Access Statistics for Valentyn Panchenko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 2 211 3 9 35 585
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 2 6 29 529
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 0 6 12 150
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 0 0 27 0 1 11 118
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 1 7 25 271
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 4 12 470
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 4 5 101
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 2 8 28 1,116
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 3 5 12 143
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 2 11 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 2 9 94
Estimation of a Scale-Free Network Formation Model 0 0 0 63 0 2 26 121
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 2 11 149
Goodness-of-fit test for copulas 0 0 0 300 0 3 16 796
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 4 14 90
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 1 10 942
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 2 11 114
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 2 6 12 270
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 0 0 7 122
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 1 5 20 327
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 1 2 7 191
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 0 2 6 40
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 6 14 188
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 4 11 229
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 0 4 17 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 3 11 228
Planar Beauty Contests 0 0 0 52 0 3 7 47
Planar Beauty Contests 0 0 0 6 0 3 10 28
Planar Beauty Contests 0 0 0 18 1 5 13 47
Rank-based entropy tests for serial independence 0 0 0 51 1 3 6 208
Test for serial independence based on quadratic forms 0 0 0 4 0 6 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 7 297
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 0 3 11 78
Total Working Papers 0 0 5 2,190 21 126 445 8,605

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Hiemstra-Jones Test for Granger Non-causality 0 0 0 184 0 1 12 756
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 1 502 5 12 46 1,382
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 0 3 16 79
Asset prices, traders' behavior and market design 0 0 0 49 1 4 13 217
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 2 12 1 3 16 74
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 1 1 33 1 5 20 174
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 6 16 366
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 0 5 19 103
Goodness-of-fit test for copulas 0 0 0 8 0 1 11 68
Impact of Analysts' Recommendations on Stock Performance 0 0 0 60 0 7 21 210
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 1 4 11 170
Learning and adaptation's impact on market efficiency 0 0 0 7 1 3 12 69
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 1 5 19 38
Likelihood-based scoring rules for comparing density forecasts in tails 1 1 4 118 3 7 30 378
On the Experimental Robustness of the Allais Paradox 0 1 4 52 1 5 14 85
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 1 9 162
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 0 14 140
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 0 4 13 20
Time-varying market integration and stock and bond return concordance in emerging markets 0 1 1 121 0 3 6 330
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 1 1 11 0 6 17 101
Total Journal Articles 1 5 14 1,371 15 85 335 4,922

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heterogeneous Beliefs Under Different Market Architectures 0 0 0 0 0 0 4 7
Total Chapters 0 0 0 0 0 0 4 7

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Statistics updated 2026-06-04