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
A method to construct moments in the multi-good life cycle consumption model 0 0 0 1 0 0 0 10
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 0 1 1 177
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 0 0 0 26
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 0 0 1 39
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 0 0 0 98
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 0 0 0 33
Common Factors in International Bond Returns 0 0 0 24 0 0 46 157
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 0 0 0 61
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 0 0 0 42
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 1 18 0 0 2 60
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 0 0 1 116
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 0 0 1 37
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 0 0 0 45
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 0 1 2 63
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 0 0 1 32
Intratemporal uncertainty in the multi-good life cycle consumption model: Motivation and application 0 0 0 0 0 0 1 5
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk 0 0 1 23 0 0 1 77
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 0 0 0 282
Maximum score estimation in the ordered response model 0 0 0 6 0 0 0 22
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 0 1 1 29
Model Risk and Regulatory Capital 0 0 0 7 0 0 0 30
Multi-period CAPM with Heterogeneous Agents 0 0 1 147 0 0 1 387
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 0 0 0 5 0 0 0 41
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 0 0 0 37
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 0 0 33
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 0 0 24
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 0 1 2 232
Parametric and semi-parametric modelling of vacation expenditures 0 0 1 5 0 1 2 19
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 0 0 1 107 1 2 8 234
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 0 0 1 238
Semi-parametric Models for Satisfaction with Income 0 0 0 3 0 0 0 46
Semi-parametric estimation of the sample selection model 0 0 0 13 0 0 0 46
Semi-parametric models for satisfaction with income 0 0 0 174 1 1 1 612
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 0 0 0 21
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 1 1 334
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 0 19
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 1 1 1 33
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 0 0 0 20
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 0 0 0 29
The Econometric Analysis of Microscopic Simulation Models 0 0 1 8 0 1 9 65
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 0 0 63
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 0 0 36
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 0 0 0 34
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 1 1 1 85
Total Working Papers 0 0 6 845 4 12 85 4,129

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 0 0 0 16 0 0 0 53
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 0 0 0 623
An analysis of housing expenditure using semiparametric models and panel data 0 1 2 133 0 1 5 321
Backtesting for risk-based regulatory capital 0 0 5 295 0 1 10 660
Bounding quantiles in sample selection models 0 0 0 15 0 0 0 52
Common factors in international bond returns 0 0 1 71 1 4 6 205
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 0 0 0 100
Contracting out refuse collection 0 0 1 63 0 1 3 218
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 2 239 0 0 4 654
Estimating the term structure of mortality 0 0 0 27 0 0 0 107
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 64 0 0 2 262
Introduction: application of semiparametric methods for micro-data 0 0 0 130 0 0 0 409
Life cycle consumption models with uncertainty within periods 0 0 0 9 0 0 0 41
Longevity risk in portfolios of pension annuities 0 0 2 93 1 1 4 282
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 0 0 0 163
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 3 224 0 0 7 574
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 1 114
Testing the predictive value of subjective labour supply data 0 0 0 38 0 0 2 345
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 0 0 1 126
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 0 2 2 122
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 0 1 2 68
Total Journal Articles 0 1 16 1,689 2 12 49 5,499

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-04-04