Access Statistics for Bertrand Melenberg

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 1 10 31 58
An analysis of housing expenditure using semiparametric cross-section models 1 7 16 188 2 13 47 760
An analysis of housing expenditure using semiparametric models and panel data 2 8 36 395 7 27 94 1,223
Backtesting for risk-based regulatory capital 5 13 31 252 6 22 54 546
Bounds on quantiles in the presence of full and partial item nonresponse 0 1 6 49 0 6 21 507
Common factors in international bond returns 1 3 12 307 7 20 55 803
Environmental Kuznets curves for CO2: heterogeneity versus homogeneity 7 22 71 225 31 119 251 636
Estimating risk attitudes using lotteries: a large sample approach 2 6 30 331 5 20 78 973
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 3 6 28 213 8 24 73 883
Identifying Reduced-Form Relations with Panel Data 0 1 17 17 3 16 28 28
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 0 2 10 255
Mean-coherent risk and mean-variance approaches in portfolio selection: an empirical comparison 2 5 16 102 6 17 51 227
Model risk and regulatory capital 1 5 21 155 3 12 41 325
Multi-period CAPM with Heterogeneous Agents 1 7 19 64 2 11 35 152
Nonparametric bound on the income distribution in the presence of item nonresponse 1 3 8 67 1 12 24 558
Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring 1 5 14 92 3 20 50 440
Nonparametric modeling of the anchoring effect in an unfolding bracket design 0 2 6 134 3 10 29 900
On the pricing of options in incomplete markets 0 5 17 352 3 11 53 1,117
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 1 8 29 160
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 2 9 29 128
Semi-parametric models for satisfaction with income 0 2 5 71 1 5 12 191
Semi-parametric models for satisfaction with income 3 5 14 113 4 11 37 440
Semiparametric Estimation of Equivalence Scales Using Subjective Information 0 3 6 70 0 10 17 416
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 3 79 2 5 15 277
Testing affine term structure models in case of transaction costs 0 1 5 112 4 15 26 668
Testing expected shortfall models for derivative positions 0 2 11 193 0 8 35 506
Testing for mean-coherent regular risk spanning 0 0 8 70 2 6 27 201
Testing predictive performance of binary choice models 2 12 50 367 11 51 223 1,250
Testing the predictive value of subjective labour supply data 0 3 5 78 0 6 23 763
The econometric analysis of microscopic simulation models 1 5 15 36 13 31 71 140
The non- and semiparametric analysis of MS models: some applications 0 1 5 11 2 14 35 85
The performance of multi-factor term structure models for pricing and hedging caps and swaptions 2 11 42 586 11 44 131 1,430
Total Working Papers 35 144 517 4,729 144 595 1,735 17,046


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets 1 1 3 3 1 5 11 11
An analysis of housing expenditure using semiparametric cross-section models 0 2 10 113 1 9 41 510
An analysis of housing expenditure using semiparametric models and panel data 0 3 10 24 0 5 20 63
Backtesting for risk-based regulatory capital 1 2 5 58 3 5 18 121
Bounding quantiles in sample selection models 0 0 2 6 0 1 4 17
Common factors in international bond returns 1 1 1 23 2 6 10 69
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 3 6 0 1 9 22
Contracting out refuse collection 0 1 5 19 0 4 12 71
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 2 10 32 117 6 29 84 294
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 2 3 11 24 2 9 33 79
Introduction: application of semiparametric methods for micro-data 1 4 10 92 3 7 18 293
Life cycle consumption models with uncertainty within periods 0 1 2 3 0 2 5 17
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 3 17 0 5 14 101
Parametric and Semi-parametric Modelling of Vacation Expenditures 1 4 18 114 5 18 46 322
Testing affine term structure models in case of transaction costs 0 1 2 3 0 8 10 28
Testing the predictive value of subjective labour supply data 0 2 4 23 1 4 15 249
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 2 6 0 3 12 79
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 2 4 0 2 5 13
Total Journal Articles 9 35 125 655 24 123 367 2,359


Statistics updated 2008-08-03