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 1 1 14 20
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 1 5 41
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 0 0 8 37
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 0 3 30
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 0 143 0 2 9 618
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 34 0 0 18 102
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 6 13
Comonotonic measures of multivariate risks 0 0 0 0 0 0 9 23
Comonotonic measures of multivariate risks 0 0 0 11 0 1 8 56
Comonotonic measures of multivariate risks 0 0 0 2 0 1 6 38
Comonotonic measures of multivariates risks 0 0 0 38 0 0 11 111
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 0 5 5
Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models 0 0 0 0 0 0 3 3
Dilation bootstrap 0 0 0 0 1 1 9 14
Dual theory of choice under multivariate risks 0 0 0 1 0 0 4 26
Dual theory of choice under multivariate risks 0 0 0 35 0 3 11 87
Dual theory of choice with multivariate risks 0 0 0 5 75 75 86 103
Entropy Methods for Identifying Hedonic Models 0 0 0 14 0 0 7 68
Entropy Methods for Identifying Hedonic Models 0 0 0 6 0 1 10 56
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 0 11 12
Entropy methods for identifying hedonic models 0 0 0 1 1 1 12 19
Entropy methods for identifying hedonic models 0 0 0 22 1 1 7 71
Entropy methods for identifying hedonic models 0 0 0 3 0 2 9 61
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 1 2 39 1 3 17 91
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 2 2 21 90
Finite Sample Inference in Incomplete Models 0 0 0 15 2 2 7 37
Formalization and Applications of the Precuationary Principle 0 0 0 129 1 1 15 484
Formalization and applications of the Precautionary Principle 0 0 0 75 0 1 7 223
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 0 1 14 35
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 3 0 1 14 39
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 24 0 0 7 14
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 1 0 1 9 10
Identification of hedonic equilibrium and nonseparable simultaneous equations 0 0 0 20 1 1 7 60
Identifying Finite Mixtures in Econometric Models 0 0 0 42 0 1 8 170
Inference in Incomplete Models 0 1 1 18 1 2 7 24
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 0 4 69
Inference on Mixtures Under Tail Restrictions 0 0 0 17 0 0 5 103
Inference on Mixtures Under Tail Restrictions 0 0 0 23 0 0 11 96
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 1 1 4 6
Inference on Two-Component Mixtures under Tail Restrictions 0 0 0 0 0 1 11 14
Inference on two component mixtures under tail restrictions 0 0 0 12 0 0 3 12
Local Utility and Multivariate Risk Aversion 0 0 0 19 1 1 13 79
Local Utility and Multivariate Risk Aversion 0 0 0 3 2 2 19 37
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 8 88
Local Utility and Risk Aversion 0 0 0 0 0 0 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 0 2 1 1 13 35
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 2 2 8 44
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 6 0 2 17 61
Lorenz map, inequality ordering and curves based on multidimensional rearrangements 0 0 0 7 1 2 13 40
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 40 0 0 8 114
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 3 0 0 13 20
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 2 1 1 10 52
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 2 0 1 15 19
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 12 14
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 4 1 1 10 63
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 6 0 1 8 85
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 9 1 2 7 61
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 0 0 10 103
Occupational segregation in a Roy model with composition preferences 0 0 0 2 1 2 9 32
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 2 0 1 8 19
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 0 0 0 5 9
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 0 15 1 4 13 64
Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice 0 1 2 12 3 5 21 62
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 1 24 2 3 24 95
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 0 5 28
Set Coverage and Robust Policy 0 0 0 21 1 1 8 62
Set Coverage and Robust Policy 0 0 0 10 2 2 14 59
Set Identification in Models with Multiple Equilibria 0 0 0 7 2 3 10 27
Set Inference in Latent Variables Models 0 0 0 30 0 0 10 68
Set coverage and robust policy 0 0 0 1 1 1 9 16
Set identification in models with multiple equilibria 0 0 0 0 1 1 21 25
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 1 12 1 1 17 72
Sharp Bounds in the Binary Roy Model 0 0 0 12 0 0 10 68
Sharp Bounds in the Binary Roy Model 0 0 0 22 0 0 9 120
Sharp Bounds in the Binary Roy Model 0 0 0 24 0 1 11 98
Sharp bounds and testability of a Roy model of STEM major choices 0 0 0 37 1 2 7 51
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 10 34
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 3 14 56
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 4 1 1 16 34
Stable and Extremely Unequal 0 0 0 4 0 0 7 8
Stable and extremely unequal 0 0 0 5 1 3 12 19
Vector copulas 0 0 0 38 1 1 11 67
Total Working Papers 0 3 8 1,261 118 159 913 5,307
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 1 12 92
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 54 1 2 16 186
Ambiguïté, identification partielle et politique environnementale 0 0 0 1 0 0 9 21
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 0 1 8 11
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 10 32
Dilation bootstrap 0 0 0 13 0 1 12 102
Dual theory of choice with multivariate risks 0 0 0 15 0 1 10 94
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 1 18 70
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 9 161
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 1 1 1 0 1 13 37
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 0 0 0 4 0 0 15 78
Introduction 0 0 0 33 0 2 9 145
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 14 0 0 11 82
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 1 2 16 149
Partial identification of finite mixtures in econometric models 0 0 0 5 1 1 9 60
Robust Automatic Bandwidth for Long Memory 0 0 0 2 0 0 8 14
Set Identification in Models with Multiple Equilibria 0 0 0 43 0 0 11 169
Set coverage and robust policy 0 0 0 16 0 0 11 69
Set inference in latent variables models 0 0 0 0 0 3 11 49
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 1 3 27 0 1 20 135
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 1 6 0 0 12 63
Total Journal Articles 0 2 5 324 3 17 250 1,819
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 4
Total Chapters 0 0 0 0 0 0 1 4

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