Geert Dhaene

Available identifiers

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

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