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Marc Henry
Marc Henry
Liberal Arts Professor of Economics, The Pennsylvania State University
Verified email at psu.edu - Homepage
Title
Cited by
Cited by
Year
Monge–Kantorovich depth, quantiles, ranks and signs
V Chernozhukov, A Galichon, M Hallin, M Henry
Annals of Statistics 45 (1), 223-256, 2017
2892017
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
PM Robinson, M Henry
Econometric Theory 15 (3), 299-336, 1999
2471999
Set identification in models with multiple equilibria
A Galichon, M Henry
The Review of Economic Studies 78 (4), 1264-1298, 2011
2222011
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
1741996
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
1482002
The long-range dependence paradigm for macroeconomics and finance
M Henry, P Zaffaroni
Theory and applications of long-range dependence, 417-438, 2003
1402003
Comonotonic measures of multivariate risks
I Ekeland, A Galichon, M Henry
Mathematical Finance, 2009
1272009
Robust automatic bandwidth for long memory
M Henry
Journal of Time Series Analysis 22 (3), 293-316, 2001
982001
Partial identification of finite mixtures in econometric models
M Henry, Y Kitamura, B Salanié
Quantitative Economics 5 (1), 123-144, 2014
892014
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
762009
Inference in incomplete models
A Galichon, M Henry
arXiv preprint arXiv:2102.12257, 2021
642021
Formalization and applications of the precautionary principle
C Henry, M Henry
Available at SSRN 1084972, 2002
632002
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
472020
Dual theory of choice with multivariate risks
A Galichon, M Henry
Journal of Economic Theory, 2011
452011
Higher-order kernel semiparametric M-estimation of long memory
PM Robinson, M Henry
Journal of Econometrics 114 (1), 1-27, 2003
452003
Euclidean Revealed Preferences: Testing the Spatial Voting Model
M Henry, I Mourifié
Journal of Applied Econometrics, 2013
422013
Optimal transportation and the falsifiability of incompletely specified economic models
I Ekeland, A Galichon, M Henry
Economic Theory 42 (2), 355-374, 2010
422010
Dilation bootstrap
A Galichon, M Henry
Journal of Econometrics 177 (1), 109-115, 2013
322013
Single market nonparametric identification of multi-attribute hedonic equilibrium models
V Chernozhukov, A Galichon, M Henry, B Pass
Available at SSRN 2392549, 2014
282014
An investigation of long range dependence in intra-day foreign exchange rate volatility
M Henry, R Payne
LSE Financial markets group, 1997
281997
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