Artem Prokhorov
Personal Details
First Name: | Artem |
Middle Name: | |
Last Name: | Prokhorov |
Suffix: | |
RePEc Short-ID: | ppr133 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/artembprokhorov/ | |
Terminal Degree: | 2006 (from RePEc Genealogy) |
Affiliation
(10%) Faculty of Economics
St. Petersburg State University
St. Petersburg, Russiahttp://www.econ.spbu.ru/
RePEc:edi:fespuru (more details at EDIRC)
(90%) Discipline of Business Analytics
Business School
University of Sydney
Sydney, Australiahttp://sydney.edu.au/business/business_analytics
RePEc:edi:dxusyau (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Zhaolin Li & Artem Prokhorov, 2024. "Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications," Papers 2404.02400, arXiv.org, revised May 2024.
- Ivan Medovikov & Valentyn Panchenko & Artem Prokhorov, 2024.
"Efficient estimation of parameters in marginals in semiparametric multivariate models,"
Papers
2401.17334, arXiv.org.
- Panchenko, Valentyn & Prokhorov, Artem, 2016. "Efficient estimation of parameters in marginal in semiparametric multivariate models," Working Papers 2016-04, University of Sydney Business School, Discipline of Business Analytics.
- Valentyn Panchenko & Artem Prokhorov, 2011. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Working Papers 11001, Concordia University, Department of Economics.
- Artem Kraevskiy & Artem Prokhorov & Evgeniy Sokolovskiy, 2024. "Early warning systems for financial markets of emerging economies," Papers 2404.03319, arXiv.org.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019.
"Moment Redundancy Test with Application to Efficiency-Improving Copulas,"
Working Papers
BAWP-2019-05, University of Sydney Business School, Discipline of Business Analytics.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2018. "Moment redundancy test with application to efficiency-improving copulas," Economics Letters, Elsevier, vol. 171(C), pages 29-33.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2019.
"A New Family of Copulas, with Application to Estimation of a Production Frontier System,"
Working Papers
BAWP-2019-04, University of Sydney Business School, Discipline of Business Analytics.
- Christine Amsler & Artem Prokhorov & Peter Schmidt, 2021. "A new family of copulas, with application to estimation of a production frontier system," Journal of Productivity Analysis, Springer, vol. 55(1), pages 1-14, February.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017.
"Endogenous Environmental Variables In Stochastic Frontier Models,"
Working Papers
2017-02, University of Sydney Business School, Discipline of Business Analytics.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017. "Endogenous environmental variables in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 199(2), pages 131-140.
- Medovikov, Ivan & Prokhorov, Artem, 2016. "A New Measure of Vector Dependence, with an Application to Financial C ontagion," Working Papers 2016-01, University of Sydney Business School, Discipline of Business Analytics.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016.
"Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem,"
Working Papers
2123/14745, University of Sydney Business School, Discipline of Business Analytics.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016. "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem," Economics Letters, Elsevier, vol. 149(C), pages 131-134.
- Ibragimov, Rustam & Mo, Jingyuan & Prokhorov, Artem, 2015. "Fat tails and copulas: limits of diversification revisited," Working Papers 2015-06, University of Sydney Business School, Discipline of Business Analytics.
- Prokhorov, Artem & Schepsmeier, Ulf & Zhu, Yajing, 2015.
"Generalized Information Matrix Tests for Copulas,"
Working Papers
2015-05, University of Sydney Business School, Discipline of Business Analytics.
- Artem Prokhorov & Ulf Schepsmeier & Yajing Zhu, 2019. "Generalized information matrix tests for copulas," Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 1024-1054, October.
- Hill, Jonathan B. & Prokhorov, Artem, 2015. "Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference," Working Papers 2015-04, University of Sydney Business School, Discipline of Business Analytics.
- Amsler, Christine & Artem, Prokhorov & Peter, Schmidt, 2015.
