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A goodness-of-fit test for cop...
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Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden
Murtazashvili, Irina
;
Liu, Di
;
Prokhorov, Artem
- In:
The Canadian journal of economics
48
(
2015
)
5
,
pp. 1733-1761
Persistent link: https://www.econbiz.de/10011568712
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GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
Hill, Jonathan B.
;
Prokhorov, Artem
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 18-45
Persistent link: https://www.econbiz.de/10011591613
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Endogeneity in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
190
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2016
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2
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pp. 280-288
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A new measure of vector dependence, with applications to financial risk and contagion
Medovikov, Ivan
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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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25
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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26
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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27
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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28
Estimation of hierarchical Archimedean copulas as a shortest path problem
Matsypura, Dmytro
;
Neo, Emily
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 131-134
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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
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30
Consistent estimation of linear regression models using matched data
Hirukawa, Masayuki
;
Prokhorov, Artem
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 344-358
Persistent link: https://www.econbiz.de/10011974687
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