10
H index
10
i10 index
578
Citations
KU Leuven | 10 H index 10 i10 index 578 Citations RESEARCH PRODUCTION: 26 Articles 47 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Dhaene. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 3 |
Journal of Econometrics | 3 |
Journal of Futures Markets | 2 |
Review of Business and Economic Literature | 2 |
Economics Letters | 2 |
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2023 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper |
2023 | Moment Conditions for Dynamic Panel Logit Models with Fixed Effects. (2020). Weidner, Martin ; Honor, Bo E. In: Papers. RePEc:arx:papers:2005.05942. Full description at Econpapers || Download paper |
2023 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper |
2023 | Estimating Nonlinear Network Data Models with Fixed Effects. (2022). Hughes, David William. In: Papers. RePEc:arx:papers:2203.15603. Full description at Econpapers || Download paper |
2023 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper |
2023 | Implicit Nickell Bias in Panel Local Projection. (2023). Shi, Zhentao ; Sheng, Liugang ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2302.13455. Full description at Econpapers || Download paper |
2023 | Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199. Full description at Econpapers || Download paper |
2024 | Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134. Full description at Econpapers || Download paper |
2023 | Functional Differencing in Networks. (2023). Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2307.11484. Full description at Econpapers || Download paper |
2023 | Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels. (2023). Smith, Ronald ; Chudik, Alexander ; Pesaran, Hashem M. In: Papers. RePEc:arx:papers:2311.02196. Full description at Econpapers || Download paper |
2024 | A Neyman-Orthogonalization Approach to the Incidental Parameter Problem. (2024). Bonhomme, St'Ephane ; Weidner, Martin ; Jochmans, Koen. In: Papers. RePEc:arx:papers:2412.10304. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Does population aging matter for remittances in developing countries?. (2023). Kim, Jounghyeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1038-1056. Full description at Econpapers || Download paper |
2023 | Robust estimates of vulnerability to poverty using quantile models. (2023). Oconnor, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s026499932300086x. Full description at Econpapers || Download paper |
2023 | Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65. Full description at Econpapers || Download paper |
2023 | The persistence of wages. (2023). Rodrigues, Paulo ; Raposo, Pedro ; Portugal, Pedro ; Carneiro, Anabela. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:2:p:596-611. Full description at Econpapers || Download paper |
2023 | The role of score and information bias in panel data likelihoods. (2023). Tripathi, Gautam ; Severini, Thomas A ; Schumann, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1215-1238. Full description at Econpapers || Download paper |
2023 | Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482. Full description at Econpapers || Download paper |
2023 | Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679. Full description at Econpapers || Download paper |
2023 | Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719. Full description at Econpapers || Download paper |
2023 | Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142. Full description at Econpapers || Download paper |
2024 | Estimation and inference by stochastic optimization. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003548. Full description at Econpapers || Download paper |
2024 | Network and panel quantile effects via distribution regression. (2024). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303390. Full description at Econpapers || Download paper |
2024 | Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223. Full description at Econpapers || Download paper |
2024 | Recent development of covariance structure analysis in economics. (2024). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:31-48. Full description at Econpapers || Download paper |
2024 | On the effectiveness of leading by example in public goods games. (2024). Sohn, Jin-Yeong ; Jang, Dooseok. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:266-281. Full description at Econpapers || Download paper |
2024 | Ethnic bias, economic achievement and trust between large ethnic groups: A study in Germany and the U.S. (2024). Putterman, Louis ; MURTIN, Fabrice ; Algan, Yann ; Siegerink, Vincent ; Schmidt, Ulrich ; Cetre, Sophie ; Grimalda, Gianluca ; Pipke, David. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:996-1021. Full description at Econpapers || Download paper |
2023 | Small bank managers are prudent: A Benford’s Law approach to analyzing loan loss allowances. (2023). Winters, Drew B ; Griffiths, Mark D ; Tran, Arthur M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000218. Full description at Econpapers || Download paper |
2023 | Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405. Full description at Econpapers || Download paper |
2023 | Transition towards clean energy consumption in G7: Can financial sector, ICT and democracy help?. (2023). Abbas, Shujaat ; Rao, Amar ; Talan, Amogh ; Apostu, Simona-Andreea ; Sharma, Gagan Deep. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001551. Full description at Econpapers || Download paper |
2023 | Technological pathways to decarbonisation and the role of renewable energy: A study of European countries using consumption-based metrics. (2023). USMAN, OJONUGWA ; Nwani, Chinazaekpere ; Bekun, Festus Victor ; Okere, Kingsley Ikechukwu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300449x. Full description at Econpapers || Download paper |
2023 | Are digitalization and human development discarding the resource curse in emerging economies?. (2023). Yu, Yanliang ; Abid, Nabila ; Shi, Changkuan ; Liang, Huijun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300555x. Full description at Econpapers || Download paper |
