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 3 4 9
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 0 0 27
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 0 0 0 29
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 0 0 36
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 1 1 1 610
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 4 6 6 90
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 1 7
Comonotonic measures of multivariate risks 0 0 0 11 1 2 2 50
Comonotonic measures of multivariate risks 0 0 0 2 2 2 2 34
Comonotonic measures of multivariate risks 0 0 0 0 1 2 7 16
Comonotonic measures of multivariates risks 0 0 1 38 1 2 5 102
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 0 0 0
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 0 2 2 7
Dual theory of choice under multivariate risks 0 0 0 1 0 1 1 23
Dual theory of choice under multivariate risks 0 0 0 35 0 1 1 77
Dual theory of choice with multivariate risks 0 0 0 5 0 3 5 20
Entropy Methods for Identifying Hedonic Models 0 0 0 14 1 1 3 62
Entropy Methods for Identifying Hedonic Models 0 0 0 6 2 2 3 48
Entropy Methods for Identifying Hedonic Models 0 0 0 0 4 5 5 6
Entropy methods for identifying hedonic models 0 0 0 3 2 2 5 54
Entropy methods for identifying hedonic models 0 0 0 22 0 0 1 64
Entropy methods for identifying hedonic models 0 0 0 1 1 2 3 9
Euclidean Revealed Preferences: Testing the Spatial Voting Model 1 1 1 38 1 2 4 76
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 2 3 3 72
Finite Sample Inference in Incomplete Models 0 0 0 15 0 1 6 31
Formalization and Applications of the Precuationary Principle 0 0 1 129 1 1 3 470
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 2 2 2 23
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 0 1 2 26
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 0 7
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 0 0 2 17
Inference on Mixtures Under Tail Restrictions 0 0 0 23 1 1 2 86
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 1 2 99
Inference on Mixtures Under Tail Restrictions 0 0 0 0 1 1 1 66
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 1 4 4
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 19 2 3 3 69
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 1 3 81
Local Utility and Multivariate Risk Aversion 0 0 0 3 3 6 7 24
Local Utility and Risk Aversion 0 0 0 0 1 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 3 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 1 2 4 46
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 0 2 7 29
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 1 2 3 108
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 1 2 3 55
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 2 3 4 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 1 1 3
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 2 4 5 11
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 1 2 3 44
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 1 3 55
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 0 1 77
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 2 2 8 25
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 0 0 0 4
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 1 2 1 1 3 12
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 1 15 0 1 4 52
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 1 1 3 11 5 5 9 46
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 0 23 3 4 5 75
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 0 2 23
Set Coverage and Robust Policy 0 0 0 21 1 2 5 56
Set Coverage and Robust Policy 0 0 0 10 0 2 5 47
Set Identification in Models with Multiple Equilibria 0 0 1 7 0 1 4 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 4 6 11
Set identification in models with multiple equilibria 0 0 0 0 4 5 7 9
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 1 1 12 1 6 9 61
Sharp Bounds in the Binary Roy Model 0 0 0 24 1 1 2 88
Sharp Bounds in the Binary Roy Model 0 0 0 12 1 1 1 59
Sharp Bounds in the Binary Roy Model 0 0 0 22 0 4 6 115
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 1 3 3 47
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 0 24
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 2 4 44
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 3 5 21
Stable and Extremely Unequal 0 0 0 4 0 1 1 2
Stable and extremely unequal 0 0 0 5 2 4 4 11
Vector copulas 0 0 0 38 1 1 2 57
Total Working Papers 2 3 13 1,256 76 141 250 4,535
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 3 6 10 86
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 5 7 8 177
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 0 0 0 12
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 0 1 2 4
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 2 2 3 24
Dilation bootstrap 0 0 0 13 1 2 5 92
Dual theory of choice with multivariate risks 0 0 0 15 0 1 2 85
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 3 5 55
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 4 5 6 157
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 2 3 4 27
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 1 2 6 65
Introduction 0 0 0 33 0 1 1 137
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 1 1 3 72
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 0 4 4 137
Partial identification of finite mixtures in econometric models 0 0 0 5 0 1 3 52
Robust Automatic Bandwidth for Long Memory 0 0 0 2 1 1 2 7
Set Identification in Models with Multiple Equilibria 0 0 0 43 0 0 8 158
Set coverage and robust policy 0 0 0 16 1 3 6 61
Set inference in latent variables models 0 0 0 0 1 1 2 39
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 1 4 25 6 9 20 124
État de la connaissance scientifique et mobilisation du principe de précaution 1 1 1 6 3 3 3 54
Total Journal Articles 1 2 5 321 31 56 103 1,625
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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