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Second order bias of quasi-MLE...
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On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
Prokhorov, Artem
- In:
Economics letters
102
(
2009
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10003822115
Saved in:
2
Second order bias of quasi-MLE for covariance structure models
Prokhorov, Artem
- In:
Economics letters
114
(
2012
)
2
,
pp. 195-197
Persistent link: https://www.econbiz.de/10009547279
Saved in:
3
A Simple Estimator of Two‐Dimensional Copulas, with Applications1
Anderson, Eddie
;
Prokhorov, Artem
;
Zhu, Yajing
- In:
Oxford Bulletin of Economics and Statistics
82
(
2020
)
6
,
pp. 1375-1412
Persistent link: https://www.econbiz.de/10012283287
Saved in:
4
The evolution of financial constraints
Christodoulou, Demetris
;
Ho, Shawn
;
Prokhorov, Artem
- In:
European Financial Management
28
(
2021
)
1
,
pp. 233-259
Persistent link: https://www.econbiz.de/10012537265
Saved in:
5
GMM redundancy results for general missing data problems
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10003855081
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Bartlett-type correction of distance metric test
Huang, Wanling
;
Prokhorov, Artem
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 371-403)
.
2014
Persistent link: https://www.econbiz.de/10011559074
Saved in:
10
An algorithm for constructing high dimensional distributions from distributions of lower dimension
Anatolyev, Stanislav
;
Khabibullin, Renat
;
Prokhorov, Artem
- In:
Economics letters
123
(
2014
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10010400222
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