2023 | A Benford’s Law view of inspections’ reasonability. (2023). Arezzo, Maria Felice ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s037843712300849x. Full description at Econpapers || Download paper |
2024 | Gender and racial disparities in altruism in social networks. (2024). Hsieh, Chih-Sheng ; Lin, XU. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:108:y:2024:i:c:s0166046224000498. Full description at Econpapers || Download paper |
2023 | Pooling cross-sectional and time series data for estimating causality between technological innovation, affluence and carbon dynamics: A comparative evidence from developed and developing countries. (2023). Ogbeifun, Lawrence ; Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522007132. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Bootstrap inference for fixed-effect models. (2024). Jochmans, Koen ; Higgins, Ayden. In: Post-Print. RePEc:hal:journl:hal-04557288. Full description at Econpapers || Download paper |
2023 | Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data. (2023). Valentini, Francesco ; Bartolucci, Francesco ; Pigini, Claudia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10218-2. Full description at Econpapers || Download paper |
2023 | Measuring heterogeneity in hospital productivity: a quantile regression approach. (2023). Golovan, Sergei ; Besstremyannaya, Galina. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:1:d:10.1007_s11123-022-00650-3. Full description at Econpapers || Download paper |
2024 | Trust towards migrants. (2024). Lame, Diego ; Gandelman, Nestor. In: Theory and Decision. RePEc:kap:theord:v:96:y:2024:i:2:d:10.1007_s11238-023-09950-y. Full description at Econpapers || Download paper |
2023 | Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06. Full description at Econpapers || Download paper |
2024 | Statistical methods for decision support systems in finance: how Benford’s law predicts financial risk. (2024). Riccioni, Jessica ; Maggi, Mario ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-04742-z. Full description at Econpapers || Download paper |
2023 | Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models. (2023). Bartolucci, Francesco ; Valentini, Francesco ; Pigini, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02313-6. Full description at Econpapers || Download paper |
2023 | On the causality between household and government spending on education: evidence from a panel of 40 countries. (2023). Pourpourides, Panayiotis ; Naurin, Abida. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02345-y. Full description at Econpapers || Download paper |
2023 | Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x. Full description at Econpapers || Download paper |
2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
2023 | The Causal Effect of Ethnic Diversity on Support for Redistribution and the Role of Discrimination. (2023). Suetens, Sigrid ; Achard, Pascal. In: Discussion Paper. RePEc:tiu:tiucen:a5e6e0cd-5e07-4a24-a15c-a7bc2b31a7ab. Full description at Econpapers || Download paper |
2024 | Social and strategic interactions in experiments. (2024). Sheng, YI. In: Other publications TiSEM. RePEc:tiu:tiutis:05c9c6fe-bfde-49e4-9fc4-bc4ea76bb8a8. Full description at Econpapers || Download paper |
2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper |
2023 | The Causal Effect of Ethnic Diversity on Support for Redistribution and the Role of Discrimination. (2023). Suetens, Sigrid ; Achard, Pascal. In: Other publications TiSEM. RePEc:tiu:tiutis:a5e6e0cd-5e07-4a24-a15c-a7bc2b31a7ab. Full description at Econpapers || Download paper |
2023 | Bootstrap inference for fixed-effect models. (2022). Higgins, Ayden ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126864. Full description at Econpapers || Download paper |
2023 | Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614. Full description at Econpapers || Download paper |
2023 | Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791. Full description at Econpapers || Download paper |
2023 | Banks of a feather: The informational advantage of being alike. (2023). von Westernhagen, Natalja ; Schultz, Alison ; Dinger, Valeriya ; Bednarek, Peter. In: Discussion Papers. RePEc:zbw:bubdps:092023. Full description at Econpapers || Download paper |
2023 | Does international trade promote economic growth? Europe, 19th and 20th centuries. (2023). Bajo-Rubio, Oscar ; del Carmen, Maria. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1358. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2002 | Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2007 | Sequential reciprocity in two-player, two-stage games: An experimental analysis In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Sequential reciprocity in two-player, two-stage games: An experimental analysis.(2010) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
1995 | Dépenses normatives des organismes assureurs dans le cadre de lintroduction de la responsabilité financière (1995-1996) In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
2019 | Profile-Score Adjustments for Incidental-Parameter Problems In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
2015 | Profile-score adjustments for incidental-parameter problems.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1999 | Bartlett identities tests In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 7 |
1999 | Bartlett Identities Tests.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1999 | Bartlett Identities Tests.(1999) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2010 | Split-panel jackknife estimation of fixed-effect models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 207 |
2015 | Split-panel jackknife estimation of fixed-effect models.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | ||
.() In: . [Citation analysis] This paper has nother version. Agregated cites: 207 | paper | ||
2014 | Split-Panel Jackknife Estimation of Fixed-Effect Models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
