EconPapers    
Economics at your fingertips  
 

Details about Geert Dhaene

Workplace:Centrum voor Economische Studiën (Center for Economic Studies), Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics), KU Leuven (University of Leuven), (more information at EDIRC)

Access statistics for papers by Geert Dhaene.

Last updated 2017-11-06. Update your information in the RePEc Author Service.

Short-id: pdh25


Jump to Journal Articles

Working Papers

2016

  1. Bias-corrected estimation of panel vector autoregressions
    Sciences Po publications, Sciences Po Downloads
    Also in Sciences Po publications, Sciences Po (2015) Downloads
    Working Papers, HAL (2015) Downloads
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) Downloads

    See also Journal Article in Economics Letters (2016)
  2. Likelihood Inference in an Autoregression with Fixed Effects
    Sciences Po publications, Sciences Po Downloads View citations (4)
    Also in Sciences Po publications, Sciences Po (2013) Downloads View citations (3)
    Working Papers, HAL (2013) Downloads View citations (3)
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2013) Downloads View citations (9)

    See also Journal Article in Econometric Theory (2016)
  3. Mixed-frequency multivariate GARCH
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads
  4. Sparse multivariate GARCH
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads
  5. The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads
    Also in Working Papers Department of Accounting, Finance and Insurance (AFI), KU Leuven, Faculty of Economics and Business, Department of Accounting, Finance and Insurance (AFI) (2016) Downloads

2015

  1. Profile-score adjustments for incidental-parameter problems
    Sciences Po publications, Sciences Po Downloads

2014

  1. Split-Panel Jackknife Estimation of Fixed-Effect Models
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (3)
    Also in Working Papers, HAL (2014) Downloads View citations (2)
    Sciences Po publications, Sciences Po (2010) Downloads View citations (35)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2010) Downloads View citations (27)
    Sciences Po publications, Sciences Po (2014) Downloads View citations (3)

    See also Journal Article in Review of Economic Studies (2015)

2011

  1. An Adjusted profile likelihood for non-stationary panel data models with fixed effects
    Sciences Po publications, Sciences Po Downloads View citations (3)
    Also in Working Papers, HAL (2011) Downloads View citations (13)
  2. Profile-score Adjustements for Nonlinearfixed-effect Models
    Working Papers, HAL Downloads
    Also in Sciences Po publications, Sciences Po (2011) Downloads View citations (4)

2008

  1. Specification and Testing of Models Estimated by Quadrature
    Economics Discussion Papers, University of Essex, Department of Economics Downloads
    See also Journal Article in Journal of Applied Econometrics (2012)

2007

  1. Sequential reciprocity in two-player, two-stage games: An experimental analysis
    Working Papers, University of Antwerp, Faculty of Business and Economics Downloads View citations (1)
    Also in Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics (2007) Downloads

    See also Journal Article in Games and Economic Behavior (2010)

2003

  1. Asymptotic Results for GMM Estimators of Stochastic Volatility Models
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads View citations (5)
  2. Robust Standard Errors for Robust Estimators
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads View citations (8)
  3. Testing the Information Matrix Equality with Robust Estimators
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads

2002

  1. Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs
    Working Papers, University of Antwerp, Faculty of Business and Economics Downloads View citations (4)
  2. The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation
    Working Papers Department of Economics, KU Leuven, Faculty of Economics and Business, Department of Economics Downloads
    See also Journal Article in Economics Letters (2004)

2000

  1. Reversed Score and Likelihood Ratio Tests
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (1)
    Also in Working Papers, Center for Research in Economics and Statistics (2000) Downloads View citations (2)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)

1999

  1. Bartlett Identities Tests
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (5)
    Also in Working Papers, Center for Research in Economics and Statistics (1999) Downloads View citations (3)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1999) Downloads View citations (5)

1996

  1. Normuitgaven voor de Belgische ziekenfondsen: de eerste fase
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Journal Articles

2017

  1. Median-based estimation of dynamic panel models with fixed effects
    Computational Statistics & Data Analysis, 2017, 113, (C), 398-423 Downloads View citations (1)

2016

  1. Bias-corrected estimation of panel vector autoregressions
    Economics Letters, 2016, 145, (C), 98-103 Downloads
    See also Working Paper (2016)
  2. LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
    Econometric Theory, 2016, 32, (05), 1178-1215 Downloads View citations (4)
    See also Working Paper (2016)

2015

  1. On comparing zero-alpha tests across multifactor asset pricing models
    Journal of Banking & Finance, 2015, 61, (S2), S235-S240 Downloads View citations (2)
  2. Split-panel Jackknife Estimation of Fixed-effect Models
    Review of Economic Studies, 2015, 82, (3), 991-1030 Downloads View citations (29)
    See also Working Paper (2014)

2012

  1. Specification and testing of models estimated by quadrature
    Journal of Applied Econometrics, 2012, 27, (2), 322-332 View citations (1)
    See also Working Paper (2008)
  2. Unit root tests for panel data with AR(1) errors and small T
    Econometrics Journal, 2012, 15, (1), 101-124 Downloads View citations (12)

2010

  1. Sequential reciprocity in two-player, two-stage games: An experimental analysis
    Games and Economic Behavior, 2010, 70, (2), 289-303 Downloads View citations (9)
    See also Working Paper (2007)

2008

  1. Testing the martingale hypothesis for futures prices: Implications for hedgers
    Journal of Futures Markets, 2008, 28, (11), 1040-1065 Downloads View citations (6)

2007

  1. Endogeneity, instruments and identification
    Journal of Econometrics, 2007, 139, (1), 1-3 Downloads View citations (2)

2005

  1. Managing Uncertainty: Financial, Actuarial and Statistical Modeling
    Review of Business and Economic Literature, 2005, L, (1), 23-48 Downloads

2004

  1. 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution
    Econometric Theory, 2004, 20, (01), 227-227 Downloads
  2. 04.2.2. Characterizations of Hermitian Projectors
    Econometric Theory, 2004, 20, (02), 427-427 Downloads
  3. Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations
    Review of Business and Economic Literature, 2004, XLIX, (3), 421-440 Downloads
  4. Inter-ethnic trust and reciprocity: results of an experiment with small businessmen
    European Journal of Political Economy, 2004, 20, (4), 869-886 Downloads View citations (60)
  5. The information matrix test with bootstrap-based covariance matrix estimation
    Economics Letters, 2004, 82, (3), 341-347 Downloads View citations (9)
    See also Working Paper (2002)

2003

  1. 14th EC2 conference
    Economics Bulletin, 2003, 28, (56), A56 Downloads
  2. Best affine unbiased response decomposition
    Journal of Multivariate Analysis, 2003, 86, (2), 242-253 Downloads View citations (2)

1998

  1. Instrumental Models and Indirect Encompassing
    Econometrica, 1998, 66, (3), 673-688 View citations (7)
  2. On the hypothesis of psychological barriers in stock markets and Benford's Law
    Journal of Empirical Finance, 1998, 5, (3), 263-279 Downloads View citations (23)
  3. Risk adjustment and the trade-off between efficiency and risk selection: an application of the theory of fair compensation
    Health Economics, 1998, 7, (5), 465-480 View citations (31)

1997

  1. Ordered-Reversed Stochastic Processes May Be Nonstochastic—Solution
    Econometric Theory, 1997, 13, (05), 765-766 Downloads

1995

  1. Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996)
    Brussels Economic Review, 1995, 149, 3-30 Downloads

1989

  1. When it all began: The 1936 Tinbergen model revisited
    Economic Modelling, 1989, 6, (2), 203-219 Downloads View citations (4)
 
Page updated 2019-07-22