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 2 7 65
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 0 3 10 41
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 59 0 0 9 165
Bartlett Identities Tests 0 0 1 24 0 0 19 161
Bartlett Identities Tests 0 0 0 163 1 1 16 779
Bartlett identities tests 0 0 0 11 0 0 6 335
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 0 1 10 84
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 0 0 13 46
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 0 0 8 70
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 5 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 8 8
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 0 0 8 292
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 0 6 72
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 7 9
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 1 1 5 7
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 1 11 40
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 0 1 10 133
Mixed-frequency multivariate GARCH 0 0 1 91 0 0 12 167
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 0 1 2 46
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 0 37 0 0 9 69
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 1 8 54
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 0 6 32
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 0 5 7
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 0 5 65
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 0 4 337
Reversed Score and Likelihood Ratio Tests 0 0 0 91 0 2 8 619
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 0 11 157
Robust Standard Errors for Robust Estimators 1 2 7 523 2 6 41 2,573
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 1 3 20 531
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 0 1 21 409
Sparse multivariate GARCH 0 0 0 45 0 0 6 114
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 0 6 43
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 1 2 9 182
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 0 3 15 218
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 0 6 64
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 13 21
Split-panel jackknife estimation of fixed-effect models 1 1 3 10 1 2 18 34
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 1 1 75 97
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 0 6 298
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 2 6 276
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 1 9 317
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 0 0 8 39
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 25 0 0 7 45
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 0 3 8
Total Working Papers 2 3 14 1,923 8 35 497 9,137

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 4 30
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 0 0 8 65
14th EC2 conference 0 0 0 3 1 2 10 26
Best affine unbiased response decomposition 0 0 0 1 2 3 10 59
Bias-corrected estimation of panel vector autoregressions 0 0 0 16 1 1 15 81
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 1 1 10 39
Endogeneity, instruments and identification 0 0 0 131 0 1 4 282
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 0 6 21 1 2 43 132
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 0 0 7 98
Instrumental Models and Indirect Encompassing 0 0 0 0 0 1 9 279
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 0 1 88 0 3 13 283
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 1 2 13 50
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 1 8 117
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 0 1 23 59
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 0 1 12 67
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 180 1 14 26 494
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 1 1 3 0 2 12 149
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 0 10 2 3 13 53
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 38 0 1 30 172
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 10 82
Split-panel Jackknife Estimation of Fixed-effect Models 3 3 5 66 7 11 63 308
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 0 0 7 31
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 0 0 14 173
Unit root tests for panel data with AR(1) errors and small T 1 1 1 18 1 1 7 83
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 2 2 4 22 2 3 24 60
When it all began: The 1936 Tinbergen model revisited 0 0 0 130 0 0 6 335
xtspj: A command for split-panel jackknife estimation 0 0 0 11 1 2 10 43
Total Journal Articles 6 7 19 894 21 56 411 3,650

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 5 135 3 8 50 647
Total Software Items 0 0 5 135 3 8 50 647

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Statistics updated 2026-08-07