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 3 211 2 14 18 566
A note on the Hiemstra-Jones test for Granger non-causality 0 0 1 160 4 7 16 508
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 1 1 1 108
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 7 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 1 2 6 1,090
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 0 22 1 2 5 134
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 1 1 7 87
Estimation of a Scale-Free Network Formation Model 0 0 0 63 1 1 5 98
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 1 1 2 140
Goodness-of-fit test for copulas 0 0 0 300 7 8 12 788
Likelihood-based scoring rules for comparing density forecasts in tails 0 2 2 16 1 4 4 80
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 1 1 3 105
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 2 3 3 261
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 3 5 8 313
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 56 2 2 4 177
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 1 3 185
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 1 1 3 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 2 3 4 221
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 1 2 5 206
Planar Beauty Contests 0 0 0 18 1 1 5 38
Planar Beauty Contests 0 0 0 6 1 1 6 23
Planar Beauty Contests 0 0 0 52 1 1 2 41
Rank-based entropy tests for serial independence 0 0 0 51 1 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 1 1 2 291
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 0 0 1 68
Total Working Papers 0 3 7 2,189 44 73 153 8,256

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 2 3 5 747
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 9 502 2 11 39 1,355
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 0 1 3 65
Asset prices, traders' behavior and market design 0 0 0 49 3 3 9 209
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 3 12 1 1 6 63
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 0 32 3 4 4 158
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 1 3 5 354
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 1 9 2 3 6 89
Goodness-of-fit test for copulas 0 0 0 8 1 2 3 60
Impact of Analysts' Recommendations on Stock Performance 0 0 2 60 1 3 9 196
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 1 2 3 162
Learning and adaptation's impact on market efficiency 0 0 0 7 0 0 3 60
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 2 2 6 22
Likelihood-based scoring rules for comparing density forecasts in tails 1 2 6 116 2 5 12 354
On the Experimental Robustness of the Allais Paradox 2 3 11 51 3 4 14 75
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 1 32 2 2 6 157
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 1 2 6 10
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 0 1 6 87
Total Journal Articles 3 5 36 1,365 27 53 151 4,676

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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