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 1 211 0 4 34 586
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 1 4 31 531
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 1 3 15 153
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 1 1 1 28 2 3 14 121
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 0 1 25 271
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 1 13 471
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 0 5 101
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 2 28 1,116
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 0 3 11 143
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 0 10 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 10 95
Estimation of a Scale-Free Network Formation Model 0 0 0 63 1 1 27 122
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 0 11 149
Goodness-of-fit test for copulas 0 0 0 300 0 1 17 797
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 1 15 91
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 10 942
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 2 12 115
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 0 2 12 270
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 1 2 9 124
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 0 2 20 328
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 1 14 189
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 0 0 6 40
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 2 4 10 194
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 3 13 230
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 1 39 2 3 18 222
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 0 1 11 229
Planar Beauty Contests 0 0 0 6 0 0 7 28
Planar Beauty Contests 0 0 0 18 0 1 10 47
Planar Beauty Contests 0 0 0 52 2 2 9 49
Rank-based entropy tests for serial independence 0 0 0 51 0 2 7 209
Test for serial independence based on quadratic forms 0 0 0 4 0 0 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 1 7 297
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 2 2 12 80
Total Working Papers 1 2 6 2,192 15 53 462 8,637

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 0 12 756
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 0 502 1 7 41 1,384
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 2 3 18 82
Asset prices, traders' behavior and market design 0 0 0 49 0 1 12 217
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 12 1 2 13 75
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 1 33 1 3 22 176
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 3 19 369
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 0 0 18 103
Goodness-of-fit test for copulas 0 0 0 8 1 1 12 69
Impact of Analysts' Recommendations on Stock Performance 0 0 0 60 0 0 17 210
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 2 12 171
Learning and adaptation's impact on market efficiency 0 0 0 7 0 1 10 69
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 2 3 20 40
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 118 0 7 33 382
On the Experimental Robustness of the Allais Paradox 0 0 4 52 0 1 14 85
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 2 4 11 166
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 14 141
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 2 2 14 22
Time-varying market integration and stock and bond return concordance in emerging markets 0 0 1 121 2 2 8 332
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 1 1 2 12 4 4 19 105
Total Journal Articles 1 2 12 1,372 18 47 339 4,954

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 2026-08-07