Marc Henry

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Alfred GalichonNew York UniversityVerified email at nyu.edu
ismael Yacoub MourifieUniversity of TorontoVerified email at utoronto.ca
Bernard SalanieProfessor of Economics, Columbia UniversityVerified email at columbia.edu
Victor ChernozhukovProfessor, Department of Economics + Center for Statistics and Data Science, MITVerified email at mit.edu
Ivar EkelandProfessorVerified email at math.ubc.ca
Claude HenryVerified email at umontreal.ca
Brendan PassUniversity of AlbertaVerified email at ualberta.ca
Marc HallinUniversité libre de BruxellesVerified email at ulb.ac.be
Koen JochmansToulouse School of EconomicsVerified email at tse-fr.eu
Paolo ZaffaroniProfessor of Financial EconometricsVerified email at imperial.ac.uk
Maurice QueyranneEmeritus Professor of Operations and Logistics, UBC Sauder School of BusinessVerified email at sauder.ubc.ca
Yanqin FanUniversity of WashingtonVerified email at uw.edu
Alexei OnatskiUniversity of CambridgeVerified email at cam.ac.uk
Arthur CharpentierUniversité du Québec à MontréalVerified email at uqam.ca
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteVerified email at unige.ch
Arnaud DupuyUniversity of LuxembourgVerified email at uni.lu
Jorge Andres RiveroEconomics PhD Candidate, University of WashingtonVerified email at uw.edu
Pierre-André ChiapporiSteinschneider Professor of Economics, Columbia UniversityVerified email at columbia.edu
Mario GhossoubUniversity of Waterloo - Dept. of Statistics & Actuarial ScienceVerified email at uwaterloo.ca

Marc Henry

Liberal Arts Professor of Economics, The Pennsylvania State University

Verified email at psu.edu - Homepage

Economics


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Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels PM Robinson, M Henry Econometric Theory 15 (3), 299-336, 1999	246	1999
Monge–Kantorovich depth, quantiles, ranks and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45 (1), 223-256, 2017	243	2017
Set identification in models with multiple equilibria A Galichon, M Henry The Review of Economic Studies 78 (4), 1264-1298, 2011	213	2011
Bandwidth choice in Gaussian semiparametric estimation of long range dependence M Henry, PM Robinson Athens Conference on Applied Probability and Time Series Analysis: Volume II …, 1996	175	1996
From crisis to recovery in Korea: Strategy, achievements, and lessons A Chopra, K Kang, M Karasulu, H Liang, H Ma, A Richards Korean crisis and recovery, 13-104, 2002	143	2002
The long-range dependence paradigm for macroeconomics and finance M Henry, P Zaffaroni Theory and applications of long-range dependence, 417-438, 2003	137	2003
Comonotonic measures of multivariate risks I Ekeland, A Galichon, M Henry Mathematical Finance, 2009	121	2009
Partial identification of finite mixtures in econometric models M Henry, Y Kitamura, B Salanié Quantitative Economics 5 (1), 123-144, 2014	104*	2014
Robust automatic bandwidth for long memory M Henry Journal of Time Series Analysis 22 (3), 293-316, 2001	96	2001
A test of non-identifying restrictions and confidence regions for partially identified parameters A Galichon, M Henry Journal of Econometrics 152 (2), 186-196, 2009	74	2009
Sharp bounds and testability of a Roy model of STEM major choices I Mourifie, M Henry, R Meango Journal of Political Economy 128 (8), 3220-3283, 2020	68*	2020
Inference in incomplete models A Galichon, M Henry arXiv preprint arXiv:2102.12257, 2021	63	2021
Formalization and applications of the precautionary principle C Henry, M Henry Available at SSRN 1084972, 2002	62	2002
Higher-order kernel semiparametric M-estimation of long memory PM Robinson, M Henry Journal of Econometrics 114 (1), 1-27, 2003	45	2003
Identification of hedonic equilibrium and nonseparable simultaneous equations V Chernozhukov, A Galichon, M Henry, B Pass Journal of Political Economy 129 (3), 842-870, 2021	44*	2021
Dual theory of choice with multivariate risks A Galichon, M Henry Journal of Economic Theory, 2011	43	2011
Euclidean Revealed Preferences: Testing the Spatial Voting Model M Henry, I Mourifié Journal of Applied Econometrics, 2013	41	2013
Optimal transportation and the falsifiability of incompletely specified economic models I Ekeland, A Galichon, M Henry Economic Theory 42 (2), 355-374, 2010	41	2010
Dilation bootstrap A Galichon, M Henry Journal of Econometrics 177 (1), 109-115, 2013	32	2013
An investigation of long range dependence in intra-day foreign exchange rate volatility M Henry, R Payne LSE Financial markets group, 1997	28	1997

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