Second-order corrected likelihood for nonlinear panel models with fixed effects von Dhaene, Geert, Sun, Yutao

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Incorporating overnight and intraday returns into multivariate GARCH volatility models von Dhaene, Geert, Wu, Jianbin

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Second-order corrected likelihood for nonlinear panel models with fixed effects von Dhaene, Geert, Yutao, Sun

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Sequential reciprocity in two-player, two-stage games: An experimental analysis von Dhaene, Geert, Bouckaert, Jan

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Incorporating overnight and intraday returns into multivariate GARCH volatility models von Dhaene, Geert, Wu, Jianbin

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LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS von Dhaene, Geert, Jochmans, Koen

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Approximate functional differencing von Dhaene, Geert, Weidner, Martin

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xtspj: A program for split-panel jackknife estimation von Sun, Yutao, Dhaene, Geert

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Median-based estimation of dynamic panel models with fixed effects von Dhaene, Geert, Zhu, Yu

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Volatility Spillovers: a Sparse Multivariate GARCH Approach with an Application to Commodity Markets von Dhaene, Geert, Sercu, Piet, Wu, Jianbin

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Volatility Spillovers: a Sparse Multivariate GARCH Approach with an Application to Commodity Markets von Dhaene, Geert, Sercu, Piet, Wu, Jianbin

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Split-panel jackknife estimation of fixed-effect models von Dhaene, Geert, Jochmans, Koen

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Likelihood inference in an autoregression with fixed effects von Dhaene, Geert, Jochmans, Koen

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On comparing zero-alpha tests across multifactor asset pricing models von De Moor, Lieven, Dhaene, Geert, Sercu, Piet

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On comparing zero-alpha tests across multifactor asset pricing models von De Moor, Lieven, Dhaene, Geert, Sercu, Piet

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Specification and testing of models estimated by quadrature von Dhaene, Geert, Santos Silva, J.M.C

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Unit root tests for panel data with AR(1) errors and small T von De Blander, Rembert, Dhaene, Geert

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Minimax Median von Dhaene, Geert

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Approximate Functional Differencing von Dhaene, Geert, Weidner, Martin

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Characterizations of Hermitian Projectors von Dhaene, Geert, Lauwers, Luc

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