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 3 211 1 10 27 576
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 3 15 26 523
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 1 6 6 144
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 0 0 27 0 9 10 117
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 4 10 18 264
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 0 8 8 466
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 1 1 3 97
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 1 18 22 1,108
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 1 1 23 1 4 7 138
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 0 8 11 39
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 0 5 9 92
Estimation of a Scale-Free Network Formation Model 0 0 0 63 5 21 24 119
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 1 7 9 147
Goodness-of-fit test for copulas 0 0 0 300 0 5 15 793
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 0 6 10 86
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 9 9 941
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 7 9 112
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 0 3 6 264
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 1 6 8 122
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 2 9 15 322
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 4 5 189
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 1 4 4 38
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 1 5 8 182
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 3 9 13 215
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 0 6 8 225
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 0 4 7 225
Planar Beauty Contests 0 0 0 18 0 4 8 42
Planar Beauty Contests 0 0 0 6 0 2 7 25
Planar Beauty Contests 0 0 0 52 0 3 4 44
Rank-based entropy tests for serial independence 0 0 0 51 1 2 3 205
Test for serial independence based on quadratic forms 0 0 0 4 1 3 3 250
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 5 294
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 3 7 8 75
Total Working Papers 0 1 6 2,190 34 223 335 8,479

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 8 11 755
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 6 502 3 15 44 1,370
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 4 11 14 76
Asset prices, traders' behavior and market design 0 0 0 49 1 4 11 213
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 3 12 2 8 14 71
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 0 0 0 32 5 11 15 169
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 0 6 10 360
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 0 9 14 98
Goodness-of-fit test for copulas 0 0 0 8 1 7 10 67
Impact of Analysts' Recommendations on Stock Performance 0 0 0 60 3 7 14 203
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 1 4 7 166
Learning and adaptation's impact on market efficiency 0 0 0 7 1 6 9 66
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 1 11 15 33
Likelihood-based scoring rules for comparing density forecasts in tails 0 1 4 117 1 17 26 371
On the Experimental Robustness of the Allais Paradox 0 0 4 51 0 5 12 80
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 0 4 8 161
Rank-based Entropy Tests for Serial Independence 0 0 0 30 2 12 15 140
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 3 6 11 16
Time-varying market integration and stock and bond return concordance in emerging markets 0 0 0 120 1 2 3 327
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 10 3 8 13 95
Total Journal Articles 0 1 17 1,366 33 161 276 4,837

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 1 4 5 7
Total Chapters 0 0 0 0 1 4 5 7

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