Access Statistics for Marc Henry

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 0 0 1 2 6
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 0 0 0 29
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 0 0 27
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 0 0 36
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 0 0 0 609
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 0 0 0 84
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 1 1 7
Comonotonic measures of multivariate risks 0 0 0 0 0 1 1 10
Comonotonic measures of multivariate risks 0 0 0 2 0 0 0 32
Comonotonic measures of multivariate risks 0 0 0 11 0 0 0 48
Comonotonic measures of multivariates risks 0 0 1 38 0 1 3 100
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 0 0 0
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 0 0 0
Dilation bootstrap 0 0 0 0 0 0 0 5
Dual theory of choice under multivariate risks 0 0 0 1 0 0 0 22
Dual theory of choice under multivariate risks 0 0 0 35 0 0 0 76
Dual theory of choice with multivariate risks 0 0 0 5 0 0 1 15
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 0 0 1
Entropy Methods for Identifying Hedonic Models 0 0 0 6 0 0 0 45
Entropy Methods for Identifying Hedonic Models 0 0 0 14 0 0 2 61
Entropy methods for identifying hedonic models 0 0 0 3 0 1 2 51
Entropy methods for identifying hedonic models 0 0 0 22 0 0 1 64
Entropy methods for identifying hedonic models 0 0 0 1 1 1 2 7
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 1 1 3 74
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 0 0 69
Finite Sample Inference in Incomplete Models 0 0 1 15 2 3 10 29
Formalization and Applications of the Precuationary Principle 0 0 1 129 1 1 3 469
Formalization and applications of the Precautionary Principle 0 0 0 75 0 0 1 216
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 0 0 0 21
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 1 1 1 25
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 0 7
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 0 0 1
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 0 0 1 53
Identifying Finite Mixtures in Econometric Models 1 1 1 42 1 1 3 162
Inference in Incomplete Models 0 0 0 17 0 0 3 17
Inference on Mixtures Under Tail Restrictions 0 0 0 23 1 1 1 85
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 1 2 98
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 0 0 65
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 1 2 2
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 1 2 2
Inference on two component mixtures under tail restrictions 0 0 0 12 0 0 0 9
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 0 0 66
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 0 78
Local Utility and Multivariate Risk Aversion 0 0 0 3 0 0 0 17
Local Utility and Risk Aversion 0 0 0 0 0 0 0 2
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) 1 1 1 2 1 1 3 21
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 0 0 0 36
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 6 1 2 2 44
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 0 2 8 27
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 1 106
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 0 1 53
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 1 1 1 42
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 0 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 1 4
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 0 1 7
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 0 0 76
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 2 2 2 54
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 2 4 4 93
Occupational segregation in a Roy model with composition preferences 0 0 1 2 0 0 7 20
Optimal transportation and the falsifiability of incompletely specified economic models 0 1 1 2 0 1 3 11
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 0 0 1 4
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 0 14 2 2 4 50
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 1 3 9 0 1 6 40
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 0 23 0 0 1 71
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 0 1 22
Set Coverage and Robust Policy 0 0 0 21 0 0 2 52
Set Coverage and Robust Policy 0 0 0 10 1 1 2 44
Set Identification in Models with Multiple Equilibria 0 0 1 7 0 0 4 17
Set Inference in Latent Variables Models 0 0 0 30 1 1 1 58
Set coverage and robust policy 0 0 0 1 0 0 3 7
Set identification in models with multiple equilibria 0 0 0 0 0 1 4 4
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 0 11 0 0 4 55
Sharp Bounds in the Binary Roy Model 0 0 0 24 1 1 2 87
Sharp Bounds in the Binary Roy Model 0 0 0 12 0 0 0 58
Sharp Bounds in the Binary Roy Model 0 0 0 22 1 1 2 111
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 0 0 1 44
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 0 2 42
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 0 24
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 1 2 18
Stable and Extremely Unequal 0 0 0 4 0 0 0 1
Stable and extremely unequal 0 0 0 5 0 0 0 7
Vector copulas 0 0 1 38 0 0 1 55
Total Working Papers 2 4 12 1,251 23 39 124 4,369
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A representation of decision by analogy 0 0 0 23 1 3 5 79
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 1 1 3 170
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 0 0 0 12
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 0 0 0 2
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 1 22
Dilation bootstrap 0 0 1 13 2 2 4 90
Dual theory of choice with multivariate risks 0 0 0 15 0 0 2 84
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 1 1 2 52
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 1 152
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 0 0 1 24
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 2 2 4 62
Introduction 0 0 0 33 0 0 1 136
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 1 1 2 71
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 0 0 1 133
Partial identification of finite mixtures in econometric models 0 0 0 5 0 1 2 51
Robust Automatic Bandwidth for Long Memory 0 0 0 2 0 0 1 6
Set Identification in Models with Multiple Equilibria 0 0 1 43 2 3 14 157
Set coverage and robust policy 0 0 0 16 1 1 4 58
Set inference in latent variables models 0 0 0 0 0 0 1 37
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 1 7 24 2 5 21 114
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 0 5 0 0 1 51
Total Journal Articles 0 1 9 319 13 20 71 1,563
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory 0 0 0 0 0 0 1 3
Total Chapters 0 0 0 0 0 0 1 3

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