Articles
Refereed Journal Articles
DS-HECK: Double-Lasso Estimation of Heckman Selection Model
(with Di Liu, Masayuki Hirukawa and Irina Murtazashvili, GitHub Stata Command), Empirical Economics, 2023, 64
reprinted in Advances in Applied Econometrics: Celebrating Peter Schmidt's Legacy, by S.C.Kumbhakar, R.Sickles, H.-J.Wang (Eds.), 2024, Springer, ISBN 978-3-031-48384-4
Efficient estimation of parameters in marginals in semiparametric multivariate models
(with Ivan Medovikov and Valentyn Panchenko, Supplementary Materials, Scripts for Simulations and Applications), R&R, Journal of Computational and Graphical Statistics
Bank Cost Efficiency and Credit Market Structure under a Volatile Exchange Rate
(with Mikhail Mamonov and Chris Parmeter), R&R, Journal of Banking and Finance
AI-Experiments in Education: An AI-Driven Randomized Controlled Trial for Higher Education Research
(with Ilker Cingillioglu and Uri Gal), Education and Information Technology, 2024
Improving Predictions of Technical Inefficiency
(with Christine Amsler, Robert James and Peter Schmidt, Slides), Advances in Econometrics, 2024, 46
(with Ilker Cingillioglu and Uri Gal), International Journal of Educational Research, 2024, 124
Forecasting Tail Risk Measures for Financial Time Series: An Extreme Value Approach With Covariates
(with Robert James, Hendy Leung and Jessica Leung), Journal of Empirical Finance, 2023, 71
(with Kien C. Tran and Mike G. Tsionas), European Journal of Operational Research, 2023, 304(3)
Social Media Marketing for Student Recruitment: An Algorithmically Sequenced Literature Review
(with Ilker Cingillioglu and Uri Gal), Journal of Marketing for Higher Education, 2023
Dependence Modeling in Stochastic Frontier Analysis
(with Mikhail Mamonov and Chris Parmeter), Dependence Modeling, 2022, 10(1)
Technical and Allocative Inefficiency in Production Systems: A Vine Copula Approach
(with Robert James and Jian Zhai, Scripts for Simulations and Application), Dependence Modeling, 2022, 10(1)
A Machine Learning Attack on Illegal Trading
(with Robert James and Henry Leung, Supplement, Slides), Journal of Banking and Finance, 2023, 148
Uniform Convergence Rates for Nonparametric Estimators Smoothed by the Beta Kernel
(with Masayuki Hirukawa and Irina Murtazashvili), Scandinavian Journal of Statistics, 2022, 49(3)
Yet Another Look at the Omitted Variable Bias
(with Masayuki Hirukawa and Irina Murtazashvili, Supplement, GAUSS-Codes for Simulations and Applications), Econometric Reviews, 2023, 42(1)
A New Approach to Credit Ratings
(with Giorgi Petraia and Stan Uryasev), Journal of Banking and Finance, 2022, 140
The Evolution of Financial Constraints
(with Shawn Ho and Demetris Christodoulou), European Financial Management, 2021
A New Family of Copulas, with Application to Estimation of a Production Frontier System
(with Christine Amsler and Peter Schmidt, Slides, Scripts for Simulations and Applications, Supplemental Materials), Journal of Productivity Analysis, 2021, 55
Estimation of Semi- and Nonparametric Stochastic Frontier Models with Endogenous Variables
(with Kien Tran and Mike Tsionas), Empirical Economics, 2020, 60
msreg: A STATA Command for Consistent Estimation of Linear Regression Models Using Matched Data
(with Di Liu and Masayuki Hirukawa, Scripts for Simulations and Application), The Stata Journal, 2021, 21(1)
A Simple Estimator of Two-Dimensional Copulas, with Applications
(with Eddie Anderson and Yajing Zhu, ZIP-Archive with MATLAB-scripts), Oxford Bulletin of Economics and Statistics, 2020, 82(6)
