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 1 0 1 6 17
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 1 10 0 1 12 44
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 57 2 3 12 140
Bartlett Identities Tests 0 0 0 162 1 1 8 744
Bartlett Identities Tests 0 0 0 20 0 0 5 120
Bartlett identities tests 0 0 1 11 3 3 7 306
Bias-corrected estimation of panel vector autoregressions 0 0 0 46 1 3 10 50
Bias-corrected estimation of panel vector autoregressions 0 0 0 36 2 3 10 34
Bias-corrected estimation of panel vector autoregressions 0 0 1 23 1 3 10 24
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 1 3 9 28
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 49 1 2 7 268
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 12 0 0 9 14
Likelihood inference in an Autoregression with fixed effects 0 0 0 29 0 0 6 34
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 0 7 17
Likelihood inference in an Autoregression with fixed effects 0 0 0 26 0 0 6 107
Mixed-frequency multivariate GARCH 0 1 6 77 2 6 41 107
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 0 0 3 42
Profile-Score Adjustments for Incidental-Parameter Problems 0 1 3 28 1 3 11 20
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 10 0 0 1 36
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 0 5 13
Profile-score adjustments for incidental-parameter problems 0 0 0 13 0 0 9 51
Reversed Score and Likelihood Ratio Tests 0 1 1 89 0 2 9 602
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 2 6 142
Reversed Score and Likelihood Ratio Tests 0 0 1 48 0 0 3 327
Robust Standard Errors for Robust Estimators 2 4 30 422 18 51 167 2,048
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 107 0 1 12 497
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 61 1 2 10 369
Sparse multivariate GARCH 1 3 11 41 4 8 25 70
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 1 18 28
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 4 1 4 13 39
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 2 65 1 8 26 179
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 11 2 4 14 55
Split-panel jackknife estimation of fixed-effect models 0 0 1 15 3 6 19 75
Split-panel jackknife estimation of fixed-effect models 0 0 0 75 3 6 16 263
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 0 2 261
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 0 6 300
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 20 1 1 8 28
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 0 0 5 22
Total Working Papers 3 10 60 1,734 49 128 553 7,521


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 2 4 23
04.2.2. Characterizations of Hermitian Projectors 0 0 0 16 1 1 2 53
14th EC2 conference 0 0 0 2 1 1 5 10
Best affine unbiased response decomposition 0 0 0 1 0 0 5 46
Bias-corrected estimation of panel vector autoregressions 0 1 2 7 1 4 13 40
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 2 0 0 3 22
Endogeneity, instruments and identification 0 0 0 130 0 1 3 273
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 1 26 1 1 10 81
Instrumental Models and Indirect Encompassing 0 0 0 0 0 2 7 254
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 1 1 4 69 1 2 11 230
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 1 8 0 1 4 28
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 21 2 2 5 98
Median-based estimation of dynamic panel models with fixed effects 0 0 1 6 0 0 8 23
On comparing zero-alpha tests across multifactor asset pricing models 0 0 2 11 0 0 10 46
On the hypothesis of psychological barriers in stock markets and Benford's Law 1 1 3 162 3 4 15 426
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 2 28 0 2 10 112
Specification and testing of models estimated by quadrature 0 0 0 0 0 1 12 64
Split-panel Jackknife Estimation of Fixed-effect Models 1 1 4 18 4 6 21 118
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 1 0 2 5 16
The information matrix test with bootstrap-based covariance matrix estimation 0 0 2 45 0 0 9 147
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 0 2 68
When it all began: The 1936 Tinbergen model revisited 0 0 1 125 1 1 7 309
xtspj: A command for split-panel jackknife estimation 0 0 3 4 0 1 16 18
Total Journal Articles 3 4 26 704 17 34 187 2,505
1 registered items for which data could not be found


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 3 5 26 43 11 24 131 205
Total Software Items 3 5 26 43 11 24 131 205


Statistics updated 2020-09-04