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 0 3 7 36
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 15 1 3 3 61
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 59 0 4 7 161
Bartlett Identities Tests 0 0 1 24 4 12 16 158
Bartlett Identities Tests 0 0 0 163 2 8 11 773
Bartlett identities tests 0 0 0 11 1 4 6 335
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 0 2 8 82
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 1 3 3 6
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 1 9 12 45
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 4 6 6 68
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 0 4 4 4
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 1 6 7 290
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 0 3 3 5
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 0 3 5 71
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 0 3 6 129
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 1 4 6 35
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 1 1 4 6
Mixed-frequency multivariate GARCH 0 0 1 91 0 3 6 161
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 1 7 9 68
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 4 5 31
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 2 2 6 51
Profile-score adjustments for incidental-parameter problems 0 0 0 14 0 0 2 62
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 3 6 6
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 1 4 337
Reversed Score and Likelihood Ratio Tests 0 0 0 91 0 3 4 615
Reversed Score and Likelihood Ratio Tests 0 0 0 7 0 6 8 154
Robust Standard Errors for Robust Estimators 0 1 8 519 4 12 55 2,555
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 0 9 12 521
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 2 8 10 398
Sparse multivariate GARCH 0 0 0 45 0 1 4 110
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 4 6 42
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 1 8 11 214
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 1 3 5 178
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 0 0 5 62
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 0 4 9 16
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 1 3 4 296
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 12 60 68 88
Split-panel jackknife estimation of fixed-effect models 0 1 4 9 0 7 18 31
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 1 2 5 274
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 0 3 4 312
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 25 2 5 8 44
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 1 5 6 37
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 0 2 2 7
Total Working Papers 0 2 17 1,918 48 243 396 8,979

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 3 4 29
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 0 3 5 62
14th EC2 conference 0 0 0 3 0 4 7 22
Best affine unbiased response decomposition 0 0 0 1 1 4 4 53
Bias-corrected estimation of panel vector autoregressions 0 0 0 16 1 7 12 76
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 0 4 6 35
Endogeneity, instruments and identification 0 0 1 131 0 1 3 280
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 1 6 20 1 11 26 110
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 0 4 6 97
Instrumental Models and Indirect Encompassing 0 0 0 0 0 0 5 273
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 1 1 1 88 1 5 9 279
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 0 5 9 46
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 2 6 114
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 0 19 20 56
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 2 5 6 61
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 180 0 6 14 478
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 0 2 1 4 13 147
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 1 10 1 5 7 46
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 38 3 19 26 165
Specification and testing of models estimated by quadrature 0 0 0 0 1 7 7 79
Split-panel Jackknife Estimation of Fixed-effect Models 0 0 6 63 3 23 58 290
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 0 3 3 27
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 1 10 13 171
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 0 3 5 81
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 1 3 20 0 8 17 50
When it all began: The 1936 Tinbergen model revisited 0 0 2 130 2 4 12 334
xtspj: A command for split-panel jackknife estimation 0 0 0 11 1 1 4 36
Total Journal Articles 1 3 21 886 19 170 307 3,497

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 2 6 135 4 16 35 627
Total Software Items 1 2 6 135 4 16 35 627

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Statistics updated 2026-03-04