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Artem Prokhorov

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Personal Details

First Name:Artem
Middle Name:
Last Name:Prokhorov
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RePEc Short-ID:ppr133
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/artembprokhorov/
Postal Address:
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Location: Sydney, Australia
Homepage: http://sydney.edu.au/business/business_analytics
Email:
Phone: + 61 2 9351 6584
Fax: + 61 2 9351 6409
Postal: Sydney, NSW 2006
Handle: RePEc:edi:dxusyau (more details at EDIRC)
Location: Montréal, Canada
Homepage: http://www.cireqmontreal.com/
Email:
Phone: (514) 343-6557
Fax: (514) 343-7221
Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
Handle: RePEc:edi:cdmtlca (more details at EDIRC)
Location: St. Petersburg, Russia
Homepage: http://www.econ.spbu.ru/
Email:
Phone: +7 812 2734050
Fax: +7 812 2734050
Postal: 199034 Saint-Petersburg Universitetskaja nab.7-9
Handle: RePEc:edi:fespuru (more details at EDIRC)
Location: Montréal, Canada
Homepage: http://artsandscience1.concordia.ca/economics/
Email:
Phone: (514) 848-3900
Fax: (514) 848-4536
Postal: 1455, de Maisonneuve Blvd, Montréal, Québec, H3G 1M8
Handle: RePEc:edi:deconca (more details at EDIRC)
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  1. Hirukawa, Masayuki & Prokhorov, Artem, 2014. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2014-03, University of Sydney Business School, Discipline of Business Analytics.
  2. Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers w0167, Center for Economic and Financial Research (CEFIR).
  3. Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013. "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers 13 BAWP, University of Sydney Business School, Discipline of Business Analytics.
  4. Martin Burda & Artem Prokhorov, 2012. "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers 12012, Concordia University, Department of Economics.
  5. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2011. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Working Papers 11002, Concordia University, Department of Economics.
  6. Valentyn Panchenko & Artem Prokhorov, 2011. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Working Papers 11001, Concordia University, Department of Economics.
  7. Wanling Huang & Artem Prokhorov, 2010. "Bartlett-type Correction of Distance Metric Test," Working Papers 10003, Concordia University, Department of Economics.
  8. Artem Prokhorov, 2010. "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers 10001, Concordia University, Department of Economics.
  9. Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics.
  10. Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics.
  11. Artem Prokhorov, 2008. "On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models," Working Papers 08004, Concordia University, Department of Economics.
  12. Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
  1. Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
  2. Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem, 2014. "An algorithm for constructing high dimensional distributions from distributions of lower dimension," Economics Letters, Elsevier, vol. 123(3), pages 257-261.
  3. Christine Amsler & Artem Prokhorov & Peter Schmidt, 2014. "Using Copulas to Model Time Dependence in Stochastic Frontier Models," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 497-522, August.
  4. Prokhorov, Artem, 2012. "Second order bias of quasi-MLE for covariance structure models," Economics Letters, Elsevier, vol. 114(2), pages 195-197.
  5. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
  6. Prokhorov, Artem, 2009. "On relative efficiency of quasi-MLE and GMM estimators of covariance structure models," Economics Letters, Elsevier, vol. 102(1), pages 4-6, January.
  7. Prokhorov, Artem & Schmidt, Peter, 2009. "Likelihood-based estimation in a panel setting: Robustness, redundancy and validity of copulas," Journal of Econometrics, Elsevier, vol. 153(1), pages 93-104, November.
  8. Artem Prokhorov, 2008. "Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian)," Quantile, Quantile, issue 4, pages 79-92, March.
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (10) 2008-08-21 2009-01-03 2009-02-28 2010-04-17 2010-04-24 2010-07-10 2011-04-02 2012-03-21 2012-12-22 2013-10-25. Author is listed

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