2010 | Split-panel jackknife estimation of fixed-effect models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | paper | ||
2015 | Split-panel Jackknife Estimation of Fixed-effect Models.(2015) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 207 | article | |
2000 | Reversed Score and Likelihood Ratio Tests In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2000 | Reversed Score and Likelihood Ratio Tests.(2000) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2000 | Reversed Score and Likelihood Ratio Tests.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2004 | 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2004 | 04.2.2. Characterizations of Hermitian Projectors In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2016 | LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS In: Econometric Theory. [Full Text][Citation analysis] | article | 23 |
2016 | Likelihood Inference in an Autoregression with Fixed Effects.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | ||
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | ||
2013 | Likelihood inference in an Autoregression with fixed effects.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | ||
2003 | 14th EC2 conference In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
1998 | Instrumental Models and Indirect Encompassing In: Econometrica. [Citation analysis] | article | 9 |
2017 | Median-based estimation of dynamic panel models with fixed effects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
1989 | When it all began : The 1936 Tinbergen model revisited In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
1990 | When it all began : The 1936 Tinbergen model revisited.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Bias-corrected estimation of panel vector autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2016 | Bias-corrected estimation of panel vector autoregressions.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
2015 | Bias-corrected estimation of panel vector autoregressions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
2004 | The information matrix test with bootstrap-based covariance matrix estimation In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2007 | Endogeneity, instruments and identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2020 | Incorporating overnight and intraday returns into multivariate GARCH volatility models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2021 | Second-order corrected likelihood for nonlinear panel models with fixed effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1998 | On the hypothesis of psychological barriers in stock markets and Benfords Law In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 34 |
2015 | On comparing zero-alpha tests across multifactor asset pricing models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2003 | Best affine unbiased response decomposition In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2004 | Inter-ethnic trust and reciprocity: results of an experiment with small businessmen In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 87 |
2008 | Specification and Testing of Models Estimated by Quadrature In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Specification and testing of models estimated by quadrature.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2004 | Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations In: Review of Business and Economic Literature. [Full Text][Citation analysis] | article | 1 |
2005 | Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | paper | 9 | |
2011 | An Adjusted profile likelihood for non-stationary panel data models with fixed effects.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2011 | Profile-score Adjustements for Nonlinearfixed-effect Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Bias-corrected estimation of panel vector autoregressions In: Sciences Po Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Likelihood inference in an Autoregression with fixed effects In: Sciences Po Economics Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2014 | Split-Panel Jackknife Estimation of Fixed-Effect Models In: Sciences Po Economics Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Likelihood Inference in an Autoregression with Fixed Effects In: Sciences Po publications. [Full Text][Citation analysis] | paper | 20 |
2015 | Profile-score adjustments for incidental-parameter problems In: Sciences Po publications. [Full Text][Citation analysis] | paper | 3 |
2015 | Bias-corrected estimation of panel vector autoregressions In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
2016 | Bias-corrected estimation of panel vector autoregressions In: Sciences Po publications. [Full Text][Citation analysis] | paper | 3 |
2013 | Likelihood inference in an Autoregression with fixed effects In: Sciences Po publications. [Full Text][Citation analysis] | paper | 1 |
2010 | Split-panel jackknife estimation of fixed-effect models In: Sciences Po publications. [Full Text][Citation analysis] | paper | 54 |
2011 | An Adjusted profile likelihood for non-stationary panel data models with fixed effects In: Sciences Po publications. [Full Text][Citation analysis] | paper | 2 |
2011 | Profile-score Adjustements for Nonlinearfixed-effect Models In: Sciences Po publications. [Full Text][Citation analysis] | paper | 4 |
2014 | Split-Panel Jackknife Estimation of Fixed-Effect Models In: Sciences Po publications. [Full Text][Citation analysis] | paper | 5 |
2019 | xtspj: A command for split-panel jackknife estimation In: Stata Journal. [Full Text][Citation analysis] | article | 1 |
1996 | Normuitgaven voor de Belgische ziekenfondsen: de eerste fase In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
2012 | Unit root tests for panel data with AR(1) errors and small T In: Econometrics Journal. [Full Text][Citation analysis] | article | 18 |
2008 | Testing the martingale hypothesis for futures prices: Implications for hedgers In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
2022 | Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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