Details about Marc Henry
Access statistics for papers by Marc Henry.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: phe339
Jump to Journal Articles Chapters
Working Papers
2024
- Finite Sample Inference in Incomplete Models
Papers, arXiv.org View citations (1)
- Lorenz map, inequality ordering and curves based on multidimensional rearrangements
Papers, arXiv.org View citations (2)
- Occupational segregation in a Roy model with composition preferences
Papers, arXiv.org
2023
- Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
Papers, arXiv.org View citations (1)
- Stable and extremely unequal
Papers, arXiv.org View citations (5)
Also in SciencePo Working papers Main, HAL (2021)
2021
- A test of non-identifying restrictions and confidence regions for partially identified parameters
Papers, arXiv.org 
See also Journal Article A test of non-identifying restrictions and confidence regions for partially identified parameters, Journal of Econometrics, Elsevier (2009) View citations (57) (2009)
- Comonotonic measures of multivariate risks
Papers, arXiv.org 
Also in Post-Print, HAL (2012) View citations (48) Working Papers, HAL (2009) View citations (5) SciencePo Working papers Main, HAL (2012) View citations (14)
- Dilation bootstrap
Papers, arXiv.org 
See also Journal Article Dilation bootstrap, Journal of Econometrics, Elsevier (2013) View citations (3) (2013)
- Dual theory of choice with multivariate risks
Papers, arXiv.org 
See also Journal Article Dual theory of choice with multivariate risks, Journal of Economic Theory, Elsevier (2012) View citations (24) (2012)
- Entropy methods for identifying hedonic models
Papers, arXiv.org 
Also in Post-Print, HAL (2014) View citations (5) Working Papers, Maastricht School of Management (2014) View citations (6) SciencePo Working papers Main, HAL (2014)  LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER) (2014) View citations (5) IZA Discussion Papers, Institute of Labor Economics (IZA) (2014) View citations (6)
- Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
Post-Print, HAL View citations (4)
Also in SciencePo Working papers Main, HAL (2021) View citations (4) Papers, arXiv.org (2021) View citations (9)
See also Journal Article Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Journal of Political Economy, University of Chicago Press (2021) View citations (8) (2021)
- Inference in Incomplete Models
Papers, arXiv.org
- Inference on two component mixtures under tail restrictions
Papers, arXiv.org 
Also in Post-Print, HAL (2017) View citations (1) SciencePo Working papers Main, HAL (2017) View citations (1)
See also Journal Article INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS, Econometric Theory, Cambridge University Press (2017) View citations (4) (2017)
- Local Utility and Multivariate Risk Aversion
Papers, arXiv.org 
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012)  CIRANO Working Papers, CIRANO (2012)
- Optimal transportation and the falsifiability of incompletely specified economic models
Papers, arXiv.org 
Also in Post-Print, HAL (2010) View citations (14)
See also Journal Article Optimal transportation and the falsifiability of incompletely specified economic models, Economic Theory, Springer (2010) View citations (19) (2010)
- Set Identification in Models with Multiple Equilibria
Papers, arXiv.org 
Also in Post-Print, HAL (2011) View citations (91)
See also Journal Article Set Identification in Models with Multiple Equilibria, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (123) (2011)
- Set coverage and robust policy
Papers, arXiv.org 
Also in CIRANO Working Papers, CIRANO (2011) View citations (1) CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) View citations (1)
See also Journal Article Set coverage and robust policy, Economics Letters, Elsevier (2012) View citations (7) (2012)
- Vector copulas
Papers, arXiv.org
2020
- Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice
Working Papers, Human Capital and Economic Opportunity Working Group View citations (1)
2019
- Sharp bounds and testability of a Roy model of STEM major choices
Papers, arXiv.org View citations (6)
Also in Working Papers, University of Toronto, Department of Economics (2018) View citations (6) Working Papers, Human Capital and Economic Opportunity Working Group (2018) View citations (6)
See also Journal Article Sharp Bounds and Testability of a Roy Model of STEM Major Choices, Journal of Political Economy, University of Chicago Press (2020) View citations (23) (2020)
- Single market non-parametric identification of multi-attribute hedonic equilibrium models
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
Also in Working Papers, HAL (2018) View citations (4) SciencePo Working papers Main, HAL (2018)
2017
- Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
SciencePo Working papers Main, HAL View citations (8)
Also in Working Papers, HAL (2015)  SciencePo Working papers Main, HAL (2015)  Post-Print, HAL (2017) View citations (33) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1) Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (1) Papers, arXiv.org (2015)
2015
- Combinatorial approach to inference in partially identified incomplete structural models
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
See also Journal Article Combinatorial approach to inference in partially identified incomplete structural models, Quantitative Economics, Econometric Society (2015) View citations (5) (2015)
2014
- Inference on Mixtures Under Tail Restrictions
Working Papers, HAL View citations (6)
Also in SciencePo Working papers, HAL (2014) View citations (1) SciencePo Working papers Main, HAL (2014) View citations (1)
- Sharp Bounds in the Binary Roy Model
Working Papers, University of Toronto, Department of Economics View citations (4)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) View citations (2) CIRANO Working Papers, CIRANO (2012) View citations (4)
2013
