IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Geert Dhaene

This is information that was supplied by Geert Dhaene in registering through RePEc. If you are Geert Dhaene , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Geert
Middle Name:
Last Name:Dhaene
Suffix:
RePEc Short-ID:pdh25
[This author has chosen not to make the email address public]
Leuven, Belgium
http://www.econ.kuleuven.be/ces

: +32-(0)16-32 67 25
+32-(0)16-32 67 96
Naamsestraat 69, 3000 Leuven
RePEc:edi:cekulbe (more details at EDIRC)
in new window
  1. Koen Jochmans & Geert Dhaene, 2015. "Bias-corrected estimation of panel vector autoregressions," Sciences Po publications 2015-06, Sciences Po.
  2. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Sciences Po publications info:hdl:2441/323dml6suu9, Sciences Po.
  3. Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.
  4. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  5. Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  6. DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," CORE Discussion Papers 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Dhaene, Geert & Santos Silva, Joao M C, 2008. "Specification and Testing of Models Estimated by Quadrature," Economics Discussion Papers 3549, University of Essex, Department of Economics.
  8. Geert Dhaene & Jan Bouckaert, 2007. "Sequential reciprocity in two-player, two-stages games: an experimental analysis," Working Papers Department of Economics ces0717, KU Leuven, Faculty of Economics and Business, Department of Economics.
  9. Geert Dhaene & Olivier Vergote, 2003. "Asymptotic Results for GMM Estimators of Stochastic Volatility Models," Working Papers Department of Economics ces0306, KU Leuven, Faculty of Economics and Business, Department of Economics.
  10. Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Robust Standard Errors for Robust Estimators," Working Papers Department of Economics ces0316, KU Leuven, Faculty of Economics and Business, Department of Economics.
  11. Christophe Croux & Geert Dhaene & Dirk Hoorelbeke, 2003. "Testing the Information Matrix Equality with Robust Estimators," Working Papers Department of Economics ces0303, KU Leuven, Faculty of Economics and Business, Department of Economics.
  12. Geert Dhaene & Dirk Hoorelbeke, 2002. "The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation," Working Papers Department of Economics ces0211, KU Leuven, Faculty of Economics and Business, Department of Economics.
  13. BOUCKAERT, Jan & DHAENE, Geert, 2002. "Inter-ethnic trust and reciprocity: Results of an experiment with small business entrepreneurs," Working Papers 2002022, University of Antwerp, Faculty of Applied Economics.
  14. Dhaene, Geert & Scaillet, Olivier, 2000. "Reversed Score and Likelihood Ratio Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  15. Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  16. Erik Schokkaert & Geert Dhaene & Hanno Lustig & Carine Van de Voorde & Paul Kestens & Jean-Marc Laasman & Bernard Lange & Murielle Lona, 1996. "Normuitgaven voor de Belgische ziekenfondsen: de eerste fase," ULB Institutional Repository 2013/8657, ULB -- Universite Libre de Bruxelles.
  1. De Moor, Lieven & Dhaene, Geert & Sercu, Piet, 2015. "On comparing zero-alpha tests across multifactor asset pricing models," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages S235-S240.
  2. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
  3. Rembert De Blander & Geert Dhaene, 2012. "Unit root tests for panel data with AR(1) errors and small T," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 101-124, 02.
  4. Geert Dhaene & J. M. C. Santos Silva, 2012. "Specification and testing of models estimated by quadrature," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(2), pages 322-332, 03.
  5. Dhaene, Geert & Bouckaert, Jan, 2010. "Sequential reciprocity in two-player, two-stage games: An experimental analysis," Games and Economic Behavior, Elsevier, vol. 70(2), pages 289-303, November.
  6. Cédric de Ville de Goyet & Geert Dhaene & Piet Sercu, 2008. "Testing the martingale hypothesis for futures prices: Implications for hedgers," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(11), pages 1040-1065, November.
  7. Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007. "Endogeneity, instruments and identification," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July.
  8. J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business, Review of Business and Economic Literature, vol. 0(1), pages 23-48.
  9. G. Dhaene, 2004. "Indirect Inference for Stochastic Volatility Models via the Log-Squared Observations," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business, Review of Business and Economic Literature, vol. 0(3), pages 421-440.
  10. Dhaene, G., 2004. "03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression Solution," Econometric Theory, Cambridge University Press, vol. 20(01), pages 227-227, February.
  11. Dhaene, Geert & Lauwers, Luc, 2004. "04.2.2. Characterizations of Hermitian Projectors," Econometric Theory, Cambridge University Press, vol. 20(02), pages 427-427, April.
  12. Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
  13. Bouckaert, Jan & Dhaene, Geert, 2004. "Inter-ethnic trust and reciprocity: results of an experiment with small businessmen," European Journal of Political Economy, Elsevier, vol. 20(4), pages 869-886, November.
  14. Geert Dhaene, 2003. "14th EC2 conference," Economics Bulletin, AccessEcon, vol. 28(56), pages A56.
  15. Dhaene, Geert & Schokkaert, Erik & Van de Voorde, Carine, 2003. "Best affine unbiased response decomposition," Journal of Multivariate Analysis, Elsevier, vol. 86(2), pages 242-253, August.
  16. De Ceuster, Marc J. K. & Dhaene, Geert & Schatteman, Tom, 1998. "On the hypothesis of psychological barriers in stock markets and Benford's Law," Journal of Empirical Finance, Elsevier, vol. 5(3), pages 263-279, September.
  17. Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1998. "Instrumental Models and Indirect Encompassing," Econometrica, Econometric Society, vol. 66(3), pages 673-688, May.
  18. Erik Schokkaert & Geert Dhaene & Carine Van De Voorde, 1998. "Risk adjustment and the trade-off between efficiency and risk selection: an application of the theory of fair compensation," Health Economics, John Wiley & Sons, Ltd., vol. 7(5), pages 465-480.
  19. Dhaene, Geert, 1997. "Ordered-Reversed Stochastic Processes May Be Nonstochastic—Solution," Econometric Theory, Cambridge University Press, vol. 13(05), pages 765-766, October.
  20. Erik Schokkaert & Geert Dhaene & Hanno Lustig & Carine Van de Voorde & Paul Kestens & B. Laasman, 1995. "Dépenses normatives des organismes assureurs dans le cadre de l'introduction de la responsabilité financière (1995-1996)," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 149, pages 3-30.
  21. Dhaene, Geert & Barten, Anton P., 1989. "When it all began : The 1936 Tinbergen model revisited," Economic Modelling, Elsevier, vol. 6(2), pages 203-219, April.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2002-02-14 2014-02-15 2014-04-11 2015-07-11
  2. NEP-ETS: Econometric Time Series (4) 2008-04-12 2014-04-11 2015-07-11 2015-08-25
  3. NEP-CBE: Cognitive & Behavioural Economics (2) 2007-12-15 2008-04-12
  4. NEP-EXP: Experimental Economics (2) 2007-12-15 2008-04-12
  5. NEP-GER: German Papers (2) 2014-04-11 2014-04-11
  6. NEP-GTH: Game Theory (2) 2007-12-15 2008-04-12
  7. NEP-DCM: Discrete Choice Models (1) 2010-06-11
  8. NEP-EVO: Evolutionary Economics (1) 2008-04-12
  9. NEP-ORE: Operations Research (1) 2008-04-12
  10. NEP-SOG: Sociology of Economics (1) 2014-02-15

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Geert Dhaene should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.