Access Statistics for Valentyn Panchenko

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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 2 211 1 7 32 582
A note on the Hiemstra-Jones test for Granger non-causality 0 0 0 160 3 7 28 527
Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions 0 0 0 47 6 7 12 150
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs 0 0 0 27 1 1 11 118
Asset Prices, Traders' Behavior, and Market Design 0 0 0 57 5 10 24 270
Asset price dynamics with small world interactions under hetereogeneous beliefs 0 0 0 177 3 4 12 470
Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support 0 0 0 42 1 5 6 101
E&F Chaos: a user friendly software package for nonlinear economic dynamics 0 0 0 275 5 7 27 1,114
Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information 0 0 1 23 2 3 9 140
Efficient estimation of parameters in marginal in semiparametric multivariate models 0 0 0 18 2 2 12 41
Efficient estimation of parameters in marginals in semiparametric multivariate models 0 0 0 37 2 2 10 94
Estimation of a Scale-Free Network Formation Model 0 0 0 63 2 7 26 121
Evaluating the Predictive Abilities of Semiparametric Multivariate Models 0 0 0 0 2 3 11 149
Goodness-of-fit test for copulas 0 0 0 300 2 3 16 796
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 2 16 3 4 14 90
Modified Hiemstra-Jones Test for Granger Non-causality 0 0 0 1 1 2 10 942
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 23 1 2 10 113
Nonparametric Tests for Serial Independence Based on Quadratic Forms 0 0 0 63 4 4 10 268
Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse 0 0 0 82 0 1 8 122
Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts 0 0 0 99 3 6 19 326
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 3 2 3 6 40
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 72 0 1 6 190
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 56 4 7 14 188
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 38 3 7 17 219
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 66 1 3 10 228
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails 0 0 0 73 2 2 10 227
Planar Beauty Contests 0 0 0 52 0 3 7 47
Planar Beauty Contests 0 0 0 18 2 4 12 46
Planar Beauty Contests 0 0 0 6 1 3 10 28
Rank-based entropy tests for serial independence 0 0 0 51 1 3 5 207
Test for serial independence based on quadratic forms 0 0 0 4 5 7 9 256
Testing multivariate hypotheses with positive definite bilinear forms 0 0 0 1 1 3 7 296
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 0 0 0 29 1 6 11 78
Total Working Papers 0 0 5 2,190 72 139 431 8,584

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 2 12 756
A new statistic and practical guidelines for nonparametric Granger causality testing 0 0 3 502 5 10 44 1,377
Asset price dynamics with heterogeneous beliefs and local network interactions 0 0 0 11 3 7 16 79
Asset prices, traders' behavior and market design 0 0 0 49 2 4 12 216
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support 0 0 2 12 0 4 15 73
Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions 1 1 1 33 2 9 19 173
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics 0 0 0 78 3 6 16 366
Efficiency of continuous double auctions under individual evolutionary learning with full or limited information 0 0 0 9 5 5 19 103
Goodness-of-fit test for copulas 0 0 0 8 1 2 11 68
Impact of Analysts' Recommendations on Stock Performance 0 0 0 60 7 10 21 210
Is there a symmetric nonlinear causal relationship between large and small firms? 0 0 0 47 1 4 10 169
Learning and adaptation's impact on market efficiency 0 0 0 7 2 3 11 68
Learning in two-dimensional beauty contest games: Theory and experimental evidence 0 0 0 5 0 5 18 37
Likelihood-based scoring rules for comparing density forecasts in tails 0 0 3 117 3 5 29 375
On the Experimental Robustness of the Allais Paradox 0 1 4 52 2 4 13 84
Out-of-sample comparison of copula specifications in multivariate density forecasts 0 0 0 32 1 1 9 162
Rank-based Entropy Tests for Serial Independence 0 0 0 30 0 2 14 140
The role of information in a continuous double auction: An experiment and learning model 0 0 0 2 3 7 14 20
Time-varying market integration and stock and bond return concordance in emerging markets 0 1 1 121 0 4 6 330
Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves 1 1 1 11 4 9 18 101
Total Journal Articles 2 4 15 1,370 45 103 327 4,907

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

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