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 2 6 8 13
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 2 2 2 29
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 0 0 36
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 4 5 5 34
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 3 7 7 616
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 5 9 11 95
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 2 4 5 11
Comonotonic measures of multivariate risks 0 0 0 0 3 4 10 19
Comonotonic measures of multivariate risks 0 0 0 2 1 4 4 36
Comonotonic measures of multivariate risks 0 0 0 11 1 3 4 52
Comonotonic measures of multivariates risks 0 0 0 38 4 7 10 108
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 1 1 2 2
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 1 1 1
Dilation bootstrap 0 0 0 0 4 5 7 12
Dual theory of choice under multivariate risks 0 0 0 1 0 1 2 24
Dual theory of choice under multivariate risks 0 0 0 35 2 3 4 80
Dual theory of choice with multivariate risks 0 0 0 5 2 3 8 23
Entropy Methods for Identifying Hedonic Models 0 0 0 14 2 3 4 64
Entropy Methods for Identifying Hedonic Models 0 0 0 0 2 6 7 8
Entropy Methods for Identifying Hedonic Models 0 0 0 6 3 5 6 51
Entropy methods for identifying hedonic models 0 0 0 1 0 2 4 10
Entropy methods for identifying hedonic models 0 0 0 22 1 1 1 65
Entropy methods for identifying hedonic models 0 0 0 3 2 4 6 56
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 5 10 11 80
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 1 1 38 6 10 13 85
Finite Sample Inference in Incomplete Models 0 0 0 15 3 3 8 34
Formalization and Applications of the Precuationary Principle 0 0 1 129 6 8 10 477
Formalization and applications of the Precautionary Principle 0 0 0 75 0 0 1 217
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 4 9 9 30
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 6 7 9 33
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 3 5 5 12
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 2 2 2 3
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 2 2 2 55
Identifying Finite Mixtures in Econometric Models 0 0 1 42 2 2 4 165
Inference in Incomplete Models 0 0 0 17 0 1 2 18
Inference on Mixtures Under Tail Restrictions 0 0 0 0 1 2 2 67
Inference on Mixtures Under Tail Restrictions 0 0 0 23 5 8 9 93
Inference on Mixtures Under Tail Restrictions 0 0 0 17 2 4 5 102
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 2 2 3 4
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 4 6 9 9
Inference on two component mixtures under tail restrictions 0 0 0 12 2 2 2 11
Local Utility and Multivariate Risk Aversion 0 0 0 17 4 4 7 85
Local Utility and Multivariate Risk Aversion 0 0 0 3 2 10 14 31
Local Utility and Multivariate Risk Aversion 0 0 0 19 2 6 7 73
Local Utility and Risk Aversion 0 0 0 0 3 4 4 6
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) 0 0 1 2 6 9 13 31
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 2 2 2 38
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 6 5 9 12 54
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 4 5 11 34
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 2 4 6 111
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 3 6 8 15
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 6 8 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 8 9 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 4 5 7 48
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 3 4 6 58
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 3 4 5 81
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 5 57
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 3 3 8 97
Occupational segregation in a Roy model with composition preferences 0 0 0 2 3 5 8 28
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 1 2 3 4 6 15
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 0 0 0 4
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 1 15 2 5 9 57
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 1 3 11 6 11 14 52
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 0 23 7 14 15 86
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 2 3 4 26
Set Coverage and Robust Policy 0 0 0 10 4 5 10 52
Set Coverage and Robust Policy 0 0 0 21 1 4 8 59
Set Identification in Models with Multiple Equilibria 0 0 1 7 0 0 2 18
Set Inference in Latent Variables Models 0 0 0 30 4 4 5 62
Set coverage and robust policy 0 0 0 1 2 6 10 15
Set identification in models with multiple equilibria 0 0 0 0 7 13 15 18
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 1 12 3 5 11 65
Sharp Bounds in the Binary Roy Model 0 0 0 12 4 7 7 65
Sharp Bounds in the Binary Roy Model 0 0 0 22 1 1 6 116
Sharp Bounds in the Binary Roy Model 0 0 0 24 3 5 6 92
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 1 2 4 48
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 3 4 4 28
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 2 4 5 47
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 7 9 12 29
Stable and Extremely Unequal 0 0 0 4 1 1 2 3
Stable and extremely unequal 0 0 0 5 2 5 7 14
Vector copulas 0 0 0 38 4 5 6 61
Total Working Papers 0 2 11 1,256 228 382 532 4,841
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 4 7 14 90
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 2 8 11 180
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 2 3 3 15
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 2 4 6 8
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 5 8 9 30
Dilation bootstrap 0 0 0 13 2 5 9 96
Dual theory of choice with multivariate risks 0 0 0 15 2 4 5 89
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 7 9 14 64
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 2 6 7 159
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 6 9 10 34
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 10 11 16 75
Introduction 0 0 0 33 2 3 4 140
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 2 5 6 76
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 4 5 9 142
Partial identification of finite mixtures in econometric models 0 0 0 5 3 5 7 57
Robust Automatic Bandwidth for Long Memory 0 0 0 2 2 5 6 11
Set Identification in Models with Multiple Equilibria 0 0 0 43 4 6 12 164
Set coverage and robust policy 0 0 0 16 3 4 9 64
Set inference in latent variables models 0 0 0 0 1 5 6 43
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 4 25 2 10 23 128
État de la connaissance scientifique et mobilisation du principe de précaution 0 1 1 6 3 7 7 58
Total Journal Articles 0 1 5 321 70 129 193 1,723
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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