de Keyser, Steven ; Gijbels, Irene. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000435.

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2024Productivity and efficiency: Do we need a bridge?. (2024). Zhao, Shunan ; Hou, Zhezhi ; Kumbhakar, Subal C. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s0925527324001440.

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2025Mitigating simultaneity bias in seaport efficiency measurement. (2025). Rdseth, Kenneth Lvold ; Kuosmanen, Timo ; Holmen, Rasmus Bgh. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:192:y:2025:i:c:s0965856424003811.

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2025Emerging Trends and Issues in Geo-Spatial Environmental Health: A Critical Perspective. (2025). Griffith, Daniel A. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:2:p:286-:d:1591641.

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2025Latent class models with persistence in regime changes: a distributed lag analysis. (2025). Dakpo, Herv K ; Orea, Luis. In: Post-Print. RePEc:hal:journl:hal-05322436.

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2024Skewness-based test diagnosis of technical inefficiency in spatial autoregressive stochastic frontier models. (2024). Deng, Ming-Yu ; Wang, Mingxi ; Kutlu, Levent. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:1:d:10.1007_s11123-024-00721-7.

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2024“Wrong” skewness and endogenous regressors in stochastic frontier models: an instrument-free copula approach with an application to estimate firm efficiency in Vietnam. (2024). Haschka, Rouven E. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:1:d:10.1007_s11123-024-00722-6.

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2024The contribution of innovation to farm-level productivity. (2024). Emvalomatis, Grigorios ; Wallace, Michael ; Parikoglou, Iordanis ; Thorne, Fiona ; Lapple, Doris. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:62:y:2024:i:2:d:10.1007_s11123-024-00728-0.

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2025On uniform consistency of nonparametric estimators smoothed by the gamma kernel. (2025). Hirukawa, Masayuki ; Funke, Benedikt. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:3:d:10.1007_s10463-024-00923-8.

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2025Statistical inference for Hicks–Moorsteen productivity indices. (2025). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-024-06288-8.

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2025The productive efficiency of U.S. blacksmiths in the late nineteenth century: an input-distance-function approach. (2025). Han, Yongseung ; Warren, Ronald S. In: Cliometrica. RePEc:spr:cliomt:v:19:y:2025:i:3:d:10.1007_s11698-024-00300-8.

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2024Endogeneity-corrected stochastic frontier with market imperfections. (2024). Maiti, Dibyendu ; Neogi, Chiranjib. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02577-0.

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2024Energy efficiency in the Indian transportation sector: effect on carbon emissions. (2024). Shahbaz, Muhammad ; Mahapatra, Bamadev ; Irfan, Mohd. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:3:d:10.1007_s10668-023-02981-z.

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2024A novel robust method for estimating the covariance matrix of financial returns with applications to risk management. (2024). Toscano, Pietro ; Leccadito, Arturo ; Staino, Alessandro. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00642-2.

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2024Endogeneity in stochastic frontier models with wrong skewness: copula approach without external instruments. (2024). Haschka, Rouven E. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:3:d:10.1007_s10260-024-00750-4.

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2024Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data. (2024). Zhou, Qian M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01566-w.

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2024Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador. (2024). Wall, Alan ; Centorrino, Samuele ; Perezurdiales, Maria ; Bravoureta, Boris. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:365-382.

