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 2 6 19 88
An analysis of housing expenditure using semiparametric cross-section models 0 1 8 199 0 5 22 793
An analysis of housing expenditure using semiparametric models and panel data 0 4 16 418 3 19 63 1,307
Backtesting for risk-based regulatory capital 0 10 37 296 3 19 79 638
Bounds on quantiles in the presence of full and partial item nonresponse 0 1 6 56 0 1 8 516
Common factors in international bond returns 3 4 15 325 9 22 66 882
Environmental Kuznets curves for CO2: heterogeneity versus homogeneity 5 10 61 302 18 37 193 881
Estimating risk attitudes using lotteries: a large sample approach 10 20 49 386 11 23 77 1,059
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 3 9 21 239 7 21 77 977
Identifying Reduced-Form Relations with Panel Data 1 3 8 26 4 11 44 84
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 0 2 8 263
Mean-coherent risk and mean-variance approaches in portfolio selection: an empirical comparison 1 3 20 125 2 9 58 295
Model risk and regulatory capital 1 3 13 171 4 8 25 358
Multi-period CAPM with Heterogeneous Agents 0 2 26 100 5 10 58 229
Nonparametric bound on the income distribution in the presence of item nonresponse 0 2 6 76 1 7 22 589
Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring 1 3 20 117 15 22 89 550
Nonparametric modeling of the anchoring effect in an unfolding bracket design 2 2 4 139 4 8 23 927
On the pricing of options in incomplete markets 0 3 15 370 2 8 30 1,152
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 3 3 15 179
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 3 4 14 147
Semi-parametric models for satisfaction with income 2 6 16 136 2 7 31 486
Semi-parametric models for satisfaction with income 0 2 4 75 0 3 10 204
Semiparametric Estimation of Equivalence Scales Using Subjective Information 0 0 3 73 0 2 12 431
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 1 81 2 2 8 288
Testing affine term structure models in case of transaction costs 0 0 4 117 4 9 36 709
Testing expected shortfall models for derivative positions 1 4 16 216 2 11 64 586
Testing for mean-coherent regular risk spanning 0 0 5 76 1 5 32 237
Testing predictive performance of binary choice models 4 13 60 442 28 66 216 1,525
Testing the predictive value of subjective labour supply data 1 2 5 84 8 10 21 788
The econometric analysis of microscopic simulation models 3 6 17 63 10 17 41 202
The non- and semiparametric analysis of MS models: some applications 0 0 1 15 2 5 24 118
The performance of multi-factor term structure models for pricing and hedging caps and swaptions 5 9 39 630 16 32 111 1,561
Total Working Papers 43 122 496 5,353 171 414 1,596 19,049


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 4 10 1 1 7 23
An analysis of housing expenditure using semiparametric cross-section models 0 1 4 118 3 5 14 531
An analysis of housing expenditure using semiparametric models and panel data 0 5 13 41 0 6 16 88
Backtesting for risk-based regulatory capital 0 2 7 68 1 3 18 144
Bounding quantiles in sample selection models 1 1 1 9 1 1 2 22
Common factors in international bond returns 0 0 0 24 0 0 2 73
Consumption, leisure and earnings-related liquidity constraints: A note 1 2 8 15 1 4 17 43
Contracting out refuse collection 1 2 6 26 1 5 17 92
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 10 131 1 5 29 333
Estimating the term structure of mortality 0 0 5 8 2 2 18 27
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 1 4 10 36 1 5 34 120
Introduction: application of semiparametric methods for micro-data 3 5 8 101 4 6 15 314
Life cycle consumption models with uncertainty within periods 0 0 2 6 0 2 4 22
Longevity risk in portfolios of pension annuities 1 3 26 30 3 11 57 66
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 1 3 5 22 1 3 11 115
Parametric and Semi-parametric Modelling of Vacation Expenditures 5 6 28 146 8 11 52 384
Testing affine term structure models in case of transaction costs 1 2 7 10 1 2 14 42
Testing the predictive value of subjective labour supply data 0 1 3 27 1 2 15 267
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 2 3 8 8 5 6 13 13
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 0 0 0 79
The effects of liquidity constraints on consumption Estimation from household panel data 1 1 4 8 1 1 9 22
Total Journal Articles 19 42 159 850 36 81 364 2,820


Statistics updated 2009-11-04