Access Statistics for Marc Henry

Author contact details at EconPapers.

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 0 0
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 0 3 32
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 0 3 25
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 1 1 3 28
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 5 143 0 0 10 606
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 1 34 1 2 5 78
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 0 6
Comonotonic measures of multivariate risks 0 0 0 0 1 1 3 27
Comonotonic measures of multivariate risks 0 0 0 0 0 1 1 1
Comonotonic measures of multivariate risks 0 0 1 10 1 1 5 41
Comonotonic measures of multivariates risks 0 0 0 37 0 0 1 76
Dilation bootstrap 0 0 0 0 1 1 1 1
Dual theory of choice under multivariate risks 0 0 0 1 1 1 4 21
Dual theory of choice under multivariate risks 0 0 0 34 2 5 7 66
Dual theory of choice with multivariate risks 1 1 1 1 1 1 1 1
Entropy Methods for Identifying Hedonic Models 0 0 0 0 0 1 1 1
Entropy Methods for Identifying Hedonic Models 0 0 2 14 2 3 5 52
Entropy Methods for Identifying Hedonic Models 0 0 0 5 0 1 2 33
Entropy methods for identifying hedonic models 0 1 1 1 0 0 0 0
Entropy methods for identifying hedonic models 0 0 0 21 2 3 5 56
Entropy methods for identifying hedonic models 0 0 0 3 1 2 2 41
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 35 0 0 1 65
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 1 3 66
Formalization and Applications of the Precuationary Principle 0 0 0 128 0 0 3 461
Formalization and applications of the Precautionary Principle 0 0 2 75 0 1 5 203
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 0 0 2 16
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 2 0 0 4 22
Identification of hedonic equilibrium and nonseparable simultaneous equations 1 1 8 18 3 3 22 44
Identifying Finite Mixtures in Econometric Models 0 0 0 38 0 0 6 153
Inference in Incomplete Models 15 15 15 15 2 3 3 3
Inference on Mixtures Under Tail Restrictions 0 0 0 17 1 1 16 94
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 1 15 37
Inference on Mixtures Under Tail Restrictions 0 0 1 21 1 3 27 77
Inference on two component mixtures under tail restrictions 2 10 10 10 2 4 4 4
Local Utility and Multivariate Risk Aversion 0 0 0 17 1 2 4 77
Local Utility and Multivariate Risk Aversion 0 1 1 19 1 4 8 62
Local Utility and Multivariate Risk Aversion 0 1 1 1 2 4 4 4
Local Utility and Risk Aversion 0 0 1 4 0 1 4 33
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 1 0 2 3 14
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 0 1 1 30
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 5 0 2 4 35
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 2 39 0 2 10 93
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 1 1 0 1 7 36
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 0 6 37
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 0 0 0 0 0
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 8 0 1 8 48
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 5 2 3 9 57
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 0 0 2 84
Occupational segregation in a Roy model with composition preferences 0 0 0 0 0 2 3 3
Optimal transportation and the falsifiability of incompletely specified economic models 0 1 1 1 0 1 1 1
Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice 0 0 12 12 2 2 30 30
Revealing gender-specific costs of STEM in an extended Roy model of major choice 1 1 1 1 2 4 13 13
SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES 0 0 2 19 1 2 11 38
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 0 0 0 19
Set Coverage and Robust Policy 0 0 0 9 0 0 3 38
Set Coverage and Robust Policy 0 0 0 21 1 1 1 49
Set Identification in Models with Multiple Equilibria 4 4 4 4 1 2 2 2
Set Inference in Latent Variables Models 0 0 0 28 0 0 4 52
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 0 0 1 10 0 0 10 46
Sharp Bounds in the Binary Roy Model 1 1 1 11 1 1 3 48
Sharp Bounds in the Binary Roy Model 0 0 0 24 0 0 3 83
Sharp Bounds in the Binary Roy Model 0 0 0 20 0 1 3 104
Sharp bounds and testability of a Roy model of STEM major choices 1 1 2 34 1 2 8 34
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 0 1 21
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 2 2 3 32
Single market non-parametric identification of multi-attribute hedonic equilibrium models 0 0 0 0 0 2 5 6
Vector copulas and vector Sklar theorem 0 1 23 23 1 7 16 16
Total Working Papers 26 39 100 1,106 41 93 363 3,682


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 0 2 71
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 1 1 52 0 1 2 158
Ambiguïté, identification partielle et politique environnementale 1 1 1 1 1 1 3 9
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity 0 0 0 0 0 0 0 0
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 3 18
Dilation bootstrap 0 1 1 12 0 2 9 73
Dual theory of choice with multivariate risks 0 0 0 14 0 2 6 72
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 1 4 45
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 3 147
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS 0 0 0 0 0 1 2 19
Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations 1 1 1 1 6 6 6 6
Introduction 0 0 0 33 0 2 7 124
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 1 13 1 2 5 63
Local Utility and Multivariate Risk Aversion 0 0 0 0 1 1 4 20
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 38 0 1 7 123
Partial identification of finite mixtures in econometric models 0 0 0 5 1 1 2 43
Robust Automatic Bandwidth for Long Memory 0 0 1 1 0 1 2 2
Set Identification in Models with Multiple Equilibria 0 1 4 34 3 4 14 102
Set coverage and robust policy 0 0 1 13 0 0 1 49
Set inference in latent variables models 0 0 0 0 1 2 6 33
Sharp Bounds and Testability of a Roy Model of STEM Major Choices 1 3 8 8 7 11 32 32
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 0 5 0 0 0 49
Total Journal Articles 3 8 19 282 21 39 120 1,258


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 0 0
Total Chapters 0 0 0 0 0 0 0 0


Statistics updated 2021-04-06