Valentyn Panchenko

Valentyn Panchenko

University of New South Wales - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 51662
person_outline Valentyn Panchenko's MOST POPULAR ARTICLES
1-) A new statistic and practical guidelines for nonparametric Granger causality testingC Diks, V PanchenkoJournal of Economic Dynamics and Control 30 (9-10), 1647-1669, 20069392006
2-) A note on the Hiemstra-Jones test for Granger non-causalityC Diks, V PanchenkoStudies in nonlinear dynamics & econometrics 9 (2), 20052732005
3-) Likelihood-based scoring rules for comparing density forecasts in tailsC Diks, V Panchenko, D Van DijkJournal of Econometrics 163 (2), 215-230, 20111562011
4-) Goodness-of-fit test for copulasV PanchenkoPhysica A: Statistical Mechanics and its Applications 355 (1), 176-182, 20051422005
5-) Time-varying market integration and stock and bond return concordance in emerging marketsV Panchenko, E WuJournal of Banking & Finance 33 (6), 1014-1021, 20091162009