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

Working Papers

2015

1. 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)
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

3. 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)
4. 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)
5. 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

6. 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)
7. Identifying Finite Mixtures in Econometric Models
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
8. NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES
   Working Papers, University of Toronto, Department of Economics

2012

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

2011

14. 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)
15. 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)
16. 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

17. 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)
18. 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

19. 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

20. 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

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

Journal Articles

2015

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

2014

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

2013

3. Ambiguïté, identification partielle et politique environnementale
   Revue économique, 2013, 64, (4), 603-613
   See also Working Paper (2013)
4. Dilation bootstrap
   Journal of Econometrics, 2013, 177, (1), 109-115 View citations (3)
5. 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)
6. Set inference in latent variables models
   Econometrics Journal, 2013, 16, (1), S93-S105
   See also Working Paper (2011)

2012

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

2011

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

2010

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

2009

12. 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

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

2003

14. 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)
15. État de la connaissance scientifique et mobilisation du principe de précaution
    Revue économique, 2003, 54, (6), 1277-1290

1999

16. 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)