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 1 3 9 167 2 8 22 403
A note on the Hiemstra-Jones test for Granger non-causality 0 0 2 149 2 8 26 430
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 2 36 1 1 8 116
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 1 2 24 1 4 8 94
Asset Prices, Traders' Behavior, and Market Design 0 0 0 56 2 6 10 226
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 3 6 439
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 40 3 3 6 78
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 3 223 3 8 18 856
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 22 2 3 10 122
Efficient estimation of parameters in marginal in semiparametric multivariate models 1 1 2 15 1 3 5 15
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 1 37 1 5 9 70
Estimation of a Scale-Free Network Formation Model 0 2 8 48 4 12 22 41
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 1 3 131
Goodness-of-fit test for copulas 0 0 0 297 2 3 6 752
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 0 6 2 5 12 42
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 3 17 849
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 0 3 96
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 62 0 1 2 245
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 1 4 60 1 5 12 68
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 98 1 3 7 293
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 2 0 2 6 21
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 56 0 2 6 154
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 2 62 1 2 5 166
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 37 0 1 3 189
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 3 64 0 0 5 198
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 65 0 1 3 207
Rank-based entropy tests for serial independence 0 0 0 51 1 4 7 194
Test for serial independence based on quadratic forms 0 0 0 4 1 1 6 238
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 1 4 281
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 1 1 3 14 5 6 15 30
Total Working Papers 3 9 44 1,897 37 105 272 7,044


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 0 175 2 8 27 680
A new statistic and practical guidelines for nonparametric Granger causality testing 3 7 42 373 13 26 112 933
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 6 4 5 6 41
Asset prices, traders' behavior and market design 0 0 1 42 2 4 9 174
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 8 2 4 8 49
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 3 14 1 4 12 71
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 72 0 3 5 295
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 6 1 3 5 65
Goodness-of-fit test for copulas 0 0 0 7 2 2 7 45
Impact of Analysts' Recommendations on Stock Performance 0 0 0 48 0 1 5 157
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 1 45 0 1 5 142
Learning and adaptation's impact on market efficiency 0 0 0 7 4 4 4 44
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 7 77 4 5 15 245
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 4 28 1 4 18 131
Rank-based Entropy Tests for Serial Independence 0 1 1 29 1 3 3 118
Time-varying market integration and stock and bond return concordance in emerging markets 1 1 3 98 4 4 9 276
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 1 1 2 2 9 16 24 24
Total Journal Articles 5 10 64 1,037 50 97 274 3,490


Statistics updated 2019-11-03