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 4 32
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 1 1 1 59 1 1 5 157
Bartlett Identities Tests 0 1 1 24 0 3 3 145
Bartlett Identities Tests 0 0 0 163 0 2 4 765
Bartlett identities tests 0 0 0 11 1 2 3 331
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 0 0 0 62
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 3
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 3 5 5 79
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 11 1 1 1 34
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 0 0 1 284
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 2 2 3 68
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 0 2
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 1 1 3
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 1 3 3 126
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 1 2 30
Mixed-frequency multivariate GARCH 0 0 0 90 1 2 3 157
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 0 0 4 60
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 1 2 27
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 1 1 3 47
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 1 3 3
Profile-score adjustments for incidental-parameter problems 0 0 0 14 1 1 2 61
Reversed Score and Likelihood Ratio Tests 0 0 0 91 0 1 2 612
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 0 0 146
Reversed Score and Likelihood Ratio Tests 0 0 0 48 1 3 4 336
Robust Standard Errors for Robust Estimators 0 1 10 517 1 7 66 2,539
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 1 1 3 512
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 0 2 3 390
Sparse multivariate GARCH 0 0 0 45 0 1 7 109
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 1 3 38
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 3 3 5 61
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 0 0 0 173
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 2 2 4 205
Split-panel jackknife estimation of fixed-effect models 0 1 4 8 5 8 13 24
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 1 1 3 23
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 2 5 10
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 1 6 293
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 1 2 5 272
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 1 1 1 309
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 1 1 1 25 1 1 4 39
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 1 1 1 32
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 0 0 5
Total Working Papers 2 5 18 1,914 33 66 188 8,706

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 1 26
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 2 2 3 59
14th EC2 conference 0 0 0 3 1 1 2 17
Best affine unbiased response decomposition 0 0 0 1 0 0 0 49
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 1 2 5 68
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 1 131 0 0 2 278
Incorporating overnight and intraday returns into multivariate GARCH volatility models 2 3 4 18 3 6 13 95
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 1 2 2 93
Instrumental Models and Indirect Encompassing 0 0 0 0 0 1 4 271
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 0 1 87 1 1 2 271
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 3 3 3 40
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 1 2 110
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 1 1 1 37
On comparing zero-alpha tests across multifactor asset pricing models 0 0 1 13 0 0 1 55
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 1 180 1 3 8 471
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 1 2 1 3 7 140
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 1 10 0 1 2 41
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 37 2 2 9 144
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 1 72
Split-panel Jackknife Estimation of Fixed-effect Models 2 2 7 63 16 20 38 265
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 0 0 2 159
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 1 1 2 77
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 0 1 18 0 2 7 38
When it all began: The 1936 Tinbergen model revisited 0 0 2 130 1 1 8 330
xtspj: A command for split-panel jackknife estimation 0 0 0 11 1 1 2 34
Total Journal Articles 4 5 22 880 36 54 127 3,293

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 1 2 131 4 8 19 605
Total Software Items 0 1 2 131 4 8 19 605

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