"Endogeneity in Stochastic Frontier Models,"
Working Papers
2015-01, University of Sydney Business School, Discipline of Business Analytics.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016. "Endogeneity in stochastic frontier models," Journal of Econometrics, Elsevier, vol. 190(2), pages 280-288.
- Hill, Jonathan B. & Prokhorov, Artem, 2015.
"GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference,"
Working Papers
2015-03, University of Sydney Business School, Discipline of Business Analytics.
- Hill, Jonathan B. & Prokhorov, Artem, 2016. "GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference," Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
- 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.
- Hirukawa, Masayuki & Prokhorov, Artem, 2018. "Consistent estimation of linear regression models using matched data," Journal of Econometrics, Elsevier, vol. 203(2), pages 344-358.
- Hirukawa, Masayuki & Prokhorov, Artem, 2017. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2123/18063, University of Sydney Business School, Discipline of Business Analytics.
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2013.
"Reconstructing high dimensional dynamic distributions from distributions of lower dimension,"
Working Papers
w0167, New Economic School (NES).
- 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).
- Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
- Liu, Di & Murtazashvili, Irina & Prokhorov, Artem, 2013. "Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty," Working Papers 07_2013, University of Sydney Business School, Discipline of Business Analytics.
- Martin Burda & Artem Prokhorov, 2012.
"Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models,"
Working Papers
12012, Concordia University, Department of Economics.
- Burda, Martin & Prokhorov, Artem, 2014. "Copula based factorization in Bayesian multivariate infinite mixture models," Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 200-213.
- Martin Burda & Artem Prokhorov, 2013. "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers tecipa-473, University of Toronto, Department of Economics.
- 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.
- 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.
- Artem Prokhorov, 2010.
"Second Order Bias of Quasi-MLE for Covariance Structure Models,"
Working Papers
10001, Concordia University, Department of Economics.
- Prokhorov, Artem, 2012. "Second order bias of quasi-MLE for covariance structure models," Economics Letters, Elsevier, vol. 114(2), pages 195-197.
- Wanling Huang & Artem Prokhorov, 2010.
"A Goodness-of-fit Test for Copulas,"
Working Papers
10002, Concordia University, Department of Economics, revised Apr 2010.
- Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
- Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
- Wanling Huang & Artem Prokhorov, 2010. "Bartlett-type Correction of Distance Metric Test," Working Papers 10003, Concordia University, Department of Economics.
- 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.
- 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.
- Artem Prokhorov, 2008.
"On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models,"
Working Papers
08004, Concordia University, Department of Economics.
- 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.
- Artem Prokhorov & Peter Schmidt, 2008.
"GMM Redundancy Results for General Missing Data Problems,"
Working Papers
08003, Concordia University, Department of Economics.
- Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
Articles
- James, Robert & Leung, Henry & Prokhorov, Artem, 2023. "A machine learning attack on illegal trading," Journal of Banking & Finance, Elsevier, vol. 148(C).
- Masayuki Hirukawa & Di Liu & Irina Murtazashvili & Artem Prokhorov, 2023. "DS-HECK: double-lasso estimation of Heckman selection model," Empirical Economics, Springer, vol. 64(6), pages 3167-3195, June.
- James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023. "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 29-50.
- Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov, 2023. "Yet another look at the omitted variable bias," Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 1-27, January.
- Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan, 2022. "A new approach to credit ratings," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Masayuki Hirukawa & Irina Murtazashvili & Artem Prokhorov, 2022. "Uniform convergence rates for nonparametric estimators smoothed by the beta kernel," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(3), pages 1353-1382, September.
- Zhai Jian & James Robert & Prokhorov Artem, 2022. "Technical and allocative inefficiency in production systems: a vine copula approach," Dependence Modeling, De Gruyter, vol. 10(1), pages 145-158, January.
- Christine Amsler & Artem Prokhorov & Peter Schmidt, 2021.
