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 1 2 3 13
Ambiguity, No Arbitrage, Coherence and Artificial Financial Markets 0 0 0 0 0 1 2 178
An Analysis of Housing Expenditure Using Semiparametric Cross-Section Models 0 0 0 4 1 1 1 27
An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data 0 0 0 8 1 2 3 42
Backtesting for Risk-Based Regulatory Capital 0 0 0 51 0 2 2 100
Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse 0 0 0 3 0 0 1 34
Common Factors in International Bond Returns 0 0 0 24 0 1 5 158
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031) 0 0 0 14 0 0 2 63
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 2 1 1 2 44
Environmental Kuznets Curves for CO2: Heterogeneity Versus Homogeneity 0 0 0 18 3 5 7 67
Estimating Risk Attitudes Using Lotteries; A Large Sample Approach 0 0 0 28 1 3 4 120
Estimation of a censored regression panel data model using conditional moment restrictions efficiently 0 0 0 8 0 1 1 38
Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information 0 0 0 20 0 1 2 47
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 0 0 4 65
Grazing the Commons: Global Carbon Emissions Forever? 0 0 0 3 0 0 2 34
Intratemporal uncertainty in the multi-good life cycle consumption model: Motivation and application 0 0 0 0 2 2 3 7
Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk 0 0 0 23 0 1 1 78
MAXIMUM SCORE ESTIMATION IN THE ORDRED RESPONSE MODEL 0 0 0 0 1 1 1 283
Maximum score estimation in the ordered response model 0 0 0 6 0 0 0 22
Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison 0 0 0 2 1 2 3 31
Model Risk and Regulatory Capital 0 0 0 7 0 0 0 30
Multi-period CAPM with Heterogeneous Agents 0 0 0 147 0 0 0 387
Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring 1 1 1 6 2 2 2 43
Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse 0 0 0 1 2 3 3 40
Nonparametric Modeling of the Anchoring Effect in an Unfolding Bracket Design 0 0 0 6 0 1 1 34
On the Pricing of Options in Incomplete Markets 0 0 0 6 0 0 0 24
Parametric and Semi-parametric Modelling of Vocation Expenditures 0 0 0 0 3 3 4 235
Parametric and semi-parametric modelling of vacation expenditures 0 0 0 5 1 1 2 20
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities 0 0 2 109 0 2 8 240
Semi-Parametric Estimation on the Sample Selection Model 0 0 0 0 0 0 2 239
Semi-parametric Models for Satisfaction with Income 0 0 0 3 2 2 2 48
Semi-parametric estimation of the sample selection model 0 0 0 13 0 2 2 48
Semi-parametric models for satisfaction with income 0 0 0 174 1 2 3 614
Semiparametric estimation of equivalence scales using subjective information 0 0 0 2 0 0 1 22
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 1 2 3 4 23
Testing Affine Term Structure Models in Case of Transaction Costs 0 0 0 85 0 0 2 335
Testing Expected Shortfall Models for Derivative Positions 0 0 0 6 0 0 2 34
Testing for Mean-Coherent Regular Risk Spanning 0 0 0 1 0 0 0 20
Testing the Predicitive Value of Subjective Labour Supply Data 0 0 0 3 1 1 2 31
The Econometric Analysis of Microscopic Simulation Models 0 0 0 8 0 1 4 66
The Non- and Semiparametric Analysis of MS Models: Some Applications 0 0 0 2 3 3 4 67
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 6 1 3 6 42
The problem of not observing small expenditures in a consumer expenditure survey 0 0 0 1 1 1 2 36
Tractable Counterparts of Distributionally Robust Constraints on Risk Measures 0 0 0 36 0 0 1 85
Total Working Papers 1 1 3 848 31 56 106 4,214

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 0 53
An analysis of housing expenditure using semiparametric cross-section models 0 0 0 135 0 1 3 626
An analysis of housing expenditure using semiparametric models and panel data 0 0 1 133 2 3 6 326
Backtesting for risk-based regulatory capital 0 0 0 295 0 3 7 665
Bounding quantiles in sample selection models 0 0 0 15 0 0 0 52
Common factors in international bond returns 0 0 3 73 3 4 16 215
Consumption, leisure and earnings-related liquidity constraints: A note 0 0 0 25 1 3 6 106
Contracting out refuse collection 0 0 0 63 3 4 6 223
Estimating Risk Attitudes Using Lotteries: A Large Sample Approach 0 0 0 239 2 4 6 659
Estimating the term structure of mortality 0 0 0 27 0 1 1 108
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 2 2 2 411
Life cycle consumption models with uncertainty within periods 0 0 0 9 0 0 1 42
Longevity risk in portfolios of pension annuities 0 0 1 94 0 2 5 286
Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-good Life-Cycle Model 0 0 0 32 3 4 5 168
Parametric and Semi-parametric Modelling of Vacation Expenditures 0 0 0 224 1 3 4 578
Testing affine term structure models in case of transaction costs 0 0 0 20 1 1 6 119
Testing the predictive value of subjective labour supply data 0 0 0 38 1 2 3 348
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions 0 0 0 36 0 1 4 130
The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey 0 0 0 6 0 2 4 124
The effects of liquidity constraints on consumption Estimation from household panel data 0 0 0 18 1 2 5 72
Total Journal Articles 0 0 6 1,693 20 42 95 5,578

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Statistics updated 2025-12-06