Marc Henry

Pennsylvania State University

University Park

State College, PA 16802

United States

SCHOLARLY PAPERS

23

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5,386

SSRN CITATIONS
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Top 9,870

in Total Papers Citations

28

CROSSREF CITATIONS

101

Scholarly Papers (23)

1.

Set Identification in Models with Multiple Equilibria

Review of Economic Studies, Vol. 78, No. 4, pp. 1264-1298, 2011
Number of pages: 46 Posted: 20 May 2008 Last Revised: 04 Nov 2011
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 837 (35,486)
Citation 7

Abstract:

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multiple equilibria, optimal transportation, identification regions, core determining classes

2.

Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models

Number of pages: 28 Posted: 09 Feb 2014 Last Revised: 27 Jan 2015
Massachusetts Institute of Technology (MIT) - Department of Economics, NYU, Department of Economics and Courant Institute, Pennsylvania State University and University of Alberta - Department of Mathematical and Statistical Sciences
Downloads 501 (69,446)
Citation 3

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Hedonic equilibrium, nonparametric identification, multidimensional unobserved heterogeneity, optimal transport

3.
Downloads 488 ( 71,167)
Citation 11

Comonotonic Measures of Multivariate Risks

Mathematical Finance, Forthcoming
Number of pages: 33 Posted: 02 Apr 2008 Last Revised: 07 Mar 2011
Ivar Ekeland, Alfred Galichon and Marc Henry
University of British Columbia (UBC) - Faculty of Education, NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 488 (70,979)
Citation 5

Abstract:

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regular risk measures, coherent risk

4.

Inference in Incomplete Models

Number of pages: 49 Posted: 28 Feb 2006
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 436 (82,100)
Citation 26

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partial identification, specification test, random correspondences, selections, plausibility constraint, Monge-Kantorovich mass transportation problem, Kolmogorov-Smirnov test for capacities

Sharp Bounds and Testability of a Roy Model of STEM Major Choices

Number of pages: 63 Posted: 21 Apr 2012 Last Revised: 04 Apr 2019
University of Toronto - Department of Economics, Pennsylvania State University and Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA)
Downloads 416 (85,984)
Citation 5

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Roy model, sectorial choice, partial identification, stochastic monotonicity, intersection bounds, functional sharp bounds, inequality, optimal transport, college major, gender profiling, STEM

Sharp Bounds in the Binary Roy Model

Posted: 17 Jan 2012 Last Revised: 20 Aug 2014
Marc Henry and Ismael Mourifie
Pennsylvania State University and University of Toronto - Department of Economics

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treatment effect, discrete outcomes, sectorial choice, partial identification, intersection bounds

6.

Dual Theory of Choice Under Multivariate Risks

Journal of Economic Theory, Forthcoming
Number of pages: 22 Posted: 29 Apr 2008 Last Revised: 07 Oct 2011
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 390 (93,429)

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risk, non-expected utility theory, comonotonicity, optimal transportation

7.

Dilation Bootstrap

Journal of Econometrics, Vol. 177, No. 1, 2013
Number of pages: 34 Posted: 04 Oct 2006 Last Revised: 27 Nov 2013
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 353 (104,741)
Citation 1

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Partial identification, dilation bootstrap, quantile process, optimal matching

Local Utility and Multivariate Risk Aversion

Number of pages: 23 Posted: 10 Jan 2012 Last Revised: 17 Jan 2015
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 234 (160,242)

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local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion

Local Utility and Multivariate Risk Aversion

CIRANO - Scientific Publications 2012s-17
Number of pages: 22 Posted: 18 Jul 2012 Last Revised: 26 Feb 2014
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 40 (522,797)

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local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion

9.

Combinatorial Bootstrap Inference in Partially Identified Incomplete Structural Models

Number of pages: 35 Posted: 11 Feb 2011 Last Revised: 07 Dec 2011
Pennsylvania State University, Max Planck Society for the Advancement of the Sciences - Munich Center for the Economics of Aging (MEA) and University of British Columbia (UBC) - Sauder School of Business
Downloads 258 (146,141)
Citation 5

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Partial identification, confidence regions, combinatorial optimization

10.

A Test of Non-Identifying Restrictions and Confidence Regions for Partially Identified Parameters

Journal of Econometrics, Vol. 152, No. 2, 2009
Number of pages: 31 Posted: 22 Apr 2008 Last Revised: 07 Mar 2011
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 234 (160,739)
Citation 5

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partial identification, mass transportation, specification test

11.

Partial Identification of Finite Mixtures in Econometric Models

Cowles Foundation Discussion Paper No. 1767
Number of pages: 32 Posted: 03 Sep 2010 Last Revised: 08 Jan 2013
Pennsylvania State University, Yale University - Cowles Foundation and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 223 (168,301)
Citation 12

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Exclusion restriction, Misclassified regressors, Nonparametric identification

Euclidean Revealed Preferences: Testing the Spatial Voting Model

Journal of Applied Econometrics, Forthcoming
Number of pages: 33 Posted: 09 Nov 2010 Last Revised: 16 Aug 2011
Marc Henry and Ismael Mourifie
Pennsylvania State University and University of Toronto - Department of Economics
Downloads 127 (273,274)

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Euclidean Revealed Preferences: Testing the Spatial Voting Model

CIRANO - Scientific Publication No. 2011s-49
Number of pages: 35 Posted: 30 Aug 2011
Marc Henry and Ismael Mourifie
Pennsylvania State University and University of Toronto - Department of Economics
Downloads 42 (512,898)

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revealed preference, partial identification, elliptic preferences, voting behaviour

13.

