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 5 13 19
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 0 2 8 37
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 1 3 30
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 1 4 4 40
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 0 0 7 616
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 2 7 18 102
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 2 7 13
Comonotonic measures of multivariate risks 0 0 0 0 0 3 13 23
Comonotonic measures of multivariate risks 0 0 0 2 0 1 5 37
Comonotonic measures of multivariate risks 0 0 0 11 1 2 7 55
Comonotonic measures of multivariates risks 0 0 0 38 0 2 12 111
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 3 5 5
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 2 3 3
Dilation bootstrap 0 0 0 0 0 1 8 13
Dual theory of choice under multivariate risks 0 0 0 1 1 1 4 26
Dual theory of choice under multivariate risks 0 0 0 35 0 4 8 84
Dual theory of choice with multivariate risks 0 0 0 5 1 3 13 28
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 2 11 12
Entropy Methods for Identifying Hedonic Models 0 0 0 14 1 3 7 68
Entropy Methods for Identifying Hedonic Models 0 0 0 6 0 4 10 55
Entropy methods for identifying hedonic models 0 0 0 3 2 3 9 59
Entropy methods for identifying hedonic models 0 0 0 1 1 5 12 18
Entropy methods for identifying hedonic models 0 0 0 22 1 3 6 70
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 5 19 88
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 1 38 0 3 15 88
Finite Sample Inference in Incomplete Models 0 0 0 15 1 1 8 35
Formalization and Applications of the Precuationary Principle 0 0 0 129 2 5 15 483
Formalization and applications of the Precautionary Principle 0 0 0 75 0 3 6 222
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 1 4 13 34
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 1 5 14 38
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 1 2 7 14
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 1 4 8 9
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 1 3 6 59
Identifying Finite Mixtures in Econometric Models 0 0 1 42 0 4 8 169
Inference in Incomplete Models 0 0 0 17 0 4 5 22
Inference on Mixtures Under Tail Restrictions 0 0 0 23 0 3 12 96
Inference on Mixtures Under Tail Restrictions 0 0 0 17 0 1 6 103
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 1 4 69
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 3 12 13
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 0 3 5
Inference on two component mixtures under tail restrictions 0 0 0 12 1 1 3 12
Local Utility and Multivariate Risk Aversion 0 0 0 3 0 3 18 35
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 1 10 88
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 3 12 78
Local Utility and Risk Aversion 0 0 0 0 0 1 6 8
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 2 14 34
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 0 4 6 42
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 6 0 5 16 59
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 0 2 13 38
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 2 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 0 4 14 18
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 5 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 3 12 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 1 4 9 62
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 0 3 10 51
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 0 2 7 59
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 3 8 84
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 1 6 13 103
Occupational segregation in a Roy model with composition preferences 0 0 0 2 0 2 10 30
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 1 2 0 3 8 18
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 2 5 5 9
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 1 15 0 2 12 60
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 0 3 11 0 1 18 57
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 1 1 24 1 6 21 92
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 1 6 28
Set Coverage and Robust Policy 0 0 0 21 0 2 9 61
Set Coverage and Robust Policy 0 0 0 10 0 4 14 57
Set Identification in Models with Multiple Equilibria 0 0 0 7 0 3 7 24
Set Inference in Latent Variables Models 0 0 0 30 0 4 11 68
Set coverage and robust policy 0 0 0 1 0 0 8 15
Set identification in models with multiple equilibria 0 0 0 0 1 2 20 24
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 1 12 1 6 16 71
Sharp Bounds in the Binary Roy Model 0 0 0 12 0 3 10 68
Sharp Bounds in the Binary Roy Model 0 0 0 22 1 4 10 120
Sharp Bounds in the Binary Roy Model 0 0 0 24 2 5 11 97
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 0 1 5 49
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 0 5 11 53
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 1 6 10 34
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 0 4 15 33
Stable and Extremely Unequal 0 0 0 4 0 5 7 8
Stable and extremely unequal 0 0 0 5 1 1 9 16
Vector copulas 0 0 0 38 0 4 11 66
Total Working Papers 0 1 11 1,258 32 247 810 5,148
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 1 1 14 91
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 0 2 15 184
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 0 6 9 21
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 0 1 8 10
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 2 10 32
Dilation bootstrap 0 0 0 13 0 4 13 101
Dual theory of choice with multivariate risks 0 0 0 15 0 3 9 93
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 4 18 69
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 2 9 161
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 0 2 12 36
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 2 3 18 78
Introduction 0 0 0 33 0 0 7 143
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 0 4 12 82
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 2 5 14 147
Partial identification of finite mixtures in econometric models 0 0 0 5 0 2 9 59
Robust Automatic Bandwidth for Long Memory 0 0 0 2 0 1 8 14
Set Identification in Models with Multiple Equilibria 0 0 0 43 1 5 14 169
Set coverage and robust policy 0 0 0 16 1 3 12 69
Set inference in latent variables models 0 0 0 0 0 3 9 46
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 1 1 3 26 2 6 25 134
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 1 6 0 5 12 63
Total Journal Articles 1 1 4 322 9 64 257 1,802
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 1 1 4
Total Chapters 0 0 0 0 0 1 1 4

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Statistics updated 2026-06-04