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Browsing by Author Prokhorov, Artem

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Showing results 1 to 10 of 10
PreviewIssue DateTitleAuthor(s)
5-Sep-2014Consistent Estimation of Linear Regression Models Using Matched DataProkhorov, Artem; Hirukawa, Masayuki; Discipline of Business Analytics
Mar-2016Efficient estimation of parameters in marginal in semiparametric multivariate modelsPanchenko, Valentyn; Prokhorov, Artem; Discipline of Business Analytics
9-Apr-2017Endogenous Environmental Variables In Stochastic Frontier ModelsAmsler, Christine; Prokhorov, Artem; Schmidt, Peter; Michigan State University; University of Sydney
16-Apr-2016Estimation of Hierarchical Archimedean Copulas as a Shortest Path ProblemMatsypura, Dmytro; Neo, Emily; Prokhorov, Artem
11-Sep-2015Fat tails and copulas: limits of diversification revisitedIbragimov, Rustam; Prokhorov, Artem; Mo, Jingyuan; Discipline of Business Analytics, University of Sydney
11-Sep-2015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015Generalized Information Matrix Tests for CopulasProkhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing; Discipline of Business Analytics, University of Sydney
11-Mar-2016A New Measure of Vector Dependence, with an Application to Financial ContagionMedovikov, Ivan; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
7-Aug-2013Two-Sample Nonparametric Estimation of Intergenerational Income MobilityMurtazashvili, Irina; Liu, Di; Prokhorov, Artem; Business Analytics