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

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 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

Statistics updated 2019-11-03