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 4 2 4 7 36
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 1 2 2 60
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 59 1 4 7 161
Bartlett Identities Tests 0 0 0 163 5 6 9 771
Bartlett Identities Tests 0 0 1 24 5 9 12 154
Bartlett identities tests 0 0 0 11 1 3 5 334
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 1 2 2 5
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 3 4 4 4
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 2 2 2 64
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 1 3 8 82
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 5 10 11 44
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 5 5 6 289
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 3 3 3 5
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 2 3 5 71
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 2 3 6 129
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 2 3 5
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 3 4 6 34
Mixed-frequency multivariate GARCH 0 1 1 91 1 4 6 161
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 37 6 7 8 67
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 2 4 49
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 2 3 4 30
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 2 5 5
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 1 2 62
Reversed Score and Likelihood Ratio Tests 0 0 0 7 4 8 8 154
Reversed Score and Likelihood Ratio Tests 0 0 0 91 2 3 4 615
Reversed Score and Likelihood Ratio Tests 0 0 0 48 1 1 4 337
Robust Standard Errors for Robust Estimators 0 2 9 519 3 12 61 2,551
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 8 9 12 521
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 1 6 8 396
Sparse multivariate GARCH 0 0 0 45 0 1 5 110
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 2 3 5 41
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 2 4 4 177
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 1 5 62
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 5 8 11 213
Split-panel jackknife estimation of fixed-effect models 0 1 4 9 2 7 18 31
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 2 3 295
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 46 53 56 76
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 4 6 10 16
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 1 4 273
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 3 3 4 312
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 3 4 5 36
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 25 3 3 6 42
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 2 2 7
Total Working Papers 0 4 18 1,918 141 225 362 8,931

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 2 3 4 29
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 1 3 5 62
14th EC2 conference 0 0 0 3 3 5 7 22
Best affine unbiased response decomposition 0 0 0 1 3 3 3 52
Bias-corrected estimation of panel vector autoregressions 0 0 0 16 4 7 11 75
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 2 6 6 35
Endogeneity, instruments and identification 0 0 1 131 1 2 4 280
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 2 6 20 8 14 26 109
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 4 4 6 97
Instrumental Models and Indirect Encompassing 0 0 0 0 0 2 5 273
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 0 1 87 4 7 9 278
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 4 6 9 46
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 4 6 114
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 1 19 20 56
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 1 4 4 59
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 180 3 7 14 478
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 0 2 1 6 12 146
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 1 10 4 4 6 45
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 1 1 38 15 18 24 162
Specification and testing of models estimated by quadrature 0 0 0 0 5 6 6 78
Split-panel Jackknife Estimation of Fixed-effect Models 0 0 6 63 16 22 56 287
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 2 3 3 27
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 7 11 13 170
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 3 4 5 81
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 2 3 20 2 12 17 50
When it all began: The 1936 Tinbergen model revisited 0 0 2 130 2 2 10 332
xtspj: A command for split-panel jackknife estimation 0 0 0 11 0 1 3 35
Total Journal Articles 0 5 21 885 98 185 294 3,478

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 3 5 134 7 18 32 623
Total Software Items 0 3 5 134 7 18 32 623

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Statistics updated 2026-02-12