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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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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
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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
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Three essays on generalized method of moments
Prokhorov, Artem - 2006
Persistent link: https://www.econbiz.de/10009242596
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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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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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Estimation of linear panel data models using GMM
Ahn, Seung Chan; Schmidt, Peter - In: Generalized method of moments estimation, (pp. 211-247). 1999
Persistent link: https://www.econbiz.de/10001437746
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Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables
Ahn, Seung Chan; Schmidt, Peter - In: Analysis of panels and limited dependent variable …, (pp. 171-198). 1999
Persistent link: https://www.econbiz.de/10001445111
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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Improved instrumental variables and generalized method of moments estimators
Qian, Hailong; Schmidt, Peter - In: Journal of econometrics 91 (1999) 1, pp. 145-169
Persistent link: https://www.econbiz.de/10001382169