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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 2023-03-16. Update your information in the RePEc Author Service.

Short-id: phe339


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Working Papers

2024

  1. Finite Sample Inference in Incomplete Models
    Papers, arXiv.org Downloads View citations (1)
  2. Lorenz map, inequality ordering and curves based on multidimensional rearrangements
    Papers, arXiv.org Downloads View citations (2)
  3. Occupational segregation in a Roy model with composition preferences
    Papers, arXiv.org Downloads

2023

  1. Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice
    Papers, arXiv.org Downloads View citations (1)
  2. Stable and extremely unequal
    Papers, arXiv.org Downloads View citations (5)
    Also in SciencePo Working papers Main, HAL (2021) Downloads

2021

  1. A test of non-identifying restrictions and confidence regions for partially identified parameters
    Papers, arXiv.org Downloads
    See also Journal Article A test of non-identifying restrictions and confidence regions for partially identified parameters, Journal of Econometrics, Elsevier (2009) Downloads View citations (57) (2009)
  2. Comonotonic measures of multivariate risks
    Papers, arXiv.org Downloads
    Also in Post-Print, HAL (2012) Downloads View citations (48)
    Working Papers, HAL (2009) Downloads View citations (5)
    SciencePo Working papers Main, HAL (2012) Downloads View citations (14)
  3. Dilation bootstrap
    Papers, arXiv.org Downloads
    See also Journal Article Dilation bootstrap, Journal of Econometrics, Elsevier (2013) Downloads View citations (3) (2013)
  4. Dual theory of choice with multivariate risks
    Papers, arXiv.org Downloads
    See also Journal Article Dual theory of choice with multivariate risks, Journal of Economic Theory, Elsevier (2012) Downloads View citations (24) (2012)
  5. Entropy methods for identifying hedonic models
    Papers, arXiv.org Downloads
    Also in Post-Print, HAL (2014) Downloads View citations (5)
    Working Papers, Maastricht School of Management (2014) Downloads View citations (6)
    SciencePo Working papers Main, HAL (2014) Downloads
    LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER) (2014) Downloads View citations (5)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2014) Downloads View citations (6)
  6. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    Post-Print, HAL Downloads View citations (4)
    Also in SciencePo Working papers Main, HAL (2021) Downloads View citations (4)
    Papers, arXiv.org (2021) Downloads View citations (9)

    See also Journal Article Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Journal of Political Economy, University of Chicago Press (2021) Downloads View citations (8) (2021)
  7. Inference in Incomplete Models
    Papers, arXiv.org Downloads
  8. Inference on two component mixtures under tail restrictions
    Papers, arXiv.org Downloads
    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) Downloads View citations (4) (2017)
  9. Local Utility and Multivariate Risk Aversion
    Papers, arXiv.org Downloads
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) Downloads
    CIRANO Working Papers, CIRANO (2012) Downloads
  10. Optimal transportation and the falsifiability of incompletely specified economic models
    Papers, arXiv.org Downloads
    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) Downloads View citations (19) (2010)
  11. Set Identification in Models with Multiple Equilibria
    Papers, arXiv.org Downloads
    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) Downloads View citations (123) (2011)
  12. Set coverage and robust policy
    Papers, arXiv.org Downloads
    Also in CIRANO Working Papers, CIRANO (2011) Downloads View citations (1)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) Downloads View citations (1)

    See also Journal Article Set coverage and robust policy, Economics Letters, Elsevier (2012) Downloads View citations (7) (2012)
  13. Vector copulas
    Papers, arXiv.org Downloads

2020

  1. Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice
    Working Papers, Human Capital and Economic Opportunity Working Group Downloads View citations (1)

2019

  1. Sharp bounds and testability of a Roy model of STEM major choices
    Papers, arXiv.org Downloads View citations (6)
    Also in Working Papers, University of Toronto, Department of Economics (2018) Downloads View citations (6)
    Working Papers, Human Capital and Economic Opportunity Working Group (2018) Downloads 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) Downloads View citations (23) (2020)
  2. Single market non-parametric identification of multi-attribute hedonic equilibrium models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    Also in Working Papers, HAL (2018) Downloads View citations (4)
    SciencePo Working papers Main, HAL (2018) Downloads

2017

  1. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    SciencePo Working papers Main, HAL Downloads View citations (8)
    Also in Working Papers, HAL (2015) Downloads
    SciencePo Working papers Main, HAL (2015) Downloads
    Post-Print, HAL (2017) Downloads View citations (33)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (13)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) Downloads View citations (1)
    Papers, arXiv.org (2015) Downloads

2015

  1. 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) Downloads View citations (5) (2015)

