Geert Dhaene

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Second-order corrected likelihood for nonlinear panel models with fixed effects Journal of Econometrics	2021-02-04	Paper
Incorporating overnight and intraday returns into multivariate GARCH volatility models Journal of Econometrics	2020-06-18	Paper
Split-panel jackknife estimation of fixed-effect models Review of Economic Studies	2019-01-23	Paper
Bias-corrected estimation of panel vector autoregressions Economics Letters	2018-09-05	Paper
Median-based estimation of dynamic panel models with fixed effects Computational Statistics and Data Analysis	2018-08-14	Paper
Likelihood inference in an autoregression with fixed effects Econometric Theory	2017-04-28	Paper
The information matrix test with bootstrap-based covariance matrix estimation Economics Letters	2013-01-01	Paper
Unit root tests for panel data with AR(1) errors and small T The Econometrics Journal	2012-07-13	Paper
Sequential reciprocity in two-player, two-stage games: an experimental analysis Games and Economic Behavior	2010-11-25	Paper
Testing the information matrix equality with robust estimators Journal of Statistical Planning and Inference	2006-08-14	Paper
Best affine unbiased response decomposition Journal of Multivariate Analysis	2003-09-01	Paper
Instrumental Models and Indirect Encompassing Econometrica	2002-05-28	Paper
Encompassing: formulation, properties and testing Lecture Notes in Economics and Mathematical Systems	1997-02-18	Paper

Research outcomes over time

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