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A new family of copulas, with application to estimation of a production frontier system
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of productivity analysis : an official journal … 55 (2021) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012488596
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Improving predictions of technical inefficiency
Amsler, Christine Elaine; James, Robert; Prokhorov, Artem; … - In: Essays in honor of Subal Kumbhakar, (pp. 309-328). 2024
Persistent link: https://www.econbiz.de/10014560423
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Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Econometric reviews 33 (2014) 5/6, pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
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Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas
Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 153 (2009) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10003892661
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A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan; Prokhorov, Artem - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 474-503
Persistent link: https://www.econbiz.de/10011987541
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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Generalized information matrix tests for copulas
Prokhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing - In: Econometric reviews 38 (2019) 9, pp. 1024-1054
Persistent link: https://www.econbiz.de/10012181382
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Efficiency and productivity analysis : using copulas in stochastic frontier models
Prokhorov, Artem - 2024
Persistent link: https://www.econbiz.de/10014515426
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Reconstructing high dimensional dynamic distributions from ditributions of lower dimension
Anatolyev, Stanislav; Khabibullin, Renat; Prokhorov, Artem - 2012
Persistent link: https://www.econbiz.de/10009509704
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A goodness-of-fit test for copulas
Huang, Wanling; Prokhorov, Artem - In: Econometric reviews 33 (2014) 7, pp. 751-771
Persistent link: https://www.econbiz.de/10010363881