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 4 1 2 6 34
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 1 1 1 59
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 1 1 59 3 4 7 160
Bartlett Identities Tests 0 0 1 24 3 4 7 149
Bartlett Identities Tests 0 0 0 163 1 1 5 766
Bartlett identities tests 0 0 0 11 2 3 5 333
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 1 1 1 1
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 62 1 5 7 81
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 3 6 6 39
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 1 1 1 4
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 1 3 4 69
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 27 1 2 4 127
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 2 3 5
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 0 2 3 31
Mixed-frequency multivariate GARCH 0 1 1 91 2 4 5 160
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 1 3 61
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 0 3 4 49
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 2 2 28
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 2 2 62
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 2 4 4
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 1 3 336
Reversed Score and Likelihood Ratio Tests 0 0 0 91 1 1 2 613
Reversed Score and Likelihood Ratio Tests 0 0 0 7 2 4 4 150
Robust Standard Errors for Robust Estimators 1 2 10 519 5 10 64 2,548
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 1 2 4 513
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 5 5 7 395
Sparse multivariate GARCH 0 0 0 45 1 1 6 110
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 1 3 39
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 0 2 2 175
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 2 5 6 208
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 4 5 62
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 2 2 4 295
Split-panel jackknife estimation of fixed-effect models 1 1 4 9 5 10 16 29
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 2 8 10 30
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 2 6 12
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 1 2 5 273
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 1 1 309
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 1 1 25 0 1 3 39
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 1 2 2 33
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 2 2 2 7
Total Working Papers 2 6 19 1,918 54 117 236 8,790

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 1 1 2 27
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 2 4 5 61
14th EC2 conference 0 0 0 3 1 3 4 19
Best affine unbiased response decomposition 0 0 0 1 0 0 0 49
Bias-corrected estimation of panel vector autoregressions 0 0 1 16 2 4 8 71
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 2 4 4 33
Endogeneity, instruments and identification 0 0 1 131 0 1 3 279
Incorporating overnight and intraday returns into multivariate GARCH volatility models 1 4 6 20 2 9 18 101
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 0 1 2 93
Instrumental Models and Indirect Encompassing 0 0 0 0 0 2 6 273
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 0 1 87 0 4 5 274
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 1 5 5 42
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 2 4 6 114
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 18 19 19 55
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 2 3 3 58
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 1 180 3 5 12 475
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 1 2 2 6 12 145
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 1 10 0 0 2 41
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 1 1 38 1 5 10 147
Specification and testing of models estimated by quadrature 0 0 0 0 1 1 1 73
Split-panel Jackknife Estimation of Fixed-effect Models 0 2 6 63 4 22 42 271
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 1 1 1 25
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 2 4 6 163
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 2 2 78
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 1 2 3 20 6 10 16 48
When it all began: The 1936 Tinbergen model revisited 0 0 2 130 0 1 8 330
xtspj: A command for split-panel jackknife estimation 0 0 0 11 0 2 3 35
Total Journal Articles 2 9 24 885 53 123 205 3,380

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 1 3 5 134 5 15 28 616
Total Software Items 1 3 5 134 5 15 28 616

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Statistics updated 2026-01-09