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 5 209 0 0 10 550
A note on the Hiemstra-Jones test for Granger non-causality 0 0 3 160 0 2 11 500
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 0 0 0 246
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 0 3 458
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 1 3 96
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 1 275 0 2 21 1,088
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 0 22 0 0 2 131
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 1 4 30
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 5 85
Estimation of a Scale-Free Network Formation Model 0 0 0 63 0 0 2 95
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 0 0 138
Goodness-of-fit test for copulas 0 0 0 300 0 1 4 780
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 0 14 0 0 2 76
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 5 932
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 0 2 103
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 0 0 1 258
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 1 82 0 1 3 115
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 0 0 2 307
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 3 0 0 2 34
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 0 2 184
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 1 1 2 175
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 0 0 1 218
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 1 2 203
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 0 1 217
Planar Beauty Contests 0 0 0 18 0 0 2 34
Planar Beauty Contests 0 0 0 52 0 0 1 40
Planar Beauty Contests 0 0 0 6 0 0 1 18
Rank-based entropy tests for serial independence 0 0 0 51 0 0 2 202
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 1 3 290
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 1 1 3 68
Total Working Papers 0 0 11 2,185 3 13 103 8,163

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 0 3 744
A new statistic and practical guidelines for nonparametric Granger causality testing 0 3 14 501 4 8 45 1,340
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 0 1 1 63
Asset prices, traders' behavior and market design 0 0 0 49 0 1 4 204
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 1 2 2 11 2 3 4 60
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 1 32 0 0 3 154
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 1 78 0 0 5 350
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 1 9 0 0 2 84
Goodness-of-fit test for copulas 0 0 0 8 0 0 0 57
Impact of Analysts' Recommendations on Stock Performance 0 0 2 60 3 3 8 192
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 0 1 159
Learning and adaptation's impact on market efficiency 0 0 0 7 0 0 1 57
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 0 0 4 19
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 114 1 4 8 349
On the Experimental Robustness of the Allais Paradox 0 1 10 48 0 1 13 71
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 1 1 3 154
Rank-based Entropy Tests for Serial Independence 0 0 0 30 1 2 2 127
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 1 3 4 8
Time-varying market integration and stock and bond return concordance in emerging markets 0 0 1 120 0 0 2 324
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 1 10 0 1 3 84
Total Journal Articles 1 7 39 1,358 13 28 116 4,600

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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