Access Statistics for Valentyn Panchenko

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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 1 1 6 211 11 12 20 564
A note on the Hiemstra-Jones test for Granger non-causality 0 0 1 160 2 4 12 504
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 0 0 0 138
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 0 0 27 0 0 0 107
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 1 1 1 247
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 0 2 458
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 0 3 96
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 1 7 1,089
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 0 22 1 1 4 133
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 0 5 31
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 6 86
Estimation of a Scale-Free Network Formation Model 0 0 0 63 0 2 4 97
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 1 1 139
Goodness-of-fit test for copulas 0 0 0 300 1 1 5 781
Likelihood-based scoring rules for comparing density forecasts in tails 2 2 2 16 2 3 3 79
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 4 932
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 1 2 104
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 1 1 1 259
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 0 1 2 116
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 2 2 5 310
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 0 0 2 175
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 3 0 0 1 34
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 1 1 3 185
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 1 2 218
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 1 2 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 1 4 205
Planar Beauty Contests 0 0 0 52 0 0 1 40
Planar Beauty Contests 0 0 0 6 0 1 5 22
Planar Beauty Contests 0 0 0 18 0 0 4 37
Rank-based entropy tests for serial independence 0 0 0 51 0 0 1 202
Test for serial independence based on quadratic forms 0 0 0 4 0 0 1 247
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 1 290
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 0 0 2 68
Total Working Papers 3 3 10 2,189 24 37 116 8,212

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 1 184 0 1 3 745
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 10 502 9 10 43 1,353
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 1 1 3 65
Asset prices, traders' behavior and market design 0 0 0 49 0 1 6 206
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 3 12 0 0 5 62
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 0 32 0 1 1 155
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 2 3 5 353
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 1 9 1 2 4 87
Goodness-of-fit test for copulas 0 0 0 8 1 2 2 59
Impact of Analysts' Recommendations on Stock Performance 0 0 2 60 2 2 9 195
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 2 2 161
Learning and adaptation's impact on market efficiency 0 0 0 7 0 1 4 60
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 0 0 4 20
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 5 115 1 3 10 352
On the Experimental Robustness of the Allais Paradox 0 1 9 49 0 1 11 72
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 0 0 4 155
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 3 128
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 1 1 5 9
Time-varying market integration and stock and bond return concordance in emerging markets 0 0 1 120 0 1 3 325
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 1 10 1 1 6 87
Total Journal Articles 0 2 34 1,362 19 34 133 4,649

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 1 3
Total Chapters 0 0 0 0 0 0 1 3

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