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 2 4 7 65
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 2 4 10 40
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 59 0 4 11 165
Bartlett Identities Tests 0 0 1 24 0 3 19 161
Bartlett Identities Tests 0 0 0 163 0 5 15 778
Bartlett identities tests 0 0 0 11 0 0 6 335
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 4 8 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 0 1 13 46
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 2 5 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 1 2 10 84
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 0 2 8 70
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 0 2 8 292
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 1 6 72
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 4 7 9
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 0 4 6
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 5 11 40
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 0 3 9 132
Mixed-frequency multivariate GARCH 0 0 1 91 0 6 12 167
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 1 2 2 46
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 37 0 1 10 69
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 2 7 53
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 1 6 32
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 1 6 7
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 3 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 1 3 7 618
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 3 11 157
Robust Standard Errors for Robust Estimators 1 3 9 522 3 15 47 2,570
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 0 7 18 528
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 0 10 20 408
Sparse multivariate GARCH 0 0 0 45 0 4 6 114
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 1 7 43
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 1 3 8 181
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 2 6 64
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 2 3 14 217
Split-panel jackknife estimation of fixed-effect models 0 0 4 9 1 2 20 33
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 5 13 21
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 8 74 96
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 0 2 6 298
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 2 2 6 276
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 4 8 316
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 25 0 1 8 45
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 0 2 8 39
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 1 3 8
Total Working Papers 1 3 18 1,921 17 140 499 9,119

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 1 5 30
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 0 3 8 65
14th EC2 conference 0 0 0 3 1 3 9 25
Best affine unbiased response decomposition 0 0 0 1 1 4 8 57
Bias-corrected estimation of panel vector autoregressions 0 0 0 16 0 4 16 80
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 0 3 9 38
Endogeneity, instruments and identification 0 0 1 131 1 2 5 282
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 1 6 21 1 21 45 131
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 0 1 7 98
Instrumental Models and Indirect Encompassing 0 0 0 0 1 6 11 279
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 0 1 88 1 2 11 281
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 0 2 11 48
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 1 3 8 117
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 1 3 23 59
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 0 5 11 66
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 180 1 3 16 481
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 1 1 1 3 1 1 14 148
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 0 10 0 4 10 50
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 38 0 6 30 171
Specification and testing of models estimated by quadrature 0 0 0 0 0 3 10 82
Split-panel Jackknife Estimation of Fixed-effect Models 0 0 3 63 0 7 58 297
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 0 4 7 31
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 0 2 15 173
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 1 6 82
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 0 3 20 1 8 24 58
When it all began: The 1936 Tinbergen model revisited 0 0 0 130 0 1 9 335
xtspj: A command for split-panel jackknife estimation 0 0 0 11 1 6 10 42
Total Journal Articles 1 2 16 888 12 109 396 3,606

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 15 48 642
Total Software Items 0 0 5 135 3 15 48 642

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Statistics updated 2026-06-04