2014

  1. Inference on Mixtures Under Tail Restrictions
    Working Papers, HAL Downloads View citations (6)
    Also in SciencePo Working papers, HAL (2014) Downloads View citations (1)
    SciencePo Working papers Main, HAL (2014) Downloads View citations (1)
  2. Sharp Bounds in the Binary Roy Model
    Working Papers, University of Toronto, Department of Economics Downloads View citations (4)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) Downloads View citations (2)
    CIRANO Working Papers, CIRANO (2012) Downloads View citations (4)

2013

  1. Ambiguïté, identification partielle et politique environnementale
    Post-Print, HAL Downloads
    Also in SciencePo Working papers Main, HAL (2013) Downloads
    CIRANO Working Papers, CIRANO (2012) Downloads

    See also Journal Article Ambiguïté, identification partielle et politique environnementale, Revue économique, Presses de Sciences-Po (2013) Downloads (2013)
  2. 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)
  3. Identifying Finite Mixtures in Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
  4. 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. Dual theory of choice under multivariate risks
    SciencePo Working papers Main, HAL Downloads View citations (6)
    Also in Post-Print, HAL (2012) Downloads View citations (20)
  3. Local Utility and Risk Aversion
    Post-Print, HAL Downloads

2011

  1. Euclidean Revealed Preferences: Testing the Spatial Voting Model
    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 EUCLIDEAN REVEALED PREFERENCES: TESTING THE SPATIAL VOTING MODEL, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013) View citations (8) (2013)
  2. Set Inference in Latent Variables Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    See also Journal Article Set inference in latent variables models, Econometrics Journal, Royal Economic Society (2013) (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 (23)
  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 Higher-order kernel semiparametric M-estimation of long memory, Journal of Econometrics, Elsevier (2003) Downloads View citations (16) (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 (77)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) Downloads 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) Downloads View citations (103) (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 View citations (3)

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

2021

  1. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    Journal of Political Economy, 2021, 129, (3), 842 - 870 Downloads View citations (8)
    See also Working Paper Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Post-Print (2021) Downloads View citations (4) (2021)

2020

  1. Sharp Bounds and Testability of a Roy Model of STEM Major Choices
    Journal of Political Economy, 2020, 128, (8), 3220 - 3283 Downloads View citations (23)
    See also Working Paper Sharp bounds and testability of a Roy model of STEM major choices, Papers (2019) Downloads View citations (6) (2019)

2017

  1. INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
    Econometric Theory, 2017, 33, (3), 610-635 Downloads View citations (4)
    See also Working Paper Inference on two component mixtures under tail restrictions, Papers (2021) Downloads (2021)

2015

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

  1. Partial identification of finite mixtures in econometric models
    Quantitative Economics, 2014, 5, 123-144 Downloads View citations (29)

2013

  1. Ambiguïté, identification partielle et politique environnementale
    Revue économique, 2013, 64, (4), 603-613 Downloads
    See also Working Paper Ambiguïté, identification partielle et politique environnementale, Post-Print (2013) Downloads (2013)
  2. Dilation bootstrap
    Journal of Econometrics, 2013, 177, (1), 109-115 Downloads View citations (3)
    See also Working Paper Dilation bootstrap, Papers (2021) Downloads (2021)
  3. 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) Downloads View citations (1) (2011)
  4. 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) Downloads (2011)

2012

  1. Dual theory of choice with multivariate risks
    Journal of Economic Theory, 2012, 147, (4), 1501-1516 Downloads View citations (24)
    See also Working Paper Dual theory of choice with multivariate risks, Papers (2021) Downloads (2021)
  2. Set coverage and robust policy
    Economics Letters, 2012, 115, (2), 256-257 Downloads View citations (7)
    See also Working Paper Set coverage and robust policy, Papers (2021) Downloads (2021)

2011

  1. Set Identification in Models with Multiple Equilibria
    The Review of Economic Studies, 2011, 78, (4), 1264-1298 Downloads View citations (123)
    See also Working Paper Set Identification in Models with Multiple Equilibria, Papers (2021) Downloads (2021)

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 (19)
    See also Working Paper Optimal transportation and the falsifiability of incompletely specified economic models, Papers (2021) Downloads (2021)

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 (57)
    See also Working Paper A test of non-identifying restrictions and confidence regions for partially identified parameters, Papers (2021) Downloads (2021)

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 (16)
    See also Working Paper Higher-Order Kernel Semiparametric M-Estimation of Long Memory, STICERD - Econometrics Paper Series (2002) Downloads (2002)
  2. État de la connaissance scientifique et mobilisation du principe de précaution
    Revue économique, 2003, 54, (6), 1277-1290 Downloads

2001

  1. Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity
    Journal of Time Series Analysis, 2001, 22, (4), 431-459 Downloads View citations (4)
  2. Robust Automatic Bandwidth for Long Memory
    Journal of Time Series Analysis, 2001, 22, (3), 293-316 Downloads View citations (38)

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 (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) Downloads View citations (77) (1999)

Chapters

2007

  1. Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
    Springer View citations (3)
 
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