Details about Marc Henry

Access statistics for papers by Marc Henry.

Last updated 2021-04-03. Update your information in the RePEc Author Service.

Short-id: phe339

Working Papers

2021

1. A test of non-identifying restrictions and confidence regions for partially identified parameters
   Papers, arXiv.org
   See also Journal Article in Journal of Econometrics (2009)
2. Comonotonic measures of multivariate risks
   Papers, arXiv.org
   Also in Sciences Po publications, Sciences Po (2012) View citations (30)
   Post-Print, HAL (2012) View citations (21)
   Working Papers, HAL (2009) View citations (5)
3. Dilation bootstrap
   Papers, arXiv.org
   See also Journal Article in Journal of Econometrics (2013)
4. Dual theory of choice with multivariate risks
   Papers, arXiv.org
   See also Journal Article in Journal of Economic Theory (2012)
5. Entropy methods for identifying hedonic models
   Papers, arXiv.org
   Also in Working Papers, Maastricht School of Management (2014)
   Sciences Po publications, Sciences Po (2014)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2014) View citations (2)
   LISER Working Paper Series, LISER (2014)
   Sciences Po publications, Sciences Po (2014)
6. Identification of hedonic equilibrium and nonseparable simultaneous equations
   Papers, arXiv.org View citations (1)
   See also Journal Article in Journal of Political Economy (2021)
7. Inference in Incomplete Models
   Papers, arXiv.org
8. Inference on two component mixtures under tail restrictions
   Papers, arXiv.org
   See also Journal Article in Econometric Theory (2017)
9. Local Utility and Multivariate Risk Aversion
   Papers, arXiv.org
   Also in CIRANO Working Papers, CIRANO (2012)
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012)
   See also Journal Article in Mathematics of Operations Research (2016)
10. Optimal transportation and the falsifiability of incompletely specified economic models
    Papers, arXiv.org
    See also Journal Article in Economic Theory (2010)
11. Set Identification in Models with Multiple Equilibria
    Papers, arXiv.org
    See also Journal Article in Review of Economic Studies (2011)
12. Vector copulas
    Papers, arXiv.org

2020

13. Occupational segregation in a Roy model with composition preferences
    Papers, arXiv.org
14. Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice
    Working Papers, Human Capital and Economic Opportunity Working Group
    Also in Papers, arXiv.org (2020)

2019

15. Sharp bounds and testability of a Roy model of STEM major choices
    Papers, arXiv.org View citations (5)
    Also in Working Papers, University of Toronto, Department of Economics (2018) View citations (2)
    Working Papers, Human Capital and Economic Opportunity Working Group (2018) View citations (3)
    See also Journal Article in Journal of Political Economy (2020)
16. Single market non-parametric identification of multi-attribute hedonic equilibrium models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in Sciences Po publications, Sciences Po (2014) View citations (4)
    Working Papers, HAL (2014) View citations (4)

2017

17. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    Sciences Po publications, Sciences Po View citations (6)
    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)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
    Papers, arXiv.org (2015)

2015

18. 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 (2)
    See also Journal Article in Quantitative Economics (2015)
19. Inference on Mixtures Under Tail Restrictions
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics View citations (1)
    Also in Working Papers, HAL (2014) View citations (2)
    Sciences Po publications, Sciences Po (2015) View citations (2)

2014

20. Sharp Bounds in the Binary Roy Model
    Working Papers, University of Toronto, Department of Economics View citations (1)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2012) View citations (1)
    CIRANO Working Papers, CIRANO (2012) View citations (4)

2013

21. Ambiguïté, identification partielle et politique environnementale
    Post-Print, HAL
    Also in CIRANO Working Papers, CIRANO (2012)
    Sciences Po publications, Sciences Po (2013)
    See also Journal Article in Revue économique (2013)
22. Identifying Finite Mixtures in Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
23. NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES
    Working Papers, University of Toronto, Department of Economics

2012

24. Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
25. Dual theory of choice under multivariate risks
    Post-Print, HAL View citations (7)
    Also in Sciences Po publications, Sciences Po (2012) View citations (9)
26. Local Utility and Risk Aversion
    Sciences Po publications, Sciences Po

2011

27. 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 in Journal of Applied Econometrics (2013)
28. 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)
29. 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

30. 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 (18)
31. 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

32. 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

33. 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

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

Journal Articles

2021

1. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
   Journal of Political Economy, 2021, 129, (3), 842 - 870
   See also Working Paper (2021)

2020

2. Sharp Bounds and Testability of a Roy Model of STEM Major Choices
   Journal of Political Economy, 2020, 128, (8), 3220 - 3283 View citations (2)
   See also Working Paper (2019)

2017

3. INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
   Econometric Theory, 2017, 33, (3), 610-635 View citations (1)
   See also Working Paper (2021)

2016

4. Local Utility and Multivariate Risk Aversion
   Mathematics of Operations Research, 2016, 41, (2), 466-476 View citations (1)
   See also Working Paper (2021)

2015

5. Combinatorial approach to inference in partially identified incomplete structural models
   Quantitative Economics, 2015, 6, (2), 499-529 View citations (4)
   See also Working Paper (2015)

2014

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

2013

7. Ambiguïté, identification partielle et politique environnementale
   Revue économique, 2013, 64, (4), 603-613
   See also Working Paper (2013)
8. Dilation bootstrap
   Journal of Econometrics, 2013, 177, (1), 109-115 View citations (3)
   See also Working Paper (2021)
9. 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)
10. Set inference in latent variables models
    Econometrics Journal, 2013, 16, (1), S93-S105
    See also Working Paper (2011)

2012

11. Dual theory of choice with multivariate risks
    Journal of Economic Theory, 2012, 147, (4), 1501-1516 View citations (14)
    See also Working Paper (2021)
12. Set coverage and robust policy
    Economics Letters, 2012, 115, (2), 256-257 View citations (4)
    See also Working Paper (2011)

2011

13. Set Identification in Models with Multiple Equilibria
    Review of Economic Studies, 2011, 78, (4), 1264-1298 View citations (51)
    See also Working Paper (2021)

2010

14. Introduction
    Economic Theory, 2010, 42, (2), 271-273
15. Optimal transportation and the falsifiability of incompletely specified economic models
    Economic Theory, 2010, 42, (2), 355-374 View citations (12)
    See also Working Paper (2021)

2009

16. A test of non-identifying restrictions and confidence regions for partially identified parameters
    Journal of Econometrics, 2009, 152, (2), 186-196 View citations (41)
    See also Working Paper (2021)

2007

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

2003

18. 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)
19. État de la connaissance scientifique et mobilisation du principe de précaution
    Revue économique, 2003, 54, (6), 1277-1290

2001

20. Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity
    Journal of Time Series Analysis, 2001, 22, (4), 431-459 View citations (1)
21. Robust Automatic Bandwidth for Long Memory
    Journal of Time Series Analysis, 2001, 22, (3), 293-316 View citations (5)

1999

22. 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)

Chapters

2007

1. Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
   Springer