- Ambiguïté, identification partielle et politique environnementale
Post-Print, HAL 
Also in SciencePo Working papers Main, HAL (2013)  CIRANO Working Papers, CIRANO (2012) 
See also Journal Article Ambiguïté, identification partielle et politique environnementale, Revue économique, Presses de Sciences-Po (2013) (2013)
- Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models
Post-Print, HAL View citations (1)
Also in SciencePo Working papers Main, HAL (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)
- Dual theory of choice under multivariate risks
SciencePo Working papers Main, HAL View citations (6)
Also in Post-Print, HAL (2012) View citations (20)
- Local Utility and Risk Aversion
Post-Print, HAL
2011
- Euclidean Revealed Preferences: Testing the Spatial Voting Model
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 EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (8) (2013)
- Set Inference in Latent Variables Models
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo 
See also Journal Article Set inference in latent variables models, Econometrics Journal, Royal Economic Society (2013) (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 (23)
- 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 Higher-order kernel semiparametric M-estimation of long memory, Journal of Econometrics, Elsevier (2003) View citations (16) (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 (77)
Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) View citations (19)
See also Journal Article LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS, Econometric Theory, Cambridge University Press (1999) View citations (103) (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 View citations (3)
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
2021
- Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
Journal of Political Economy, 2021, 129, (3), 842 - 870 View citations (8)
See also Working Paper Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Post-Print (2021) View citations (4) (2021)
2020
- Sharp Bounds and Testability of a Roy Model of STEM Major Choices
Journal of Political Economy, 2020, 128, (8), 3220 - 3283 View citations (23)
See also Working Paper Sharp bounds and testability of a Roy model of STEM major choices, Papers (2019) View citations (6) (2019)
2017
- INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
Econometric Theory, 2017, 33, (3), 610-635 View citations (4)
See also Working Paper Inference on two component mixtures under tail restrictions, Papers (2021) (2021)
2015
- Combinatorial approach to inference in partially identified incomplete structural models
Quantitative Economics, 2015, 6, (2), 499-529 View citations (5)
See also Working Paper Combinatorial approach to inference in partially identified incomplete structural models, LIDAM Reprints CORE (2015) View citations (9) (2015)
2014
- Partial identification of finite mixtures in econometric models
Quantitative Economics, 2014, 5, 123-144 View citations (29)
2013
- Ambiguïté, identification partielle et politique environnementale
Revue économique, 2013, 64, (4), 603-613 
See also Working Paper Ambiguïté, identification partielle et politique environnementale, Post-Print (2013) (2013)
- Dilation bootstrap
Journal of Econometrics, 2013, 177, (1), 109-115 View citations (3)
See also Working Paper Dilation bootstrap, Papers (2021) (2021)
- EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL
Journal of Applied Econometrics, 2013, 28, (4), 650-666 View citations (8)
See also Working Paper Euclidean Revealed Preferences: Testing the Spatial Voting Model, CIRANO Working Papers (2011) View citations (1) (2011)
- Set inference in latent variables models
Econometrics Journal, 2013, 16, (1), S93-S105
See also Working Paper Set Inference in Latent Variables Models, CIRJE F-Series (2011) (2011)
2012
- Dual theory of choice with multivariate risks
Journal of Economic Theory, 2012, 147, (4), 1501-1516 View citations (24)
See also Working Paper Dual theory of choice with multivariate risks, Papers (2021) (2021)
- Set coverage and robust policy
Economics Letters, 2012, 115, (2), 256-257 View citations (7)
See also Working Paper Set coverage and robust policy, Papers (2021) (2021)
2011
- Set Identification in Models with Multiple Equilibria
The Review of Economic Studies, 2011, 78, (4), 1264-1298 View citations (123)
See also Working Paper Set Identification in Models with Multiple Equilibria, Papers (2021) (2021)
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 (19)
See also Working Paper Optimal transportation and the falsifiability of incompletely specified economic models, Papers (2021) (2021)
2009
- A test of non-identifying restrictions and confidence regions for partially identified parameters
Journal of Econometrics, 2009, 152, (2), 186-196 View citations (57)
See also Working Paper A test of non-identifying restrictions and confidence regions for partially identified parameters, Papers (2021) (2021)
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 (16)
See also Working Paper Higher-Order Kernel Semiparametric M-Estimation of Long Memory, STICERD - Econometrics Paper Series (2002) (2002)
- État de la connaissance scientifique et mobilisation du principe de précaution
Revue économique, 2003, 54, (6), 1277-1290
2001
- Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity
Journal of Time Series Analysis, 2001, 22, (4), 431-459 View citations (4)
- Robust Automatic Bandwidth for Long Memory
Journal of Time Series Analysis, 2001, 22, (3), 293-316 View citations (38)
1999
- LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
Econometric Theory, 1999, 15, (3), 299-336 View citations (103)
See also Working Paper Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels, LSE Research Online Documents on Economics (1999) View citations (77) (1999)
Chapters
2007
- Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
Springer View citations (3)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|