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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
1 - 10 of 19
- Approximate functional differencing(2023)
Authors: Geert Dhaene
Pages: 379 - 416 - Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets(2022)
Authors: Geert Dhaene
Pages: 868 - 887 - Volatility Spillovers: a Sparse Multivariate GARCH Approach with an Application to Commodity Markets(2022)
Authors: Geert Dhaene, Piet Sercu
Pages: 868 - 887 - Second-order corrected likelihood for nonlinear panel models with fixed effects(2021)
Authors: Geert Dhaene
Pages: 227 - 252 - Incorporating overnight and intraday returns into multivariate GARCH volatility models(2020)
Authors: Geert Dhaene
Pages: 471 - 495 - xtspj: A program for split-panel jackknife estimation(2019)
Authors: Geert Dhaene
Pages: 335 - 374 - Economie, een inleiding(2017)
Authors: Lodewijk Berlage, André Decoster, Paul De Grauwe, Hans Degryse, Jan De Loecker, Geert Dhaene, Johan Eyckmans, Joep Konings, Vivien Lewis, Erwin Ooghe, et al.
Number of pages: 880 - Economie, een inleiding(2017)
Authors: Lodewijk Berlage, André Decoster, Paul De Grauwe, Hans Degryse, Jan De Loecker, Geert Dhaene, Johan Eyckmans, Joep Konings, Vivien Lewis, Erwin Ooghe, et al.
Number of pages: 880 - Median-based estimation of dynamic panel models with fixed effects(2017)
Authors: Geert Dhaene
Pages: 398 - 423 - Likelihood inference in an autoregression with fixed effects(2016)
Authors: Geert Dhaene
Pages: 1178 - 1215