Artem B. Prokhorov, Ph.D.
Affiliations: | Michigan State University, East Lansing, MI |
Area:
EconometricsGoogle:
"Artem Prokhorov"Mean distance: 8436.79
Parents
Sign in to add mentor| Peter Schmidt | grad student | 2006 | Michigan State | |
| (Three essays on generalized method of moments.) | ||||
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Publications
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| Anderson E, Prokhorov A, Zhu Y. (2020) A Simple Estimator of Two‐Dimensional Copulas, with Applications Oxford Bulletin of Economics and Statistics |
| Prokhorov A, Schepsmeier U, Zhu Y. (2019) Generalized information matrix tests for copulas Econometric Reviews. 38: 1024-1054 |
| Hirukawa M, Prokhorov A. (2018) Consistent estimation of linear regression models using matched data Journal of Econometrics. 203: 344-358 |
| Hao B, Prokhorov A, Qian H. (2018) Moment redundancy test with application to efficiency-improving copulas Economics Letters. 171: 29-33 |
| Medovikov I, Prokhorov A. (2017) A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion Journal of Financial Econometrics. 15: 474-503 |
| Amsler C, Prokhorov A, Schmidt P. (2017) Endogenous Environmental Variables In Stochastic Frontier Models Journal of Econometrics. 199: 131-140 |
| Hill JB, Prokhorov A. (2016) GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference Journal of Econometrics. 190: 18-45 |
| Amsler C, Prokhorov A, Schmidt P. (2016) Endogeneity in stochastic frontier models Journal of Econometrics. 190: 280-288 |
| Matsypura D, Neo E, Prokhorov A. (2016) Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem Economics Letters. 149: 131-134 |
| Murtazashvili I, Liu D, Prokhorov A. (2015) Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden Canadian Journal of Economics. 48: 1733-1761 |