Access Statistics for Bertrand Melenberg

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 method to construct moments in the multi-good life cycle consumption model 0 0 0 1 0 0 9 20
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 0 0 9 186
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 1 1 5 31
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 0 0 8 48
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 0 1 8 106
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 0 0 8 42
Common Factors in International Bond Returns 0 0 0 24 0 0 10 167
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 0 0 5 68
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 1 1 8 51
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 0 18 0 0 12 74
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 0 1 12 129
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 0 1 8 45
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 1 2 8 54
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 0 0 7 72
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 0 0 5 39
Intratemporal uncertainty in the multi-good life cycle consumption model: Motivation and application 0 0 0 0 0 1 3 8
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk 0 0 0 23 0 0 5 82
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 0 2 9 291
Maximum score estimation in the ordered response model 0 0 0 6 0 0 8 30
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 0 0 12 41
Model Risk and Regulatory Capital 0 0 0 7 0 0 5 35
Multi-period CAPM with Heterogeneous Agents 0 0 0 147 0 0 11 398
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 0 0 1 6 1 2 12 53
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 1 1 8 45
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 0 2 35
On the Pricing of Options in Incomplete Markets 0 0 0 6 1 1 8 32
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 0 0 10 242
Parametric and semi-parametric modelling of vacation expenditures 0 0 0 5 1 1 6 25
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 0 0 2 111 1 1 18 256
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 0 0 5 244
Semi-parametric Models for Satisfaction with Income 0 0 0 3 1 1 11 57
Semi-parametric estimation of the sample selection model 0 0 0 13 0 1 10 56
Semi-parametric models for satisfaction with income 0 0 0 174 1 1 11 623
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 0 0 4 26
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 0 0 9 29
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 1 1 13 348
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 2 3 6 40
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 0 0 6 26
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 0 0 6 36
The Econometric Analysis of Microscopic Simulation Models 0 0 0 8 0 0 11 76
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 0 0 12 76
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 0 0 7 46
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 0 1 8 43
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 0 2 10 95
Total Working Papers 0 0 3 850 13 26 368 4,526

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets 0 0 0 16 0 0 7 60
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 0 1 11 636
An analysis of housing expenditure using semiparametric models and panel data 0 0 0 133 0 0 11 334
Backtesting for risk-based regulatory capital 0 0 0 295 1 2 8 670
Bounding quantiles in sample selection models 0 0 0 15 0 1 3 55
Common factors in international bond returns 0 0 2 75 0 1 19 230
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 0 0 9 112
Contracting out refuse collection 0 0 0 63 0 2 59 278
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 0 239 0 1 13 668
Estimating the term structure of mortality 0 0 0 27 0 1 8 115
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 65 0 1 6 273
Introduction: application of semiparametric methods for micro-data 0 0 0 130 0 0 7 416
Life cycle consumption models with uncertainty within periods 0 0 0 9 0 0 4 46
Longevity risk in portfolios of pension annuities 0 1 6 100 2 4 25 309
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 0 0 10 174
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 0 224 1 1 8 583
Testing affine term structure models in case of transaction costs 0 0 0 20 0 1 13 131
Testing the predictive value of subjective labour supply data 0 0 0 38 1 1 7 353
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 1 37 0 1 13 142
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 2 3 14 136
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 0 0 10 80
Total Journal Articles 0 1 9 1,702 7 21 265 5,801

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Statistics updated 2026-09-10