← All authors Geert Dhaene KU Leuven (from arXiv:2604.26826, 2026) · OpenAlex
32 papers in scope · 30 published · 3 on the econ.EM arXiv · 968 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Martin Weidner Cavit Pakel Ayden Higgins Koen Jochmans Jesús M. Carro Fei Liu Mingli Chen Kevin Dano Jinyong Hahn Iván Fernández-Val Yayi Yan David W. Hughes Víctor Aguirregabiria Jad Beyhum Kyoo il Kim Stéphane Bonhomme Christopher Dobronyi Chris Muris Weisheng Zhang Jiti Gao Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 32)
working paper 2026 · arXiv
working paper 2026 · arXiv
published 2023 · SERIEs · 1 citations
Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets
published 2022 · Journal of Futures Markets · 13 citations
with Piet Sercu, Jianbin Wu
Second-order corrected likelihood for nonlinear panel models with fixed effects
published 2020 · Journal of Econometrics · 10 citations · first circulated 2016
Incorporating overnight and intraday returns into multivariate GARCH volatility models
published 2019 · Journal of Econometrics · 18 citations
with Jianbin Wu
xtspj: A command for split-panel jackknife estimation
published 2019 · The Stata Journal Promoting communications on statistics and Stata · 7 citations
Bias-corrected estimation of panel vector autoregressions
published 2016 · Economics Letters · 8 citations
Median-based estimation of dynamic panel models with fixed effects
published 2016 · Computational Statistics & Data Analysis · 13 citations
with Yu Zhu
On comparing zero-alpha tests across multifactor asset pricing models
published 2015 · Journal of Banking & Finance · 9 citations
with Lieven De Moor, Piet Sercu
LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
published 2015 · Econometric Theory · 8 citations
Split-panel Jackknife Estimation of Fixed-effect Models
published 2015 · The Review of Economic Studies · 398 citations
Unit root tests for panel data with AR(1) errors and small T
published 2012 · Econometrics Journal · 33 citations
with Rembert De Blander
Specification and testing of models estimated by quadrature
published 2010 · Journal of Applied Econometrics · 2 citations · first circulated 2008
with João Santos Silva
Sequential reciprocity in two-player, two-stage games: An experimental analysis
published 2010 · Games and Economic Behavior · 4 citations · first circulated 2007
with Jan Bouckaert
Testing the martingale hypothesis for futures prices: Implications for hedgers
published 2008 · Journal of Futures Markets · 18 citations
with Cédric de Ville de Goyet, Piet Sercu
Endogeneity, instruments and identification
published 2006 · Journal of Econometrics · 4 citations
Testing the information matrix equality with robust estimators
published 2005 · Journal of Statistical Planning and Inference · 7 citations · first circulated 2003
with Christophe Croux, Dirk Hoorelbeke
Inter-ethnic trust and reciprocity: results of an experiment with small businessmen
published 2004 · European Journal of Political Economy · 125 citations · first circulated 2002
with Jan Bouckaert
04.2.2. Characterizations of Hermitian Projectors
published 2004 · Econometric Theory
with Luc Lauwers
03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution
published 2004 · Econometric Theory · 1 citations
The information matrix test with bootstrap-based covariance matrix estimation
published 2003 · Economics Letters · 24 citations · first circulated 2002
with Dirk Hoorelbeke
14th EC2 conference
published 2003 · Economics bulletin
no link
Best affine unbiased response decomposition
published 2003 · Journal of Multivariate Analysis · 6 citations
with Erik Schokkaert, Carine Van de Voorde
An alternative GLS-like transformation in regression models with AR(1)-errors
published 2002 · Econometric Theory · 1 citations
no link
Serial correlation and asymptotic variance
published 2002 · Econometric Theory
no link
Probability Theory and Statistical Inference: Econometric Modeling With Observational Data
published 2001 · Journal of the American Statistical Association · 77 citations
On the hypothesis of psychological barriers in stock markets and Benford's Law
published 1998 · Journal of Empirical Finance · 86 citations
with Marc J.K. De Ceuster, Tom Schatteman
Risk adjustment and the trade-off between efficiency and risk selection: an application of the theory of fair compensation
published 1998 · Health Economics · 62 citations
with Erik Schokkaert, Carine Van de Voorde
Instrumental Models and Indirect Encompassing
published 1998 · Econometrica · 19 citations
Ordered-Reversed Stochastic Processes May Be Nonstochastic—Solution
published 1997 · Econometric Theory
When it all began
published 1989 · Economic Modelling · 14 citations
with Anton P. Barten
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