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 1 3 5 63
An Adjusted profile likelihood for non-stationary panel data models with fixed effects 0 0 0 4 1 2 8 38
Asymptotic Results for GMM Estimators of Stochastic Volatility Models 0 0 1 59 4 4 11 165
Bartlett Identities Tests 0 0 1 24 3 7 19 161
Bartlett Identities Tests 0 0 0 163 4 7 16 778
Bartlett identities tests 0 0 0 11 0 1 6 335
Bias-corrected estimation of panel vector autoregressions 0 0 0 48 2 6 8 70
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 3 4 8 8
Bias-corrected estimation of panel vector autoregressions 0 0 0 62 1 1 9 83
Bias-corrected estimation of panel vector autoregressions 0 0 0 11 1 2 13 46
Bias-corrected estimation of panel vector autoregressions 0 0 0 0 2 3 5 8
Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs 0 0 0 51 2 3 9 292
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 0 3 4 7 9
Likelihood Inference in an Autoregression with Fixed Effects 0 0 0 41 1 1 6 72
Likelihood inference in an Autoregression with fixed effects 0 0 0 1 4 5 10 39
Likelihood inference in an Autoregression with fixed effects 0 0 0 0 0 1 4 6
Likelihood inference in an Autoregression with fixed effects 0 0 0 27 3 3 9 132
Mixed-frequency multivariate GARCH 0 0 1 91 4 6 12 167
Normuitgaven voor de Belgische ziekenfondsen: de eerste fase 0 0 0 0 1 1 1 45
Profile-Score Adjustments for Incidental-Parameter Problems 0 0 1 37 1 2 10 69
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 1 1 2 6 32
Profile-score Adjustements for Nonlinearfixed-effect Models 0 0 0 11 2 4 8 53
Profile-score adjustments for incidental-parameter problems 0 0 0 0 1 2 7 7
Profile-score adjustments for incidental-parameter problems 0 0 0 14 3 3 5 65
Reversed Score and Likelihood Ratio Tests 0 0 0 91 2 2 6 617
Reversed Score and Likelihood Ratio Tests 0 0 0 7 3 3 11 157
Reversed Score and Likelihood Ratio Tests 0 0 0 48 0 0 4 337
Robust Standard Errors for Robust Estimators 1 2 8 521 8 16 50 2,567
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 0 110 3 7 18 528
Sequential reciprocity in two-player, two-stages games: an experimental analysis 0 0 0 63 2 12 20 408
Sparse multivariate GARCH 0 0 0 45 4 4 6 114
Specification and Testing of Models Estimated by Quadrature 0 0 0 0 1 2 7 43
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 67 1 2 12 215
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 30 1 3 7 180
Split-Panel Jackknife Estimation of Fixed-Effect Models 0 0 0 5 2 2 7 64
Split-panel jackknife estimation of fixed-effect models 0 0 4 9 1 1 19 32
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 3 20 75 96
Split-panel jackknife estimation of fixed-effect models 0 0 0 0 4 5 13 21
Split-panel jackknife estimation of fixed-effect models 0 0 0 81 2 3 6 298
Testing the Information Matrix Equality with Robust Estimators 0 0 0 54 0 1 4 274
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation 0 0 0 70 2 4 8 316
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 1 25 1 3 8 45
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets 0 0 0 22 2 3 8 39
When it all began: The 1936 Tinbergen model revisited 0 0 0 1 1 1 3 8
Total Working Papers 1 2 17 1,920 91 171 494 9,102

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 5 30
04.2.2. Characterizations of Hermitian Projectors 0 0 0 17 3 3 8 65
14th EC2 conference 0 0 0 3 2 2 8 24
Best affine unbiased response decomposition 0 0 0 1 2 4 7 56
Bias-corrected estimation of panel vector autoregressions 0 0 0 16 2 5 16 80
Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996) 0 0 0 3 2 3 9 38
Endogeneity, instruments and identification 0 0 1 131 1 1 4 281
Incorporating overnight and intraday returns into multivariate GARCH volatility models 0 1 6 21 5 21 44 130
Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations 0 0 0 28 1 1 7 98
Instrumental Models and Indirect Encompassing 0 0 0 0 4 5 10 278
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen 0 1 1 88 1 2 10 280
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS 0 0 0 10 1 2 11 48
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 1 2 7 116
Median-based estimation of dynamic panel models with fixed effects 0 0 0 9 2 2 22 58
On comparing zero-alpha tests across multifactor asset pricing models 0 0 0 13 3 7 11 66
On the hypothesis of psychological barriers in stock markets and Benford's Law 0 0 0 180 2 2 15 480
Risk adjustment and the trade‐off between efficiency and risk selection: an application of the theory of fair compensation 0 0 0 2 0 1 13 147
Second-order corrected likelihood for nonlinear panel models with fixed effects 0 0 0 10 4 5 10 50
Sequential reciprocity in two-player, two-stage games: An experimental analysis 0 0 1 38 1 9 30 171
Specification and testing of models estimated by quadrature 0 0 0 0 3 4 10 82
Split-panel Jackknife Estimation of Fixed-effect Models 0 0 4 63 5 10 60 297
Testing the martingale hypothesis for futures prices: Implications for hedgers 0 0 0 2 4 4 7 31
The information matrix test with bootstrap-based covariance matrix estimation 0 0 0 46 1 3 15 173
Unit root tests for panel data with AR(1) errors and small T 0 0 0 17 1 1 6 82
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets 0 0 3 20 3 7 24 57
When it all began: The 1936 Tinbergen model revisited 0 0 2 130 1 3 13 335
xtspj: A command for split-panel jackknife estimation 0 0 0 11 2 6 9 41
Total Journal Articles 0 2 18 887 58 116 391 3,594

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 1 5 135 4 16 45 639
Total Software Items 0 1 5 135 4 16 45 639

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Statistics updated 2026-05-06