Access Statistics for Geert Dhaene

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
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 0 0 1 58
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 0 1 3 29
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 0 58 0 2 2 154
Bartlett Identities Tests 0 0 0 23 0 0 0 142
Bartlett Identities Tests 0 0 0 163 0 1 3 762
Bartlett identities tests 0 0 0 11 0 1 3 329
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 0 0 1 33
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 1 3
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 0
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 0 0 1 74
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 0 0 1 62
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 0 0 2 283
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 2 2
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 1 3 66
Likelihood inference in an Autoregression with fixed effects 0 0 1 27 0 0 4 123
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 0 1 2
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 1 1 29
Mixed-frequency multivariate GARCH 0 0 3 90 0 0 7 155
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 0 0 0 44
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 36 0 1 8 59
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 0 1 45
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 0 1 26
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 0 1 60
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 0 0 0
Reversed Score and Likelihood Ratio Tests 0 0 0 91 0 1 2 611
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 0 0 146
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 0 3 333
Robust Standard Errors for Robust Estimators 1 4 17 511 10 22 89 2,500
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 0 0 1 509
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 0 1 5 388
Sparse multivariate GARCH 0 0 1 45 1 2 10 106
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 1 3 36
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 2 30 0 0 4 173
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 1 67 1 1 5 203
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 1 5 0 1 3 57
Split-panel jackknife estimation of fixed-effect models 0 1 3 5 0 1 7 13
Split-panel jackknife estimation of fixed-effect models 0 0 2 81 0 5 12 292
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 1 1 4 7
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 11 20
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 1 2 269
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 0 0 308
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 24 0 0 4 36
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 0 0 0 31
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 0 0 5
Total Working Papers 1 5 32 1,901 14 45 212 8,583

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution 0 0 0 5 0 0 0 25
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 0 1 1 57
14th EC2 conference 0 0 0 3 0 0 0 15
Best affine unbiased response decomposition 0 0 0 1 0 0 1 49
Bias-corrected estimation of panel vector autoregressions 0 1 1 16 0 1 3 64
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 0 0 0 29
Endogeneity, instruments and identification 0 0 0 130 1 1 1 277
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 0 1 14 1 1 10 84
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 1 28 0 0 2 91
Instrumental Models and Indirect Encompassing 0 0 0 0 0 1 2 268
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 1 1 4 87 1 1 7 270
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 1 10 0 0 1 37
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 0 0 108
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 0 0 1 36
On comparing zero-alpha tests across multifactor asset pricing models 0 1 1 13 0 1 2 55
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 1 4 180 0 1 5 464
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 1 1 2 0 1 2 134
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 1 9 0 0 6 39
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 4 37 1 3 7 139
Specification and testing of models estimated by quadrature 0 0 0 0 0 1 1 72
Split-panel Jackknife Estimation of Fixed-effect Models 0 1 10 57 1 5 25 232
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 0 0 0 24
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 1 1 2 158
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 0 1 76
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 0 7 17 0 2 11 33
When it all began: The 1936 Tinbergen model revisited 0 0 1 128 0 0 2 322
xtspj: A command for split-panel jackknife estimation 0 0 2 11 0 0 2 32
Total Journal Articles 1 6 39 865 6 21 95 3,190

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTSPJ: Stata module for split-panel jackknife estimation 0 0 5 129 1 6 35 592
Total Software Items 0 0 5 129 1 6 35 592

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Statistics updated 2025-03-03