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 1 211 1 2 35 587
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 2 4 32 533
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 0 3 15 153
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 1 1 28 3 6 17 124
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 0 0 25 271
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 1 13 471
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 0 0 5 101
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 0 0 28 1,116
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 3 3 14 146
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 0 10 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 1 9 95
Estimation of a Scale-Free Network Formation Model 0 0 0 63 3 4 28 125
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 0 0 10 149
Goodness-of-fit test for copulas 0 0 0 300 2 3 19 799
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 1 15 91
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 0 0 10 942
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 0 1 11 115
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 0 0 12 270
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 0 2 9 124
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 0 1 20 328
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 3 10 194
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 1 1 7 41
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 2 3 16 191
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 1 1 39 5 8 23 227
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 1 12 230
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 2 12 230
Planar Beauty Contests 0 0 0 6 0 0 6 28
Planar Beauty Contests 0 0 0 18 0 0 10 47
Planar Beauty Contests 0 0 0 52 2 4 11 51
Rank-based entropy tests for serial independence 0 0 0 51 2 3 9 211
Test for serial independence based on quadratic forms 0 0 0 4 0 0 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 0 0 7 297
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 1 3 13 81
Total Working Papers 0 2 6 2,192 28 60 482 8,665

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 0 184 1 1 13 757
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 0 502 2 4 42 1,386
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 0 3 18 82
Asset prices, traders' behavior and market design 0 0 0 49 0 0 11 217
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 0 12 0 1 13 75
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 1 33 0 2 22 176
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 3 18 369
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 0 0 17 103
Goodness-of-fit test for copulas 0 0 0 8 0 1 11 69
Impact of Analysts' Recommendations on Stock Performance 0 0 0 60 0 0 17 210
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 0 1 11 171
Learning and adaptation's impact on market efficiency 0 0 0 7 0 0 9 69
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 1 3 21 41
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 4 118 3 7 36 385
On the Experimental Robustness of the Allais Paradox 0 0 4 52 0 0 14 85
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 4 11 166
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 1 13 141
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 1 3 15 23
Time-varying market integration and stock and bond return concordance in emerging markets 1 1 2 122 1 3 9 333
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 1 2 12 0 4 19 105
Total Journal Articles 1 2 13 1,373 9 41 340 4,963

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 4 7
Total Chapters 0 0 0 0 0 0 4 7

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10