"A new family of copulas, with application to estimation of a production frontier system,"
Journal of Productivity Analysis, Springer, vol. 55(1), pages 1-14, February.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2019. "A New Family of Copulas, with Application to Estimation of a Production Frontier System," Working Papers BAWP-2019-04, University of Sydney Business School, Discipline of Business Analytics.
- Artem Prokhorov & Kien C. Tran & Mike G. Tsionas, 2021. "Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors," Empirical Economics, Springer, vol. 60(6), pages 3043-3068, June.
- Masayuki Hirukawa & Di Lu & Artem Prokhorov, 2021. "msreg: A command for consistent estimation of linear regression models using matched data," Stata Journal, StataCorp LP, vol. 21(1), pages 123-140, March.
- Eddie Anderson & Artem Prokhorov & Yajing Zhu, 2020. "A Simple Estimator of Two‐Dimensional Copulas, with Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1375-1412, December.
- Artem Prokhorov & Ulf Schepsmeier & Yajing Zhu, 2019.
"Generalized information matrix tests for copulas,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(9), pages 1024-1054, October.
- Prokhorov, Artem & Schepsmeier, Ulf & Zhu, Yajing, 2015. "Generalized Information Matrix Tests for Copulas," Working Papers 2015-05, University of Sydney Business School, Discipline of Business Analytics.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2018.
"Moment redundancy test with application to efficiency-improving copulas,"
Economics Letters, Elsevier, vol. 171(C), pages 29-33.
- Hao, Bowen & Prokhorov, Artem & Qian, Hailong, 2019. "Moment Redundancy Test with Application to Efficiency-Improving Copulas," Working Papers BAWP-2019-05, University of Sydney Business School, Discipline of Business Analytics.
- Hirukawa, Masayuki & Prokhorov, Artem, 2018.
"Consistent estimation of linear regression models using matched data,"
Journal of Econometrics, Elsevier, vol. 203(2), pages 344-358.
- Hirukawa, Masayuki & Prokhorov, Artem, 2017. "Consistent Estimation of Linear Regression Models Using Matched Data," Working Papers 2123/18063, University of Sydney Business School, Discipline of Business Analytics.
- 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.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017.
"Endogenous environmental variables in stochastic frontier models,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 131-140.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2017. "Endogenous Environmental Variables In Stochastic Frontier Models," Working Papers 2017-02, University of Sydney Business School, Discipline of Business Analytics.
- Ivan Medovikov & Artem Prokhorov, 2017. "A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion," Journal of Financial Econometrics, Oxford University Press, vol. 15(3), pages 474-503.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016.
"Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem,"
Economics Letters, Elsevier, vol. 149(C), pages 131-134.
- Matsypura, Dmytro & Neo, Emily & Prokhorov, Artem, 2016. "Estimation of Hierarchical Archimedean Copulas as a Shortest Path Prob lem," Working Papers 2123/14745, University of Sydney Business School, Discipline of Business Analytics.
- Amsler, Christine & Prokhorov, Artem & Schmidt, Peter, 2016.
"Endogeneity in stochastic frontier models,"
Journal of Econometrics, Elsevier, vol. 190(2), pages 280-288.
- Amsler, Christine & Artem, Prokhorov & Peter, Schmidt, 2015. "Endogeneity in Stochastic Frontier Models," Working Papers 2015-01, University of Sydney Business School, Discipline of Business Analytics.
- Ibragimov, Rustam & Prokhorov, Artem, 2016. "Heavy tails and copulas: Limits of diversification revisited," Economics Letters, Elsevier, vol. 149(C), pages 102-107.
- Hill, Jonathan B. & Prokhorov, Artem, 2016.
"GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference,"
Journal of Econometrics, Elsevier, vol. 190(1), pages 18-45.
- Hill, Jonathan B. & Prokhorov, Artem, 2015. "GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference," Working Papers 2015-03, University of Sydney Business School, Discipline of Business Analytics.
- Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015.
"Two-sample nonparametric estimation of intergenerational income mobility in the United States and Sweden,"
Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1733-1761, December.
