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 1 2 3 15 1 3 5 57
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 0 0 1 26
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 0 58 0 1 2 151
Bartlett Identities Tests 0 0 2 22 1 2 8 135
Bartlett Identities Tests 0 0 1 163 1 2 5 757
Bartlett identities tests 0 0 0 11 1 2 7 326
Bias-corrected estimation of panel vector autoregressions 0 0 0 47 0 0 0 59
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 0 0
Bias-corrected estimation of panel vector autoregressions 0 0 1 61 0 1 3 70
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 0 0 0 32
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 0 1 2
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 1 51 0 0 3 280
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 1 2 63
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 0 0 0
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 0 2 28
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 0 0 0
Likelihood inference in an Autoregression with fixed effects 0 0 0 26 0 0 1 117
Mixed-frequency multivariate GARCH 0 0 3 86 0 4 11 145
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 0 0 0 43
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 35 1 3 6 48
Profile-score Adjustements for Nonlinearfixed-effect Models 0 1 1 11 0 2 2 44
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 0 0 3 25
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 0 2 58
Profile-score adjustments for incidental-parameter problems 0 0 0 0 0 0 0 0
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 0 0 145
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 0 1 330
Reversed Score and Likelihood Ratio Tests 0 0 1 91 0 0 2 609
Robust Standard Errors for Robust Estimators 0 2 12 480 1 9 53 2,343
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 110 0 0 3 507
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 62 0 0 3 379
Sparse multivariate GARCH 0 0 0 44 0 0 3 92
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 0 0 0 31
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 4 0 0 3 52
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 2 28 2 2 9 160
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 65 1 1 2 197
Split-panel jackknife estimation of fixed-effect models 0 1 2 78 1 2 4 276
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 2 5
Split-panel jackknife estimation of fixed-effect models 0 0 1 1 1 1 2 2
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 0 0 0
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 0 0 267
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 0 1 304
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 22 0 0 2 31
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 24 0 0 2 30
When it all began: The 1936 Tinbergen model revisited 0 0 1 1 0 0 1 4
Total Working Papers 1 6 35 1,847 11 36 157 8,230

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 0 25
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 0 0 1 56
14th EC2 conference 0 0 1 3 0 0 1 15
Best affine unbiased response decomposition 0 0 0 1 0 0 0 48
Bias-corrected estimation of panel vector autoregressions 0 0 2 12 0 1 4 56
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 1 3 0 0 2 28
Endogeneity, instruments and identification 0 0 0 130 0 0 0 275
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 0 2 11 1 1 7 65
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 26 0 1 1 88
Instrumental Models and Indirect Encompassing 0 0 0 0 0 0 0 264
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 2 5 78 0 4 9 254
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 9 0 0 0 36
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 1 22 0 1 2 106
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 0 0 0 35
On comparing zero-alpha tests across multifactor asset pricing models 0 0 1 12 0 0 2 53
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 174 0 0 3 454
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 0 0 0 0 1 130
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 1 4 7 0 2 7 30
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 31 0 0 3 130
Specification and testing of models estimated by quadrature 0 0 0 0 0 0 1 70
Split-panel Jackknife Estimation of Fixed-effect Models 1 2 7 36 3 6 20 182
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 1 0 0 0 22
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 0 0 0 156
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 0 1 74
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 1 3 3 0 1 9 10
When it all began: The 1936 Tinbergen model revisited 0 0 0 127 0 0 2 318
xtspj: A command for split-panel jackknife estimation 0 0 1 8 0 0 4 29
Total Journal Articles 1 6 28 788 4 17 80 3,009

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 6 11 30 112 15 28 100 506
Total Software Items 6 11 30 112 15 28 100 506

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Statistics updated 2023-05-07