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 3 21 25 1 10 47 59
A note on the Hiemstra-Jones test for Granger non-causality 2 5 11 15 2 8 22 37
Asset Prices, Traders' Behavior, and Market Design 2 7 21 23 7 22 62 75
Asset price dynamics with small world interactions under hetereogeneous beliefs 5 10 41 125 10 19 85 262
E&F Chaos: a user friendly software package for nonlinear economic dynamics 4 11 44 58 9 39 149 192
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 2 8 72
Goodness-of-fit test for copulas 7 18 53 80 13 35 120 170
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 6 12 71 487
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 5 45 0 0 11 179
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 1 6 7 1 3 15 17
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 1 3 11 11 4 9 30 30
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 3 20 20 5 13 30 30
Out-of-sample comparison of copula specifications in multivariate density forecasts 3 5 43 43 7 10 52 52
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 1 5 21 32 2 13 49 79
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 5 15 2 12 29 41
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 2 3 18 45 4 9 64 112
Rank-based entropy tests for serial independence 0 3 13 18 2 5 19 33
Test for serial independence based on quadratic forms 0 0 0 4 1 2 32 173
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 27 210
Total Working Papers 27 77 333 568 77 226 922 2,310

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 5 18 67 1 11 159 339
A new statistic and practical guidelines for nonparametric Granger causality testing 1 5 8 43 2 8 21 108
Asset prices, traders' behavior and market design 1 1 1 1 3 4 4 4
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 2 3 16 22 6 13 54 76
Impact of Analysts' Recommendations on Stock Performance 2 4 10 24 3 6 28 61
Rank-based Entropy Tests for Serial Independence 0 1 4 4 0 2 12 12
Time-varying market integration and stock and bond return concordance in emerging markets 2 11 27 27 5 18 56 56
Total Journal Articles 8 30 84 188 20 62 334 656

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04