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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

Estimation of hierarchical Archimedean copulas as a shortest path problem

Matsypura, Dmytro; Neo, Emily; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 131-134

Persistent link: https://www.econbiz.de/10011620207

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

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

Endogeneity in stochastic frontier models

Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 190 (2016) 2, pp. 280-288

Persistent link: https://www.econbiz.de/10011592266

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

Technical and Allocative Inefficiency in Production Systems : A Vine Copula Approach

Zhai, Jian; Prokhorov, Artem; James, Robert - 2021

Technical inefficiency of production reflects a shortfall of output from the potential permitted by inputs. Allocative inefficiency reflects deviations from the optimal ratio of inputs. It is the absolute value of allocative inefficiency that is economically important. Adding allocative...

Persistent link: https://www.econbiz.de/10013213325

Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors

Prokhorov, Artem; Tran, Kien C.; Tsionas, Efthymios G. - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3043-3068

Persistent link: https://www.econbiz.de/10012585764

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

The evolution of financial constraints

Christodoulou, Demetris; Ho, Shawn; Prokhorov, Artem - In: European financial management : the journal of the … 28 (2022) 1, pp. 233-259

Persistent link: https://www.econbiz.de/10012795708

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