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 1 7 163 1 4 18 394
A note on the Hiemstra-Jones test for Granger non-causality 0 1 3 148 3 6 24 420
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 1 35 2 3 7 114
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 0 1 23 0 0 5 90
Asset Prices, Traders' Behavior, and Market Design 0 0 0 56 0 1 5 220
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 1 177 1 1 4 436
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 1 40 0 1 4 75
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 1 3 223 1 4 17 848
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 1 1 22 1 3 6 118
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 1 14 0 1 2 12
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 1 37 0 1 4 65
Estimation of a Scale-Free Network Formation Model 0 0 44 45 0 3 27 28
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 0 5 130
Goodness-of-fit test for copulas 0 0 1 297 0 0 8 747
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 0 6 0 3 7 37
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 3 26 846
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 3 3 96
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 62 1 1 1 244
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 1 2 58 0 2 7 62
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 98 0 0 4 290
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 61 0 0 2 163
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 2 0 1 4 19
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 1 1 56 0 2 5 152
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 37 0 1 2 188
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 2 63 0 0 4 197
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 65 0 0 2 206
Rank-based entropy tests for serial independence 0 0 0 51 0 1 5 190
Test for serial independence based on quadratic forms 0 0 0 4 0 1 5 237
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 4 280
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 4 13 3 3 11 22
Total Working Papers 0 6 76 1,881 15 49 228 6,926

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 2 175 3 8 24 671
A new statistic and practical guidelines for nonparametric Granger causality testing 6 18 40 362 16 41 112 902
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 6 0 1 2 36
Asset prices, traders' behavior and market design 1 1 1 42 2 3 8 170
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 8 0 2 4 45
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 1 2 2 13 2 3 14 64
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 72 1 1 4 291
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 6 0 0 2 62
Goodness-of-fit test for copulas 0 0 2 7 0 1 10 42
Impact of Analysts' Recommendations on Stock Performance 0 0 0 48 1 3 5 156
Is there a symmetric nonlinear causal relationship between large and small firms? 0 1 2 45 1 4 5 141
Learning and adaptation's impact on market efficiency 0 0 0 7 0 0 0 40
Likelihood-based scoring rules for comparing density forecasts in tails 1 4 8 76 1 5 11 238
Out-of-sample comparison of copula specifications in multivariate density forecasts 2 3 5 28 3 5 15 125
Rank-based Entropy Tests for Serial Independence 0 0 0 28 0 0 0 115
Time-varying market integration and stock and bond return concordance in emerging markets 0 0 3 97 0 1 8 271
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 1 1 1 0 5 5 5
Total Journal Articles 11 30 66 1,021 30 83 229 3,374

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Statistics updated 2019-07-03