Details about Marc Henry
Access statistics for papers by Marc Henry.
Last updated 2016-12-05. Update your information in the RePEc Author Service.
Short-id: phe339
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Working Papers
2015
- Inference on Mixtures Under Tail Restrictions
Sciences Po publications, Sciences Po View citations (2)
Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) View citations (1) Working Papers, HAL (2014) View citations (2)
- Monge-Kantorovich Depth, Quantiles, Ranks and Signs
Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (9) Sciences Po publications, Sciences Po (2015) View citations (1) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
2014
- Entropy Methods for Identifying Hedonic Models
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
Also in Working Papers, Maastricht School of Management (2014)  LISER Working Paper Series, LISER (2014)  Sciences Po publications, Sciences Po (2014)
- Sharp Bounds in the Binary Roy Model
Working Papers, University of Toronto, Department of Economics View citations (1)
Also in CIRANO Working Papers, CIRANO (2012) View citations (4) CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) View citations (1)
- Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
Sciences Po publications, Sciences Po View citations (4)
Also in Working Papers, HAL (2014) View citations (4)
2013
- Ambiguïté, identification partielle et politique environnementale
Sciences Po publications, Sciences Po 
Also in CIRANO Working Papers, CIRANO (2012) 
See also Journal Article in Revue économique (2013)
- Identifying Finite Mixtures in Econometric Models
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
- NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES
Working Papers, University of Toronto, Department of Economics
2012
- Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
- Comonotonic measures of multivariate risks
Sciences Po publications, Sciences Po View citations (29)
Also in Working Papers, HAL (2009) View citations (5)
- Dual theory of choice under multivariate risks
Sciences Po publications, Sciences Po View citations (9)
- Local Utility and Multivariate Risk Aversion
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo 
Also in CIRANO Working Papers, CIRANO (2012)
- Local Utility and Risk Aversion
Sciences Po publications, Sciences Po
2011
- Euclidean Revealed Preferences: Testing the Spatial Voting Model
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
Also in CIRANO Working Papers, CIRANO (2011) View citations (1)
See also Journal Article in Journal of Applied Econometrics (2013)
- Set Coverage and Robust Policy
CIRANO Working Papers, CIRANO View citations (1)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) View citations (1)
See also Journal Article in Economics Letters (2012)
- Set Inference in Latent Variables Models
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo 
See also Journal Article in Econometrics Journal (2013)
2002
- Formalization and Applications of the Precuationary Principle
LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (8)
Also in Working Papers, HAL (2002) View citations (17)
- Higher-Order Kernel Semiparametric M-Estimation of Long Memory
STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) 
See also Journal Article in Journal of Econometrics (2003)
1999
- Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (71)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) View citations (4)
See also Journal Article in Econometric Theory (1999)
1998
- 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
1997
- An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility
FMG Discussion Papers, Financial Markets Group View citations (7)
- Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity
Working Papers, Center for Research in Economics and Statistics
Journal Articles
2015
- Combinatorial approach to inference in partially identified incomplete structural models
Quantitative Economics, 2015, 6, (2), 499-529 View citations (4)
2014
- Partial identification of finite mixtures in econometric models
Quantitative Economics, 2014, 5, 123-144 View citations (15)
2013
- Ambiguïté, identification partielle et politique environnementale
Revue économique, 2013, 64, (4), 603-613 
See also Working Paper (2013)
- Dilation bootstrap
Journal of Econometrics, 2013, 177, (1), 109-115 View citations (3)
- EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL
Journal of Applied Econometrics, 2013, 28, (4), 650-666 View citations (5)
See also Working Paper (2011)
- Set inference in latent variables models
Econometrics Journal, 2013, 16, (1), S93-S105
See also Working Paper (2011)
2012
- Dual theory of choice with multivariate risks
Journal of Economic Theory, 2012, 147, (4), 1501-1516 View citations (13)
- Set coverage and robust policy
Economics Letters, 2012, 115, (2), 256-257 View citations (4)
See also Working Paper (2011)
2011
- Set Identification in Models with Multiple Equilibria
Review of Economic Studies, 2011, 78, (4), 1264-1298 View citations (50)
2010
- Introduction
Economic Theory, 2010, 42, (2), 271-273
- Optimal transportation and the falsifiability of incompletely specified economic models
Economic Theory, 2010, 42, (2), 355-374 View citations (12)
2009
- A test of non-identifying restrictions and confidence regions for partially identified parameters
Journal of Econometrics, 2009, 152, (2), 186-196 View citations (41)
2007
- A representation of decision by analogy
Journal of Mathematical Economics, 2007, 43, (7-8), 771-794
2003
- Higher-order kernel semiparametric M-estimation of long memory
Journal of Econometrics, 2003, 114, (1), 1-27 View citations (14)
See also Working Paper (2002)
- État de la connaissance scientifique et mobilisation du principe de précaution
Revue économique, 2003, 54, (6), 1277-1290
1999
- LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
Econometric Theory, 1999, 15, (3), 299-336 View citations (91)
See also Working Paper (1999)
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