Artem Prokhorov : Citation Profile

Are you Artem Prokhorov?

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

8

H index

7

i10 index

312

Citations

RESEARCH PRODUCTION:

29

Articles

31

Papers

1

Books

8

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 19
   Journals where Artem Prokhorov has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 20 (6.02 %)

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   Permalink: http://citec.repec.org/ppr133
   Updated: 2024-12-03    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 (5)

Cites to:

Schmidt, Peter (37)

Lovell, C. (15)

Imbens, Guido (13)

Kumbhakar, Subal (12)

Tsionas, Mike (11)

Newey, Whitney (10)

Scaillet, Olivier (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 (2024 and 2023)

YearTitle of citing document
2024Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error. (2021). Murtazashvili, Irina ; Callaway, Brantly. In: Papers. RePEc:arx:papers:2107.09235.

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2023On heavy-tailed risks under Gaussian copula: the effects of marginal transformation. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2304.05004.

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2023Copula-based deviation measure of cointegrated financial assets. (2023). Shulzhenko, Alexander. In: Papers. RePEc:arx:papers:2312.02081.

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

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2023Total factor productivity change in Chinas grain production sector: 1980–2018. (2023). Henneberry, Shida R ; Cheng, Shen ; Zheng, Zhihao. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:38-55.

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2023Productivity and Performance: A GMM approach. (2023). Kumbhakar, Subal C ; Tsionas, Mike G. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:331-344.

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2023Multivariate distributional stochastic frontier models. (2023). Kneib, Thomas ; Schmidt, Rouven. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s016794732300107x.

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2023Innovation, productivity and spillover effects in the Italian accommodation industry. (2023). Galli, Federica ; Bernini, Cristina. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003820.

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2023Vector copulas. (2023). Henry, Marc ; Fan, Yanqin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:128-150.

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2023Maximum likelihood estimation of stochastic frontier models with endogeneity. (2023). Pérez-Urdiales, María ; Perez-Urdiales, Maria ; Centorrino, Samuele. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:82-105.

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2023Identification and estimation of triangular models with a binary treatment. (2023). Pereda-Fernández, Santiago ; Pereda-Fernandez, Santiago. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:585-623.

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2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

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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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2023Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models. (2023). Tran, Kien ; Tsionas, Mike G ; Prokhorov, Artem B. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1189-1199.

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2023The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464.

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2023Sustainable budgeting and financial balance: Which lever will you pull?. (2023). Vidoli, Francesco ; de Witte, Kristof ; Dinverno, Giovanna. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:857-871.

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2023On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects. (2023). Dinverno, Giovanna ; Badunenko, Oleg ; de Witte, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:432-447.

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

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2023Beyond climate and conflict relationships: New evidence from a Copula-based analysis on an historical perspective. (2023). Goutte, Stéphane ; Damette, Olivier. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:1:p:295-323.

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2023Minimax properties of Dirichlet kernel density estimators. (2023). Ouimet, Frederic ; Klutchnikoff, Nicolas ; Genest, Christian ; Bertin, Karine. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000040.

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2023Interpretable selective learning in credit risk. (2023). Ye, Weicheng ; Chen, Dangxing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000661.

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2023.

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2023Efficiency, perceived prices, and household water demand: A stochastic frontier analysis for the Spanish city of Gijón. (2023). Roibas, David ; Garcia-Valias, Marian ; Balado-Naves, Roberto. In: Working Papers. RePEc:hal:wpaper:hal-04147781.

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2023Spatial dependence in production frontier models. (2023). Ayouba, Kassoum. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00670-7.

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2023The Estimation of a Polluting By-Production Technology Using Statistical Copulas. (2023). Repkine, Alexandre. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00672-5.

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2023The role of social protection in mitigating the effects of rainfall shocks. Evidence from Ethiopia. (2023). Pereira Fontes, Francisco ; Daidone, Silvio. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00688-x.

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2023Assessing environmental profiles: An analysis of water consumption and waste recycling habits. (2023). Roibas, David ; Garcia-Valias, Marian ; Balado-Naves, Roberto. In: Efficiency Series Papers. RePEc:oeg:wpaper:2023/01.

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2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

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2023The noise error component in stochastic frontier analysis. (2023). Papadopoulos, Alecos. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02339-w.

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2023Hotelling tubes, confidence bands and conformal inference. (2023). Koenker, Roger. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02344-z.

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2023Multivariate models of commodity futures markets: a dynamic copula approach. (2023). Zhang, Yu Yvette ; Wang, Qiaoyu ; Li, QI ; Chen, Sihong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02373-2.

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2023Generalized kernel regularized least squares estimator with parametric error covariance. (2023). Ullah, Aman ; Dang, Justin. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02411-z.

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2023Predicting binary outcomes based on the pair-copula construction. (2023). Yang, Liu ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02418-6.

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2023Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model. (2023). Tsionas, Mike G ; Tran, Kien C. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-023-00036-z.

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2023Transport infrastructure and technical efficiency in a panel of countries: accounting for endogeneity in a stochastic frontier model. (2023). Ramirez-Giraldo, Maria ; Melo Becerra, Ligia ; Melo-Becerra, Ligia Alba. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00412-1.

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2023.

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2024Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador. (2024). Wall, Alan ; Perezurdiales, Maria ; Centorrino, Samuele ; 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.
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This paper has nother version. Agregated cites: 0		paper
2024Efficient estimation of parameters in marginals in semiparametric multivariate models In: Papers.
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2011Efficient estimation of parameters in marginals in semiparametric multivariate models.(2011) In: Working Papers.
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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
2024Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications In: Papers.
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2024Early warning systems for financial markets of emerging economies In: Papers.
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2022Uniform convergence rates for nonparametric estimators smoothed by the beta kernel In: Scandinavian Journal of Statistics.
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2015Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article3
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]		paper20
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.
[Citation analysis]		paper20
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.
[Citation analysis]		paper1
2011Using Copulas to Model Time Dependence in Stochastic Frontier Models In: Working Papers.
[Citation analysis]		paper29
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.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article116
2015Endogeneity in Stochastic Frontier Models.(2015) In: Working Papers.
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2017Endogenous environmental variables in stochastic frontier models In: Journal of Econometrics.
[Full Text][Citation analysis]		article49
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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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates In: Journal of Empirical Finance.
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2022A new approach to credit ratings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2023A machine learning attack on illegal trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
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.
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2021Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors In: Empirical Economics.
[Full Text][Citation analysis]		article2
2023DS-HECK: double-lasso estimation of Heckman selection model In: Empirical Economics.
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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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2013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty In: Working Papers.
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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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