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 5 6 11
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
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 1 1 1 30
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 3 4 4 613
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 0 5 6 90
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 2 2 3 9
Comonotonic measures of multivariate risks 0 0 0 0 0 1 7 16
Comonotonic measures of multivariate risks 0 0 0 2 1 3 3 35
Comonotonic measures of multivariate risks 0 0 0 11 1 3 3 51
Comonotonic measures of multivariates risks 0 0 1 38 2 3 7 104
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 1 1 1
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 1 1 1 1
Dilation bootstrap 0 0 0 0 1 3 3 8
Dual theory of choice under multivariate risks 0 0 0 35 1 2 2 78
Dual theory of choice under multivariate risks 0 0 0 1 1 2 2 24
Dual theory of choice with multivariate risks 0 0 0 5 1 4 6 21
Entropy Methods for Identifying Hedonic Models 0 0 0 6 0 2 3 48
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 5 5 6
Entropy Methods for Identifying Hedonic Models 0 0 0 14 0 1 2 62
Entropy methods for identifying hedonic models 0 0 0 1 1 3 4 10
Entropy methods for identifying hedonic models 0 0 0 22 0 0 0 64
Entropy methods for identifying hedonic models 0 0 0 3 0 2 4 54
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 3 6 6 75
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 1 1 38 3 5 7 79
Finite Sample Inference in Incomplete Models 0 0 0 15 0 1 5 31
Formalization and Applications of the Precuationary Principle 0 0 1 129 1 2 4 471
Formalization and applications of the Precautionary Principle 0 0 0 75 0 1 2 217
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 3 5 5 26
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 1 2 3 27
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 2 2 2 9
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 0 53
Identifying Finite Mixtures in Econometric Models 0 0 1 42 0 1 2 163
Inference in Incomplete Models 0 0 0 17 1 1 3 18
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 1 1 66
Inference on Mixtures Under Tail Restrictions 0 0 0 23 2 3 4 88
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 2 3 100
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 0 1 2
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 2 5 5
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 3 5 9 12 29
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 3 81
Local Utility and Multivariate Risk Aversion 0 0 0 19 2 5 5 71
Local Utility and Risk Aversion 0 0 0 0 0 1 1 3
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 0 3 7 25
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 3 5 7 49
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 1 3 7 30
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 3 4 109
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 2 3 44
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 2 3 55
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 4 5 5 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 3 4 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 1 5 6 12
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 4 56
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 1 1 2 78
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 0 1 5 94
Occupational segregation in a Roy model with composition preferences 0 0 1 2 0 2 8 25
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 1 2 0 1 3 12
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 3 4 7 55
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 1 3 11 0 5 9 46
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 0 23 4 8 9 79
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 1 1 3 24
Set Coverage and Robust Policy 0 0 0 21 2 3 7 58
Set Coverage and Robust Policy 0 0 0 10 1 2 6 48
Set Identification in Models with Multiple Equilibria 0 0 1 7 0 1 2 18
Set Inference in Latent Variables Models 0 0 0 30 0 0 1 58
Set coverage and robust policy 0 0 0 1 2 6 8 13
Set identification in models with multiple equilibria 0 0 0 0 2 6 8 11
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 1 12 1 3 9 62
Sharp Bounds in the Binary Roy Model 0 0 0 22 0 4 5 115
Sharp Bounds in the Binary Roy Model 0 0 0 24 1 2 3 89
Sharp Bounds in the Binary Roy Model 0 0 0 12 2 3 3 61
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 0 3 3 47
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 3 3 45
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 1 1 1 25
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 4 5 22
Stable and Extremely Unequal 0 0 0 4 0 1 1 2
Stable and extremely unequal 0 0 0 5 1 5 5 12
Vector copulas 0 0 0 38 0 1 2 57
Total Working Papers 0 2 13 1,256 78 206 315 4,613
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 0 4 10 86
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 1 7 9 178
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 1 1 1 13
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 2 3 4 6
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 1 3 4 25
Dilation bootstrap 0 0 0 13 2 3 7 94
Dual theory of choice with multivariate risks 0 0 0 15 2 3 3 87
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 2 5 7 57
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 5 6 157
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 1 4 4 28
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 2 6 65
Introduction 0 0 0 33 1 2 2 138
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 2 3 5 74
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 1 5 5 138
Partial identification of finite mixtures in econometric models 0 0 0 5 2 3 4 54
Robust Automatic Bandwidth for Long Memory 0 0 0 2 2 3 4 9
Set Identification in Models with Multiple Equilibria 0 0 0 43 2 2 9 160
Set coverage and robust policy 0 0 0 16 0 2 6 61
Set inference in latent variables models 0 0 0 0 3 4 5 42
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 1 4 25 2 10 21 126
État de la connaissance scientifique et mobilisation du principe de précaution 0 1 1 6 1 4 4 55
Total Journal Articles 0 2 5 321 28 78 126 1,653
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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