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

Short-id: phe339


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Working Papers

2021

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

    See also Journal Article in Mathematics of Operations Research (2016)
  10. Optimal transportation and the falsifiability of incompletely specified economic models
    Papers, arXiv.org Downloads
    See also Journal Article in Economic Theory (2010)
  11. Set Identification in Models with Multiple Equilibria
    Papers, arXiv.org Downloads
    See also Journal Article in Review of Economic Studies (2011)
  12. Vector copulas
    Papers, arXiv.org Downloads

2020

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

2019

  1. Sharp bounds and testability of a Roy model of STEM major choices
    Papers, arXiv.org Downloads View citations (5)
    Also in Working Papers, University of Toronto, Department of Economics (2018) Downloads View citations (2)
    Working Papers, Human Capital and Economic Opportunity Working Group (2018) Downloads View citations (3)

    See also Journal Article in Journal of Political Economy (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
    Also in Sciences Po publications, Sciences Po (2014) Downloads View citations (4)
    Working Papers, HAL (2014) Downloads View citations (4)

2017

  1. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    Sciences Po publications, Sciences Po Downloads View citations (6)
    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)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2015) Downloads View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (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 (2)
    See also Journal Article in Quantitative Economics (2015)
  2. Inference on Mixtures Under Tail Restrictions
    Sciences Po Economics Discussion Papers, Sciences Po Departement of Economics Downloads View citations (1)
    Also in Working Papers, HAL (2014) Downloads View citations (2)
    Sciences Po publications, Sciences Po (2015) Downloads View citations (2)

2014

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

2013

  1. Ambiguïté, identification partielle et politique environnementale
    Post-Print, HAL Downloads
    Also in CIRANO Working Papers, CIRANO (2012) Downloads
    Sciences Po publications, Sciences Po (2013) 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. Dual theory of choice under multivariate risks
    Post-Print, HAL Downloads View citations (7)
    Also in Sciences Po publications, Sciences Po (2012) Downloads View citations (9)
  3. Local Utility and Risk Aversion
    Sciences Po publications, Sciences Po 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 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 (18)
  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

2021

  1. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    Journal of Political Economy, 2021, 129, (3), 842 - 870 Downloads
    See also Working Paper (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 (2)
    See also Working Paper (2019)

2017

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

2016

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

2015

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

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)
    See also Working Paper (2021)
  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 (14)
    See also Working Paper (2021)
  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 (51)
    See also Working Paper (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 (12)
    See also Working Paper (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 (41)
    See also Working Paper (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 (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

2001

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

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)

Chapters

2007

  1. Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory
    Springer
 
Page updated 2021-05-04