Details about Marc Henry

Access statistics for papers by Marc Henry.

Last updated 2012-07-23. Update your information in the RePEc Author Service.

Short-id: phe339

Working Papers

2013

1. Identifying Finite Mixtures in Econometric Models
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
   Also in Discussion Papers, Columbia University, Department of Economics (2010)

2012

2. Ambiguïté, identification partielle et politique environnementale
   CIRANO Working Papers, CIRANO
3. Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
4. Comonotonic Measures of Multivariate Risks
   Open Access publications from Université Paris-Dauphine, Université Paris-Dauphine View citations (5)
   Also in Working Papers, HAL (2009) View citations (4)
5. Local Utility and Multivariate Risk Aversion
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
   Also in CIRANO Working Papers, CIRANO (2012)
6. Sharp Bounds in the Binary Roy Model
   CIRANO Working Papers, CIRANO
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012)

2011

7. Euclidean Revealed Preferences: Testing the Spatial Voting Model
   CIRANO Working Papers, CIRANO
   Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) View citations (1)
8. Set Coverage and Robust Policy
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
   Also in CIRANO Working Papers, CIRANO (2011) View citations (1)
9. Set Inference in Latent Variables Models
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)

2006

10. Inference in Incomplete Models
    Discussion Papers, Columbia University, Department of Economics View citations (2)

2002

11. Estimating ambiguity
    Discussion Papers, Columbia University, Department of Economics
12. Formalization and Applications of the Precuationary Principle
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (6)
    Also in Working Papers, HAL (2002) View citations (8)
13. Formalization and applications of the precautionary principles
    Discussion Papers, Columbia University, Department of Economics
14. Higher-Order Kernel Semiparametric M-Estimation of Long Memory
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (1)
    See also Journal Article in Journal of Econometrics (2003)
15. Nonparametric specification analysis of dynamic parametric models
    Discussion Papers, Columbia University, Department of Economics
16. The long range dependence paradigm for macroeconomics and finance
    Discussion Papers, Columbia University, Department of Economics

1999

17. Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
    Open Access publications from London School of Economics and Political Science, London School of Economics and Political Science View citations (18)
    See also Journal Article in Econometric Theory (1999)

1998

18. Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (8)

1997

19. An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility
    FMG Discussion Papers, Financial Markets Group View citations (9)
20. Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity
    Working Papers, Centre de Recherche en Economie et Statistique

Journal Articles

2010

1. Introduction
   Economic Theory, 2010, 42, (2), 271-273 View citations (1)
2. Optimal transportation and the falsifiability of incompletely specified economic models
   Economic Theory, 2010, 42, (2), 355-374 View citations (8)

2009

3. A test of non-identifying restrictions and confidence regions for partially identified parameters
   Journal of Econometrics, 2009, 152, (2), 186-196 View citations (19)

2007

4. A representation of decision by analogy
   Journal of Mathematical Economics, 2007, 43, (7-8), 771-794

2003

5. Higher-order kernel semiparametric M-estimation of long memory
   Journal of Econometrics, 2003, 114, (1), 1-27 View citations (8)
   See also Working Paper (2002)
6. État de la connaissance scientifique et mobilisation du principe de précaution
   Revue économique, 2003, 54, (6), 1277-1290

1999

7. LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
   Econometric Theory, 1999, 15, (03), 299-336 View citations (40)
   See also Working Paper (1999)