← All authors Artem Prokhorov University of Sydney (from arXiv:2505.14282, 2025) · ORCID · OpenAlex
39 papers in scope · 36 published · 4 on the econ.EM arXiv · 758 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
E. V. Sokolovskiy Artem Kraevskiy Christopher F. Parmeter Rina Friedberg Samuele Centorrino Ying Wei Ying Zhu Mikkel S olvsten Raffaele Saggio Victor Chernozhukov Alexandre Belloni Patrick Kline Mikkel Sølvsten James M. Robins Myung Hwan Seo Youngki Shin Stefan Wager Damian Kozbur Susan Athey Christian Hansen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 39)
published 2025 · Journal of Business and Economic Statistics · 2 citations · first circulated 2024
working paper 2025 · arXiv · 1 citations
Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models
published 2024 · Journal of Computational and Graphical Statistics · 3 citations · first circulated 2011
with Ivan Medovikov, Valentyn Panchenko
published 2024 · Journal of Banking & Finance · 6 citations
working paper 2024 · arXiv · 1 citations
working paper 2024 · arXiv
DS-HECK: double-lasso estimation of Heckman selection model
published 2023 · Empirical Economics · 3 citations
Forecasting tail risk measures for financial time series: An extreme value approach with covariates
published 2023 · Journal of Empirical Finance · 20 citations · first circulated 2021
with Robert James, Henry Leung, Jessica Wai Yin Leung
Yet another look at the omitted variable bias
published 2023 · Econometric Reviews · 5 citations
A machine learning attack on illegal trading
published 2022 · Journal of Banking & Finance · 13 citations · first circulated 2020
with Robert James, Henry Leung
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
published 2022 · European Journal of Operational Research · 14 citations
Uniform convergence rates for nonparametric estimators smoothed by the beta kernel
published 2022 · Scandinavian Journal of Statistics · 13 citations
Dependence modeling in stochastic frontier analysis
published 2022 · Dependence Modeling · 7 citations
Technical and allocative inefficiency in production systems: a vine copula approach
published 2022 · Dependence Modeling · 1 citations · first circulated 2021
with Jian Zhai, Robert James
msreg: A command for consistent estimation of linear regression models using matched data
published 2021 · The Stata Journal Promoting communications on statistics and Stata
with Masayuki Hirukawa, Di Liu
A new approach to credit ratings
published 2021 · Journal of Banking & Finance · 26 citations
Transfer learning and loan default prediction
published 2021 · International Conference Computational Data and Social Networks
with Tzvi Feinberg, Yongpei Guan, Александр Владимирович Семенов, Дмитрий Алексеевич Григорьев
no link
A new family of copulas, with application to estimation of a production frontier system
published 2020 · Journal of Productivity Analysis · 12 citations · first circulated 2019
with Christine Amsler, Peter Schmidt
Estimation of semi-and nonparametric stochastic frontier models with endogenous regressors
published 2020 · Empirical Economics · 20 citations
with Kien C. Tran, Mike Tsionas
A Simple Estimator of Two‐Dimensional Copulas, with Applications1
published 2020 · Oxford Bulletin of Economics and Statistics · 1 citations
with Eddie Anderson, Yajing Zhu
Generalized information matrix tests for copulas
published 2019 · Econometric Reviews · 8 citations · first circulated 2015
with Ulf Schepsmeier, Yajing Zhu
Moment redundancy test with application to efficiency-improving copulas
published 2018 · Economics Letters · 1 citations
with Bowen Hao, Hailong Qian
Consistent estimation of linear regression models using matched data
published 2018 · Journal of Econometrics · 6 citations
with Masayuki Hirukawa
Endogenous environmental variables in stochastic frontier models
published 2017 · Journal of Econometrics · 95 citations
with Christine Amsler, Peter Schmidt
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion
published 2017 · Journal of Financial Econometrics · 8 citations · first circulated 2015
with Ivan Medovikov
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem
published 2016 · Economics Letters · 5 citations
with Dmytro Matsypura, Emily Neo
Heavy tails and copulas: Limits of diversification revisited
published 2016 · Economics Letters · 19 citations · first circulated 2015
Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden
published 2015 · Canadian Journal of Economics/Revue canadienne d économique · 14 citations · first circulated 2013
GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
published 2015 · Journal of Econometrics · 21 citations
with Jonathan B. Hill
Endogeneity in stochastic frontier models
published 2015 · Journal of Econometrics · 250 citations
with Christine Amsler, Peter Schmidt, Schmidt Peter
An algorithm for constructing high dimensional distributions from distributions of lower dimension
published 2014 · Economics Letters · 7 citations
Copula based factorization in Bayesian multivariate infinite mixture models
published 2014 · Journal of Multivariate Analysis · 23 citations
with Martin Burda
Using Copulas to Model Time Dependence in Stochastic Frontier Models
published 2013 · Econometric Reviews · 61 citations · first circulated 2011
A Goodness-of-fit Test for Copulas
published 2013 · Econometric Reviews · 5 citations
with Wanling Huang
Second order bias of quasi-MLE for covariance structure models
published 2011 · Economics Letters · first circulated 2010
Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas
published 2009 · Journal of Econometrics · 52 citations
with Peter Schmidt
GMM redundancy results for general missing data problems
published 2009 · Journal of Econometrics · 30 citations · first circulated 2008
with Peter Schmidt
On relative efficiency of quasi-MLE and GMM estimators of covariance structure models
published 2008 · Economics Letters · 4 citations
Wage-levelling as an Element of the Russian Model of Management
published 2004 · Voprosy Ekonomiki · 1 citations
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