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Researcher
Geert Dhaene
- Disciplines:Applied economics, Economic history, Macroeconomics and monetary economics, Microeconomics, Tourism
Affiliations
- Econometrics Research Group, Leuven (Research group)
Responsible
From1 Nov 2005 → Today - Econometrics Research Group, Leuven (Research group)
Member
From1 Nov 2005 → Today - Department of Economics, Leuven (Research unit)
Member
From1 Oct 1999 → 31 Oct 2005
Projects
1 - 8 of 8
- Functional differencing in discrete-outcome modelsFrom12 Mar 2024 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Bayesian and non-Bayesian methods for the elimination of high-dimensional nuisance parametersFrom1 Jan 2020 → 31 Dec 2023Funding: FWO research project (including WEAVE projects)
- Essays on the elimination of high-dimensional nuisance parametersFrom22 Jun 2018 → 22 Jun 2022Funding: BOF - doctoral mandates, BOF - Doctoral projects
- Shrinkage estimation of high-dimensional covariance matricesFrom3 Oct 2016 → TodayFunding: FWO fellowships, BOF - Doctoral projects, BOF - doctoral mandates
- Aggregate demand models for differentiated products: computation, inference, and applications.From1 Jan 2015 → 31 Dec 2018Funding: FWO research project (including WEAVE projects)
- Three essays on structural parameter estimation and bias correction for discrete choice models.From1 Oct 2013 → 1 Mar 2018Funding: BOF - Doctoral projects
- Set identification in nonlinear panel data models.From1 Oct 2011 → 31 Jan 2014Funding: FWO fellowships
- Exact and approximate solutions to incidental parameter problems.From1 Jan 2011 → 31 Dec 2014Funding: FWO research project (including WEAVE projects)
Publications
11 - 19 of 19
- Likelihood inference in an autoregression with fixed effects(2016)
Authors: Geert Dhaene, Koen Jochmans
Pages: 1178 - 1215 - Bias-corrected estimation of panel vector autoregressions(2016)
Authors: Geert Dhaene
Pages: 98 - 103 - Split-panel jackknife estimation of fixed-effect models(2015)
Authors: Geert Dhaene
Pages: 991 - 1030 - On comparing zero-alpha tests across multifactor asset pricing models(2015)
Authors: Lieven De Moor, Geert Dhaene, Piet Sercu
Pages: 235 - 240 - Split-panel jackknife estimation of fixed-effect models(2015)
Authors: Geert Dhaene, Koen Jochmans
Pages: 991 - 1030 - Unit root tests for panel data with AR(1) errors and small T(2012)
Authors: Rembert De Blander, Geert Dhaene
Pages: 101 - 124 - Specification and testing of models estimated by quadrature(2012)
Authors: Geert Dhaene
Pages: 322 - 332 - Sequential reciprocity in two-player, two-stage games: an experimental analysis(2010)
Authors: Geert Dhaene
Pages: 289 - 303 - Testing the martingale hypothesis for futures prices: implications for hedgers(2008)
Authors: Geert Dhaene, Piet Sercu
Pages: 1040 - 1065