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Details about Marc Henry

Homepage:http://sites.google.com/site/mabhenry/
Workplace:Department of Economics, Pennsylvania State University, (more information at EDIRC)

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

  1. Inference on Mixtures Under Tail Restrictions
    Sciences Po publications, Sciences Po Downloads View citations (2)
    Also in Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics (2015) Downloads View citations (1)
    Working Papers, HAL (2014) Downloads View citations (2)
  2. Monge-Kantorovich Depth, Quantiles, Ranks and Signs
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (9)
    Sciences Po publications, Sciences Po (2015) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)

2014

  1. Entropy Methods for Identifying Hedonic Models
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    Also in Working Papers, Maastricht School of Management (2014) Downloads
    LISER Working Paper Series, LISER (2014) Downloads
    Sciences Po publications, Sciences Po (2014) Downloads
  2. Sharp Bounds in the Binary Roy Model
    Working Papers, University of Toronto, Department of Economics Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2012) Downloads View citations (4)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) Downloads View citations (1)
  3. Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models
    Sciences Po publications, Sciences Po Downloads View citations (4)
    Also in Working Papers, HAL (2014) Downloads View citations (4)

2013

  1. Ambiguïté, identification partielle et politique environnementale
    Sciences Po publications, Sciences Po Downloads
    Also in CIRANO Working Papers, CIRANO (2012) Downloads

    See also Journal Article in Revue économique (2013)
  2. Identifying Finite Mixtures in Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  3. NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES
    Working Papers, University of Toronto, Department of Economics Downloads

2012

  1. Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (6)
  2. Comonotonic measures of multivariate risks
    Sciences Po publications, Sciences Po Downloads View citations (29)
    Also in Working Papers, HAL (2009) Downloads View citations (5)
  3. Dual theory of choice under multivariate risks
    Sciences Po publications, Sciences Po Downloads View citations (9)
  4. Local Utility and Multivariate Risk Aversion
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CIRANO Working Papers, CIRANO (2012) Downloads
  5. Local Utility and Risk Aversion
    Sciences Po publications, Sciences Po Downloads

2011

  1. Euclidean Revealed Preferences: Testing the Spatial Voting Model
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2011) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2013)
  2. Set Coverage and Robust Policy
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) Downloads View citations (1)

    See also Journal Article in Economics Letters (2012)
  3. Set Inference in Latent Variables Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    See also Journal Article in Econometrics Journal (2013)

2002

  1. Formalization and Applications of the Precuationary Principle
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (8)
    Also in Working Papers, HAL (2002) Downloads View citations (17)
  2. Higher-Order Kernel Semiparametric M-Estimation of Long Memory
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2002) Downloads

    See also Journal Article in Journal of Econometrics (2003)

1999

  1. 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 Downloads View citations (71)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) Downloads View citations (4)

    See also Journal Article in Econometric Theory (1999)

1998

  1. 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 Downloads

1997

  1. An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility
    FMG Discussion Papers, Financial Markets Group Downloads View citations (7)
  2. Semiparametric Frequency Domain Estimation for Time Series with Conditional Heteroscedasticity
    Working Papers, Center for Research in Economics and Statistics Downloads

Journal Articles

2015

  1. Combinatorial approach to inference in partially identified incomplete structural models
    Quantitative Economics, 2015, 6, (2), 499-529 Downloads View citations (4)

2014

  1. Partial identification of finite mixtures in econometric models
    Quantitative Economics, 2014, 5, 123-144 Downloads View citations (15)

2013

  1. Ambiguïté, identification partielle et politique environnementale
    Revue économique, 2013, 64, (4), 603-613 Downloads
    See also Working Paper (2013)
  2. Dilation bootstrap
    Journal of Econometrics, 2013, 177, (1), 109-115 Downloads View citations (3)
  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)
  4. Set inference in latent variables models
    Econometrics Journal, 2013, 16, (1), S93-S105
    See also Working Paper (2011)

2012

  1. Dual theory of choice with multivariate risks
    Journal of Economic Theory, 2012, 147, (4), 1501-1516 Downloads View citations (13)
  2. Set coverage and robust policy
    Economics Letters, 2012, 115, (2), 256-257 Downloads View citations (4)
    See also Working Paper (2011)

2011

  1. Set Identification in Models with Multiple Equilibria
    Review of Economic Studies, 2011, 78, (4), 1264-1298 Downloads View citations (50)

2010

  1. Introduction
    Economic Theory, 2010, 42, (2), 271-273 Downloads
  2. Optimal transportation and the falsifiability of incompletely specified economic models
    Economic Theory, 2010, 42, (2), 355-374 Downloads View citations (12)

2009

  1. A test of non-identifying restrictions and confidence regions for partially identified parameters
    Journal of Econometrics, 2009, 152, (2), 186-196 Downloads View citations (41)

2007

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

2003

  1. Higher-order kernel semiparametric M-estimation of long memory
    Journal of Econometrics, 2003, 114, (1), 1-27 Downloads View citations (14)
    See also Working Paper (2002)
  2. État de la connaissance scientifique et mobilisation du principe de précaution
    Revue économique, 2003, 54, (6), 1277-1290 Downloads

1999

  1. LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
    Econometric Theory, 1999, 15, (3), 299-336 Downloads View citations (91)
    See also Working Paper (1999)
 
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