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 0 0 2 6
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 0 0 36
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
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 0 0 0 609
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 1 1 1 85
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 0 1 5 6 15
Comonotonic measures of multivariate risks 0 0 0 11 0 0 0 48
Comonotonic measures of multivariate risks 0 0 0 2 0 0 0 32
Comonotonic measures of multivariates risks 0 0 1 38 1 1 4 101
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 0 0 0
Dilation bootstrap 0 0 0 0 0 0 0 5
Dual theory of choice under multivariate risks 0 0 0 35 0 0 0 76
Dual theory of choice under multivariate risks 0 0 0 1 0 0 0 22
Dual theory of choice with multivariate risks 0 0 0 5 0 2 3 17
Entropy Methods for Identifying Hedonic Models 0 0 0 6 0 1 1 46
Entropy Methods for Identifying Hedonic Models 0 0 0 14 0 0 2 61
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 0 0 1
Entropy methods for identifying hedonic models 0 0 0 22 0 0 1 64
Entropy methods for identifying hedonic models 0 0 0 1 0 1 2 7
Entropy methods for identifying hedonic models 0 0 0 3 0 1 3 52
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 0 0 69
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 1 2 74
Finite Sample Inference in Incomplete Models 0 0 0 15 0 3 8 30
Formalization and Applications of the Precuationary Principle 0 0 1 129 0 1 2 469
Formalization and applications of the Precautionary Principle 0 0 0 75 0 0 1 216
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 0 0 0 21
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 0 1 1 25
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 1 53
Identifying Finite Mixtures in Econometric Models 0 1 1 42 0 1 2 162
Inference in Incomplete Models 0 0 0 17 0 0 3 17
Inference on Mixtures Under Tail Restrictions 0 0 0 17 0 1 2 98
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 0 0 65
Inference on Mixtures Under Tail Restrictions 0 0 0 23 0 1 1 85
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 2 3 3
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 12 0 0 0 9
Local Utility and Multivariate Risk Aversion 0 0 0 17 1 3 3 81
Local Utility and Multivariate Risk Aversion 0 0 0 3 2 3 3 20
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 0 0 66
Local Utility and Risk Aversion 0 0 0 0 0 0 0 2
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) 0 1 1 2 0 2 4 22
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 0 1 2 44
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 0 0 7 27
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 1 106
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 0 2
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 0 0 1 53
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 1 1 42
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 0 1 7
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 1 4
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 2 54
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 1 1 77
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 0 2 4 93
Occupational segregation in a Roy model with composition preferences 0 0 1 2 0 3 7 23
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 0 0 1 4
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 1 2 0 0 3 11
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 1 1 15 0 3 4 51
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 1 2 10 0 1 5 41
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 0 23 0 0 1 71
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 1 2 23
Set Coverage and Robust Policy 0 0 0 21 1 3 5 55
Set Coverage and Robust Policy 0 0 0 10 1 3 4 46
Set Identification in Models with Multiple Equilibria 0 0 1 7 0 0 3 17
Set Inference in Latent Variables Models 0 0 0 30 0 1 1 58
Set coverage and robust policy 0 0 0 1 0 0 3 7
Set identification in models with multiple equilibria 0 0 0 0 1 1 4 5
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 1 1 1 12 4 4 8 59
Sharp Bounds in the Binary Roy Model 0 0 0 24 0 1 1 87
Sharp Bounds in the Binary Roy Model 0 0 0 12 0 0 0 58
Sharp Bounds in the Binary Roy Model 0 0 0 22 0 1 2 111
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 0 0 1 44
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 0 0 2 42
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 0 2 18
Stable and Extremely Unequal 0 0 0 4 0 0 0 1
Stable and extremely unequal 0 0 0 5 0 0 0 7
Vector copulas 0 0 0 38 0 1 1 56
Total Working Papers 1 5 11 1,254 13 61 144 4,407
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 2 4 6 82
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 1 2 3 171
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 1 3
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 1 22
Dilation bootstrap 0 0 1 13 1 3 5 91
Dual theory of choice with multivariate risks 0 0 0 15 0 0 2 84
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 1 2 52
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 1 152
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 0 0 1 24
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 3 5 63
Introduction 0 0 0 33 0 0 1 136
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 0 1 2 71
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 0 0 1 133
Partial identification of finite mixtures in econometric models 0 0 0 5 0 0 2 51
Robust Automatic Bandwidth for Long Memory 0 0 0 2 0 0 1 6
Set Identification in Models with Multiple Equilibria 0 0 1 43 0 3 10 158
Set coverage and robust policy 0 0 0 16 1 2 5 59
Set inference in latent variables models 0 0 0 0 0 1 2 38
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 5 24 1 4 17 116
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 0 5 0 0 1 51
Total Journal Articles 0 0 7 319 6 25 69 1,575
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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