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 3 5 15
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 1 4 6 182
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 1 2 2 28
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 3 6 8 47
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 3 3 5 103
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 5 6 7 40
Common Factors in International Bond Returns 0 0 0 24 4 6 7 164
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 3 3 5 66
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 2 5 6 48
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 0 18 4 7 11 71
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 1 4 7 123
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 3 5 6 43
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 3 3 5 50
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 2 5 8 70
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 1 2 4 36
Intratemporal uncertainty in the multi-good life cycle consumption model: Motivation and application 0 0 0 0 0 2 2 7
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk 0 0 0 23 1 1 2 79
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 3 5 5 287
Maximum score estimation in the ordered response model 0 0 0 6 3 4 4 26
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 4 5 6 35
Model Risk and Regulatory Capital 0 0 0 7 1 1 1 31
Multi-period CAPM with Heterogeneous Agents 0 0 0 147 3 6 6 393
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 0 1 1 6 6 8 8 49
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 1 4 5 42
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 0 1 34
On the Pricing of Options in Incomplete Markets 0 0 0 6 3 4 4 28
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 1 5 6 237
Parametric and semi-parametric modelling of vacation expenditures 0 0 0 5 3 4 5 23
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 0 0 2 109 2 2 9 242
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 2 3 4 242
Semi-parametric Models for Satisfaction with Income 0 0 0 3 4 8 8 54
Semi-parametric estimation of the sample selection model 0 0 0 13 2 2 4 50
Semi-parametric models for satisfaction with income 0 0 0 174 5 6 8 619
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 2 3 4 25
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 3 4 6 339
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 5 7 26
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 1 2 4 36
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 3 4 4 24
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 3 4 5 34
The Econometric Analysis of Microscopic Simulation Models 0 0 0 8 6 7 8 73
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 4 7 8 71
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 3 8 44
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 1 2 3 37
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 4 5 6 90
Total Working Papers 0 1 3 848 110 180 243 4,363

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 3 3 3 56
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 5 7 10 633
An analysis of housing expenditure using semiparametric models and panel data 0 0 1 133 2 10 14 334
Backtesting for risk-based regulatory capital 0 0 0 295 0 0 6 665
Bounding quantiles in sample selection models 0 0 0 15 0 1 1 53
Common factors in international bond returns 0 0 2 73 9 13 22 225
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 2 4 9 109
Contracting out refuse collection 0 0 0 63 30 52 55 272
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 0 239 2 6 9 663
Estimating the term structure of mortality 0 0 0 27 0 2 3 110
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 1 65 0 0 5 267
Introduction: application of semiparametric methods for micro-data 0 0 0 130 1 4 4 413
Life cycle consumption models with uncertainty within periods 0 0 0 9 2 2 3 44
Longevity risk in portfolios of pension annuities 0 0 1 94 4 4 9 290
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 2 8 10 173
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 0 224 2 4 7 581
Testing affine term structure models in case of transaction costs 0 0 0 20 5 6 11 124
Testing the predictive value of subjective labour supply data 0 0 0 38 1 3 5 350
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 1 1 1 37 5 6 10 136
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 5 9 12 133
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 2 6 9 77
Total Journal Articles 1 1 6 1,694 82 150 217 5,708

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Statistics updated 2026-02-12