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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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Efficient estimation of parameters in marginals in semiparametric multivariate models In: Papers.
[Full Text][Citation analysis]		paper1
2011Efficient estimation of parameters in marginals in semiparametric multivariate models.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Efficient estimation of parameters in marginal in semiparametric multivariate models.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2025Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications In: Papers.
[Full Text][Citation analysis]		paper0
2025An early warning system for emerging markets In: Papers.
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2020A Simple Estimator of Two‐Dimensional Copulas, with Applications In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2022Uniform convergence rates for nonparametric estimators smoothed by the beta kernel In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
2015Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article4
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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This paper has nother version. Agregated cites: 4		article
2008GMM Redundancy Results for General Missing Data Problems In: Working Papers.
[Citation analysis]		paper14
2009GMM redundancy results for general missing data problems.(2009) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 14		article
2008On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models In: Working Papers.
[Citation analysis]		paper1
2009On relative efficiency of quasi-MLE and GMM estimators of covariance structure models.(2009) In: Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2009Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas In: Working Papers.
[Citation analysis]		paper21
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 nother version. Agregated cites: 21		article
2010Second Order Bias of Quasi-MLE for Covariance Structure Models In: Working Papers.
[Citation analysis]		paper0
2012Second order bias of quasi-MLE for covariance structure models.(2012) In: Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2010A Goodness-of-fit Test for Copulas In: Working Papers.
[Citation analysis]		paper21
2008A goodness-of-fit test for copulas.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 21		paper
2014A Goodness-of-fit Test for Copulas.(2014) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 21		article
2010Bartlett-type Correction of Distance Metric Test In: Working Papers.
[Citation analysis]		paper1
2011Using Copulas to Model Time Dependence in Stochastic Frontier Models In: Working Papers.
[Citation analysis]		paper31
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.
[Citation analysis]		paper4
2014Copula based factorization in Bayesian multivariate infinite mixture models.(2014) In: Journal of Multivariate Analysis.
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This paper has nother version. Agregated cites: 4		article
2013Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2014An algorithm for constructing high dimensional distributions from distributions of lower dimension In: Economics Letters.
[Full Text][Citation analysis]		article0
2016Heavy tails and copulas: Limits of diversification revisited In: Economics Letters.
[Full Text][Citation analysis]		article9
2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem In: Economics Letters.
[Full Text][Citation analysis]		article2
2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 0		paper
2016GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2016Endogeneity in stochastic frontier models In: Journal of Econometrics.
[Full Text][Citation analysis]		article132
2015Endogeneity in Stochastic Frontier Models.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 132		paper
2017Endogenous environmental variables in stochastic frontier models In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
2017Endogenous Environmental Variables In Stochastic Frontier Models.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 57		paper
2018Consistent estimation of linear regression models using matched data In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
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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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2022A new approach to credit ratings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2023A machine learning attack on illegal trading In: Journal of Banking & Finance.
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2024Improving Predictions of Technical Inefficiency In: Advances in Econometrics.
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2021A new family of copulas, with application to estimation of a production frontier system In: Journal of Productivity Analysis.
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2019A New Family of Copulas, with Application to Estimation of a Production Frontier System.(2019) 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.
[Full Text][Citation analysis]		article2
2021Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors In: Empirical Economics.
[Full Text][Citation analysis]		article4
2023DS-HECK: double-lasso estimation of Heckman selection model In: Empirical Economics.
[Full Text][Citation analysis]		article0
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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This paper has nother version. Agregated cites: 5		article
2015Fat tails and copulas: limits of diversification revisited In: Working Papers.
[Full Text][Citation analysis]		paper2
2016A New Measure of Vector Dependence, with an Application to Financial C ontagion In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Yet another look at the omitted variable bias In: Econometric Reviews.
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2021msreg: A command for consistent estimation of linear regression models using matched data In: Stata Journal.
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2022Technical and allocative inefficiency in production systems: a vine copula approach In: Dependence Modeling.
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2017Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance In: World Scientific Books.
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2017Introduction and Overview In: World Scientific Book Chapters.
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2017Portfolio Diversification under Independent Fat Tailed Risks In: World Scientific Book Chapters.
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2017From Independence to Dependence via Copulas and U-statistics In: World Scientific Book Chapters.
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2017Limits of Diversification under Fat Tails and Dependence In: World Scientific Book Chapters.
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2017Robustness of Econometric Methods to Copula Misspecification and Heavy Tails In: World Scientific Book Chapters.
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2017Copula Tests Using Information Matrix In: World Scientific Book Chapters.
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2017Summary and Conclusion In: World Scientific Book Chapters.
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