The Long Range Dependence Paradigm for Macroeconomics and Finance

Number of pages: 25 Posted: 11 Dec 2011
Marc Henry and Paolo Zaffaroni
Pennsylvania State University and Imperial College Business School
Downloads 136 (258,523)
Citation 8

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Self-similarity, time series, FARIMA, nonlinear time series, ARCH, stochastic volatility, arbitrage

14.

Universal Power of Kolmogorov-Smirnov Tests of Under-Identifying Restrictions

Number of pages: 14 Posted: 22 Apr 2008
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 121 (282,217)
Citation 3

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Random correspondence, minimax theorem, specification test, total variation

15.
Downloads 115 (292,502)
Citation 1

Entropy Methods for Identifying Hedonic Models

IZA Discussion Paper No. 8178
Number of pages: 20 Posted: 24 May 2014
Arnaud Dupuy, Alfred Galichon and Marc Henry
Centre de Recherche en Économie Appliquée (CREA), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 95 (335,095)

Abstract:

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hedonic models, entropic methods, identification

Entropy Methods for Identifying Hedonic Models

Luxembourg Institute of Socio-Economic Research (LISER) Working Paper Series 2014-07
Number of pages: 20 Posted: 08 Jun 2015
Arnaud Dupuy, Alfred Galichon and Marc Henry
Centre de Recherche en Économie Appliquée (CREA), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 20 (648,617)

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Hedonic models, Entropic methods, Identification

16.

Formalization and Applications of the Precautionary Principles

Number of pages: 21 Posted: 11 Dec 2011
Claude Henry and Marc Henry
affiliation not provided to SSRN and Pennsylvania State University
Downloads 101 (319,804)
Citation 15

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Ambiguity, objectively unambiguous events, precaution

17.

Set Inference in Latent Variables Models

Econometrics Journal, Forthcoming
Number of pages: 17 Posted: 12 Oct 2011 Last Revised: 12 May 2012
Ismael Mourifie and Marc Henry
University of Toronto - Department of Economics and Pennsylvania State University
Downloads 94 (334,824)
Citation 1

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incomplete models, latent variables, partial identification, confidence regions

18.

Inference on Mixtures Under Tail Restrictions

Number of pages: 16 Posted: 04 Dec 2013
Marc Henry, Koen Jochmans and Bernard Salanie
Pennsylvania State University, Sciences Po - Department of Economics and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 92 (339,435)
Citation 6

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mixture model, nonparametric identification and estimation, tail empirical process

19.
Downloads 61 (427,668)
Citation 1

Set Coverage and Robust Policy

Economics Letters, Forthcoming
Number of pages: 4 Posted: 12 Oct 2011
Marc Henry and Alexei Onatski
Pennsylvania State University and University of Cambridge - Faculty of Economics and Politics
Downloads 55 (456,494)

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partial identification, set coverage, maxmin expected utility, robust control

Set Coverage and Robust Policy

CIRANO - Scientific Publication No. 2011s-61
Number of pages: 6 Posted: 24 Oct 2011
Marc Henry and Alexei Onatski
Pennsylvania State University and University of Cambridge - Faculty of Economics and Politics
Downloads 6 (763,044)

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partial identification, set coverage, maxmin expected utility, robust control

20.

Optimal Transportation and the Falsifiability of Incompletely Specified Economic Models. Part I: Parametric Restrictions on Latent Variables

Number of pages: 19 Posted: 22 Apr 2008
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 50 (468,573)

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21.

Estimating Ambiguity

Number of pages: 11 Posted: 11 Dec 2011
Marc Henry
Pennsylvania State University
Downloads 37 (526,214)

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Knightian uncertainty, belief functions, entropy, nonparametric methods, Prohorov metric, core diameter

22.

Nonparametric Sharp Bounds for Payoff Functions in 2x2 Games

Posted: 20 Jul 2012 Last Revised: 24 Mar 2015
Marc Henry and Ismael Mourifie
Pennsylvania State University and University of Toronto - Department of Economics

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participation games, partial identification, intersection bounds

23.

Averaged Periodogram Spectral Estimation with Long Memory Conditional Heteroscedasticity

Journal of Time Series Analysis
Posted: 09 Dec 2011
Marc Henry
Pennsylvania State University

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Other Papers (1)

Total Downloads: 49
1.

Ambiguite, identification partielle et politique environnementale

Number of pages: 12 Posted: 12 May 2012
Alfred Galichon and Marc Henry
NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 49

Abstract:

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Decision en environnement incertain, identification partielle, fonction de croyance, pollution, rechauffement climatique, taux d'escompte, valorisation des biens environnementaux