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
Ambiguïté, identification partielle et politique environnementale 0 0 0 17 0 1 2 26
Ambiguïté, identification partielle et politique environnementale 0 0 0 8 0 1 1 22
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 1 5 16
An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility 0 0 1 137 0 0 1 590
Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models 0 0 0 33 0 0 2 70
Comonotonic measures of multivariate risks 0 0 0 0 0 1 3 14
Comonotonic measures of multivariate risks 0 0 0 9 0 1 3 27
Comonotonic measures of multivariates risks 0 0 0 37 0 2 3 70
Dual theory of choice under multivariate risks 0 0 0 1 0 0 1 12
Dual theory of choice under multivariate risks 0 0 0 34 0 0 3 47
Entropy Methods for Identifying Hedonic Models 0 0 0 5 0 1 3 20
Entropy Methods for Identifying Hedonic Models 0 0 1 12 0 0 2 41
Entropy methods for identifying hedonic models 0 0 0 21 0 0 4 44
Entropy methods for identifying hedonic models 0 0 0 3 0 1 3 33
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 35 0 1 2 59
Euclidean Revealed Preferences: Testing the Spatial Voting Model 0 0 0 37 0 1 3 58
Formalization and Applications of the Precuationary Principle 0 0 0 127 0 0 2 451
Formalization and applications of the Precautionary Principle 0 0 1 73 0 0 2 193
Higher-Order Kernel Semiparametric M-Estimation of Long Memory 0 0 0 1 0 0 1 7
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 2 0 0 0 14
Identifying Finite Mixtures in Econometric Models 0 0 0 37 1 1 2 136
Inference on Mixtures Under Tail Restrictions 0 0 0 0 0 1 3 17
Inference on Mixtures Under Tail Restrictions 0 0 0 20 0 0 3 24
Inference on Mixtures Under Tail Restrictions 0 0 2 16 1 2 9 63
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 3 69
Local Utility and Multivariate Risk Aversion 0 1 1 18 0 1 2 49
Local Utility and Risk Aversion 0 0 0 1 0 1 5 19
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 1 0 0 1 6
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels 0 0 0 2 0 1 5 26
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels 0 0 0 4 0 1 3 25
Monge-Kantorovich Depth, Quantiles, Ranks and Signs 0 0 0 37 0 1 7 67
Monge-Kantorovich Depth, Quantiles, Ranks, and Signs 0 0 0 1 0 1 6 18
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 1 5 0 2 7 33
Monge-Kantorovich depth, quantiles, ranks and signs 0 0 0 8 0 1 3 31
NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES 0 0 0 37 1 3 7 73
Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity 0 0 0 6 1 1 1 16
Set Coverage and Robust Policy 0 0 1 21 0 0 2 44
Set Coverage and Robust Policy 0 1 1 9 0 1 3 33
Set Inference in Latent Variables Models 0 0 0 28 0 0 3 44
Sharp Bounds in the Binary Roy Model 0 0 0 10 0 1 2 35
Sharp Bounds in the Binary Roy Model 0 0 0 24 0 0 0 79
Sharp Bounds in the Binary Roy Model 0 0 0 19 0 1 5 93
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 15 1 2 8 24
Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models 0 0 0 2 0 2 3 12
Total Working Papers 0 2 10 930 5 35 139 2,850


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 0 67
A test of non-identifying restrictions and confidence regions for partially identified parameters 0 0 0 51 0 1 2 150
Ambiguïté, identification partielle et politique environnementale 0 0 0 0 0 1 2 5
Combinatorial approach to inference in partially identified incomplete structural models 0 0 0 0 0 0 0 13
Dilation bootstrap 0 0 0 10 0 0 2 61
Dual theory of choice with multivariate risks 0 0 0 14 0 1 3 62
EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL 0 0 0 0 0 2 3 38
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 0 143
Introduction 0 0 0 33 0 1 2 110
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS 0 0 0 12 0 0 2 54
Optimal transportation and the falsifiability of incompletely specified economic models 0 0 0 37 0 1 4 110
Partial identification of finite mixtures in econometric models 0 0 0 5 0 0 1 39
Set Identification in Models with Multiple Equilibria 1 1 3 29 2 2 8 83
Set coverage and robust policy 0 0 0 11 0 1 2 44
Set inference in latent variables models 0 0 0 0 0 0 2 21
État de la connaissance scientifique et mobilisation du principe de précaution 0 0 0 4 0 1 3 42
Total Journal Articles 1 1 3 258 2 11 36 1,042


Statistics updated 2019-07-03