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

Working Papers

2024

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

2023

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

2021

6. 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)
7. Comonotonic measures of multivariate risks
   Papers, arXiv.org
   Also in Post-Print, HAL (2012) View citations (49)
   Working Papers, HAL (2009) View citations (5)
   SciencePo Working papers Main, HAL (2012) View citations (14)
8. Dilation bootstrap
   Papers, arXiv.org
   See also Journal Article Dilation bootstrap, Journal of Econometrics, Elsevier (2013) View citations (3) (2013)
9. 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)
10. Entropy methods for identifying hedonic models
    Papers, arXiv.org
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2014) View citations (6)
    Post-Print, HAL (2014) View citations (5)
    SciencePo Working papers Main, HAL (2014)
    LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER) (2014) View citations (5)
    Working Papers, Maastricht School of Management (2014) View citations (6)
11. Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations
    SciencePo Working papers Main, HAL View citations (4)
    Also in Post-Print, HAL (2021) View citations (4)
    Papers, arXiv.org (2021) View citations (10)
    See also Journal Article Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, Journal of Political Economy, University of Chicago Press (2021) View citations (9) (2021)
12. Inference in Incomplete Models
    Papers, arXiv.org
13. Inference on two component mixtures under tail restrictions
    Papers, arXiv.org
    Also in SciencePo Working papers Main, HAL (2017) View citations (1)
    Post-Print, 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)
14. 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)
15. 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)
16. 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 (124) (2011)
17. Set coverage and robust policy
    Papers, arXiv.org
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2011) View citations (1)
    CIRANO Working Papers, CIRANO (2011) View citations (1)
    See also Journal Article Set coverage and robust policy, Economics Letters, Elsevier (2012) View citations (7) (2012)
18. Vector copulas
    Papers, arXiv.org

2020

19. 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

20. 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)
21. 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

22. Monge-Kantorovich Depth, Quantiles, Ranks, and Signs
    SciencePo Working papers Main, HAL View citations (9)
    Also in 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)
    Post-Print, HAL (2017) View citations (34)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (13)
    SciencePo Working papers Main, HAL (2015)
    Working Papers, HAL (2015)

2015

23. 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

24. Inference on Mixtures Under Tail Restrictions
    SciencePo Working papers, HAL View citations (1)
    Also in Working Papers, HAL (2014) View citations (6)
    SciencePo Working papers Main, HAL (2014) View citations (1)
25. 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

26. Ambiguïté, identification partielle et politique environnementale
    SciencePo Working papers Main, HAL
    Also in Post-Print, 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)
27. Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models
    SciencePo Working papers Main, HAL
    Also in Post-Print, HAL (2013) View citations (1)
28. Identifying Finite Mixtures in Econometric Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
29. NONPARAMETRIC SHARP BOUNDS FOR PAYOFFS IN 2 × 2 GAMES
    Working Papers, University of Toronto, Department of Economics

2012

30. Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (6)
31. Dual theory of choice under multivariate risks
    Post-Print, HAL View citations (20)
    Also in SciencePo Working papers Main, HAL (2012) View citations (6)
32. Local Utility and Risk Aversion
    Post-Print, HAL

2011

33. 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)
34. 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

35. 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)
36. 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

37. 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

38. 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

39. An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility
    FMG Discussion Papers, Financial Markets Group View citations (7)
40. 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 View citations (9)
   See also Working Paper Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations, SciencePo Working papers Main (2021) View citations (4) (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 (23)
   See also Working Paper Sharp bounds and testability of a Roy model of STEM major choices, Papers (2019) View citations (6) (2019)

2017

3. 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

4. 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

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

2013

6. Ambiguïté, identification partielle et politique environnementale
   Revue économique, 2013, 64, (4), 603-613
   See also Working Paper Ambiguïté, identification partielle et politique environnementale, SciencePo Working papers Main (2013) (2013)
7. Dilation bootstrap
   Journal of Econometrics, 2013, 177, (1), 109-115 View citations (3)
   See also Working Paper Dilation bootstrap, Papers (2021) (2021)
8. 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)
9. 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

10. 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)
11. 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

12. Set Identification in Models with Multiple Equilibria
    The Review of Economic Studies, 2011, 78, (4), 1264-1298 View citations (124)
    See also Working Paper Set Identification in Models with Multiple Equilibria, Papers (2021) (2021)

2010

13. Introduction
    Economic Theory, 2010, 42, (2), 271-273
14. 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

15. 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

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

2003

17. 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)
18. État de la connaissance scientifique et mobilisation du principe de précaution
    Revue économique, 2003, 54, (6), 1277-1290

2001

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

1999

21. 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

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