- Irina Murtazashvili & Di Liu & Artem Prokhorov, 2015. "Two‐sample nonparametric estimation of intergenerational income mobility in the United States and Sweden," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(5), pages 1733-1761, December.
- 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.
- Wanling Huang & Artem Prokhorov, 2014.
"A Goodness-of-fit Test for Copulas,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
- Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
- Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
- 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.
- 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.
- Burda, Martin & Prokhorov, Artem, 2014.
"Copula based factorization in Bayesian multivariate infinite mixture models,"
Journal of Multivariate Analysis, Elsevier, vol. 127(C), pages 200-213.
- Martin Burda & Artem Prokhorov, 2013. "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers tecipa-473, University of Toronto, Department of Economics.
- Martin Burda & Artem Prokhorov, 2012. "Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models," Working Papers 12012, Concordia University, Department of Economics.
- Prokhorov, Artem, 2012.
"Second order bias of quasi-MLE for covariance structure models,"
Economics Letters, Elsevier, vol. 114(2), pages 195-197.
- Artem Prokhorov, 2010. "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers 10001, Concordia University, Department of Economics.
- 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.
- 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.
- 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.
- Artem Prokhorov, 2008. "On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models," Working Papers 08004, Concordia University, Department of Economics.
- Prokhorov, Artem & Schmidt, Peter, 2009.
"GMM redundancy results for general missing data problems,"
Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
- Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics.
- Artem Prokhorov, 2008. "Nonlinear dynamics and chaos theory in economics: a historical perspective (in Russian)," Quantile, Quantile, issue 4, pages 79-92, March.
Chapters
- Christine Amsler & Robert James & Artem Prokhorov & Peter Schmidt, 2024. "Improving Predictions of Technical Inefficiency," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 309-328, Emerald Group Publishing Limited.
- Rustam Ibragimov & Artem Prokhorov, 2017. "Copula Tests Using Information Matrix," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 6, pages 229-255, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Introduction and Overview," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 1, pages 1-17, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Limits of Diversification under Fat Tails and Dependence," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 4, pages 113-170, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Summary and Conclusion," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 7, pages 257-260, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "From Independence to Dependence via Copulas and U-statistics," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 3, pages 47-111, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Robustness of Econometric Methods to Copula Misspecification and Heavy Tails," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 5, pages 171-228, World Scientific Publishing Co. Pte. Ltd..
- Rustam Ibragimov & Artem Prokhorov, 2017. "Portfolio Diversification under Independent Fat Tailed Risks," World Scientific Book Chapters, in: Heavy Tails and Copulas Topics in Dependence Modelling in Economics and Finance, chapter 2, pages 19-45, World Scientific Publishing Co. Pte. Ltd..
Books
- Rustam Ibragimov & Artem Prokhorov, 2017. "Heavy Tails and Copulas:Topics in Dependence Modelling in Economics and Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9644, September.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (20) 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 2015-11-21 2015-11-21 2015-11-21 2016-04-16 2016-04-30 2016-05-28 2017-06-04 2018-04-16 2019-04-08 2024-05-13. Author is listed
- NEP-ETS: Econometric Time Series (3) 2015-11-21 2015-11-21 2024-05-13
- NEP-RMG: Risk Management (3) 2015-11-21 2015-11-21 2024-05-13
- NEP-CIS: Confederation of Independent States (2) 2015-11-21 2024-05-13
- NEP-BIG: Big Data (1) 2024-05-13
- NEP-CMP: Computational Economics (1) 2024-05-13
- NEP-DCM: Discrete Choice Models (1) 2017-06-04
- NEP-EFF: Efficiency and Productivity (1) 2017-06-04
- NEP-ENV: Environmental Economics (1) 2017-06-04
- NEP-ORE: Operations Research (1) 2015-11-21
- NEP-UPT: Utility Models and Prospect Theory (1) 2024-05-13
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Artem Prokhorov should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.