Generalized Information Matrix Tests for Copulas
(with Ulf Schepsmeier and Yajing Zhu, ZIP-Archive with MATLAB-scripts, ZIP-Archive with R-scripts), Econometric Reviews, 2019, 38(9)
A Moment Redundancy Test, with Application to Efficiency Improving Copulas
(with Bowen Hao and Hailong Qian, ZIP-Archive with scripts, Supplemental Material), Economics Letters, 2018, 171
Consistent Estimation of Linear Regression Models Using Matched Data
(with Masayuki Hirukawa, Scripts for Simulations, Supplemental Material), Journal of Econometrics, 2018, 203(2)
A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion
(with Ivan Medovikov, Scripts for Simulations), Journal of Financial Econometrics, 2017, 15(3)
Endogenous Environmental Variables in Stochastic Frontier Models
(with Christine Amsler and Peter Schmidt, Scripts for Simulations), Journal of Econometrics, 2017, 199(2)
Heavy Tails and Copulas: Limits of Diversification Revisited
(with Rustam Ibragimov), Economics Letters, 2016, 149
Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem
(with Emily Neo and Dmytro Matsypura, Scripts for Simulations), Economics Letters, 2016, 149
GEL Estimation for Heavy-Tailed GARCH with Robust Empirical Likelihood Inference
(with Jonathan Hill, Supplemental Material), Journal of Econometrics, 2016, 190(1)
Endogeneity in Stochastic Frontier Models
(with Christine Amsler and Peter Schmidt, ZIP-Archive Data and Scripts), Journal of Econometrics, 2016, 190(2)
The Epsilon-Complexity of Copulas
(with Boris Darkhovsky, Alexandra Piryatinska and Fujie Xia), Proceedings of IEEE Conference, 2015
(with Di Liu and Irina Murtazashvili, ZIP-Archive with US Data and Scripts), Canadian Journal of Economics, 2015, 48(5)
(with Stanislav Anatolyev and Renat Khabibullin, ZIP-Archive with Scripts, Longer Working Paper Version), Economics Letters, 2014, 123(3)
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
(with Martin Burda), Journal of Multivariate Analysis, 2014, 127
Using Copulas to Model Time Dependence in Stochastic Frontier Models
(with Christine Amsler and Peter Schmidt, RAR-Archive with Scripts), Econometric Reviews, 2014, 33(5-6)
Goodness-of-Fit Test for Copulas
(with Wanling Huang), Econometric Reviews, 2014, 33(7)
Second Order Bias of Quasi-MLE for Covariance Structure Models
(Appendix with proofs, mathStatica Scripts for Example 3), Economics Letters, 2012, 114(2)
(with Tom Conner, Connie Page, Yu Fang, Lori Post, Yimin Xiao), Journal of Interpersonal Violence, 2011, 26(1)
Elder Abuse in Long Term Care: Types, Patterns, and Risk Factors
(with Connie Page, Tom Conner, Yu Fang, and Lori Post), Research on Aging, 2010, 32(3)
Likelihood-based Estimation in a Panel Setting: Robustness, Redundancy, and Validity of Copulas
(with Peter Schmidt), Journal of Econometrics, 2009, 153(1)
GMM Redundancy Results for General Missing Data Problems
(with Peter Schmidt), Journal of Econometrics, 2009, 151(1)
On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models
Economics Letters, 2009, 102(1)
The Effect of Care Setting on Elder Abuse: Results from a Michigan Survey
(with Connie Page, Tom Conner, Yu Fang, Lori Post), Journal of Elder Abuse and Neglect, 2009, 21(3)
Nonlinear dynamics and chaos theory in economics: a historical perspective
Quantile, 2008, 4 [in Russian]
The Implications of An Aging Population Structure
(with Lori Post, Sarah Swierenga, James Oehmke, Charles Salmon, Emily Meyer, Vivek Joshi), International Journal of Interdisciplinary Social Sciences, 2006, 1(2)