Access Statistics for Valentyn Panchenko

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	211	3	16	21	569
A note on the Hiemstra-Jones test for Granger non-causality	0	0	1	160	3	9	19	511
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions	0	0	0	47	1	1	1	139
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs	0	0	0	27	0	1	1	108
Asset Prices, Traders' Behavior, and Market Design	0	0	0	57	0	8	8	254
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	9	10	15	1,099
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information	0	0	0	22	0	2	4	134
Efficient estimation of parameters in marginal in semiparametric multivariate models	0	0	0	18	4	4	9	35
Efficient estimation of parameters in marginals in semiparametric multivariate models	0	0	0	37	0	1	7	87
Estimation of a Scale-Free Network Formation Model	0	0	0	63	10	11	14	108
Evaluating the Predictive Abilities of Semiparametric Multivariate Models	0	0	0	0	1	2	3	141
Goodness-of-fit test for copulas	0	0	0	300	0	8	12	788
Likelihood-based scoring rules for comparing density forecasts in tails	0	2	2	16	0	3	4	80
Modified Hiemstra-Jones Test for Granger Non-causality	0	0	0	1	1	1	4	933
Nonparametric Tests for Serial Independence Based on Quadratic Forms	0	0	0	63	0	3	3	261
Nonparametric Tests for Serial Independence Based on Quadratic Forms	0	0	0	23	3	4	6	108
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse	0	0	0	82	1	1	3	117
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts	0	0	0	99	1	6	9	314
Out-of-sample comparison of copula specifications in multivariate density forecasts	0	0	0	56	1	3	5	178
Out-of-sample comparison of copula specifications in multivariate density forecasts	0	0	0	72	0	1	3	185
Out-of-sample comparison of copula specifications in multivariate density forecasts	0	0	1	3	0	0	1	34
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails	0	0	0	66	0	3	4	221
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails	0	0	0	38	1	3	6	207
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails	0	0	0	73	1	2	4	220
Planar Beauty Contests	0	0	0	18	1	2	6	39
Planar Beauty Contests	0	0	0	52	2	3	4	43
Planar Beauty Contests	0	0	0	6	0	1	6	23
Rank-based entropy tests for serial independence	0	0	0	51	0	1	2	203
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	2	291
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves	0	0	0	29	1	1	2	69
Total Working Papers	0	3	7	2,189	44	112	194	8,300

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	3	6	748
A new statistic and practical guidelines for nonparametric Granger causality testing	0	0	9	502	3	14	41	1,358
Asset price dynamics with heterogeneous beliefs and local network interactions	0	0	0	11	1	2	4	66
Asset prices, traders' behavior and market design	0	0	0	49	2	5	11	211
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support	0	0	3	12	1	2	7	64
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions	0	0	0	32	2	5	6	160
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics	0	0	0	78	1	4	5	355
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information	0	0	1	9	2	5	8	91
Goodness-of-fit test for copulas	0	0	0	8	2	4	5	62
Impact of Analysts' Recommendations on Stock Performance	0	0	2	60	2	5	11	198
Is there a symmetric nonlinear causal relationship between large and small firms?	0	0	0	47	0	1	3	162
Learning and adaptation's impact on market efficiency	0	0	0	7	3	3	6	63
Learning in two-dimensional beauty contest games: Theory and experimental evidence	0	0	0	5	2	4	8	24
Likelihood-based scoring rules for comparing density forecasts in tails	0	1	5	116	4	7	15	358
On the Experimental Robustness of the Allais Paradox	0	2	11	51	2	5	16	77
Out-of-sample comparison of copula specifications in multivariate density forecasts	0	0	1	32	1	3	6	158
Rank-based Entropy Tests for Serial Independence	0	0	0	30	0	0	3	128
The role of information in a continuous double auction: An experiment and learning model	0	0	0	2	0	2	6	10
Time-varying market integration and stock and bond return concordance in emerging markets	0	0	1	120	0	0	3	325
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves	0	0	0	10	0	1	5	87
Total Journal Articles	0	3	34	1,365	29	75	175	4,705

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Heterogeneous Beliefs Under Different Market Architectures	0	0	0	0	2	2	3	5
Total Chapters	0	0	0	0	2	2	3	5

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Statistics updated 2026-01-09