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Marc Henry

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.

    Cited by:

    1. Mohamad Khaled & Paul Makdissi & Prasada Rao & Myra Yazbeck, 2023. "A Unidimensional Representation of Multidimensional Inequality: An Econometric Analysis of Inequalities in the Arab Region," Working Papers 2304E Classification- D63, University of Ottawa, Department of Economics.
    2. Mohamad A. Khaled & Paul Makdissi & D.S. Prasada Rao & Myra Yazbeck, 2023. "A unidimensional representation of multidimensional inequality, with an application to the Arab region," Discussion Papers Series 659, School of Economics, University of Queensland, Australia.

  2. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Jun 2026.

    Cited by:

    1. Lujie Zhou, 2024. "Efficient Computation of Confidence Sets Using Classification on Equidistributed Grids," Papers 2401.01804, arXiv.org, revised Nov 2024.

  3. Alfred Galichon & Marc Henry, 2021. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Papers 2102.04151, arXiv.org.

    Cited by:

    1. Ismael Mourifie & Marc Henry & Romuald Meango, 2017. "Sharp bounds and testability of a Roy model of STEM major choices," Papers 1709.09284, arXiv.org, revised Nov 2019.
    2. Hahn Jinyong & Ridder Geert, 2015. "Non-Standard Tests through a Composite Null and Alternative in Point-Identified Parameters," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-28, January.
    3. Raffaella Giacomini & Toru Kitagawa, 2018. "Robust Bayesian inference for set-identified models," CeMMAP working papers CWP61/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Lukáš Lafférs, 2015. "Bounding average treatment effects using linear programming," CeMMAP working papers 70/15, Institute for Fiscal Studies.
    5. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    6. Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
    7. Wooyoung Kim & Koohyun Kwon & Soonwoo Kwon & Sokbae (Simon) Lee, 2014. "The identification power of smoothness assumptions in models with counterfactual outcomes," CeMMAP working papers 17/14, Institute for Fiscal Studies.
    8. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    9. Rosen, Adam M., 2012. "Set identification via quantile restrictions in short panels," Journal of Econometrics, Elsevier, vol. 166(1), pages 127-137.
    10. Donald W.K. Andrews & Xiaoxia Shi, 2010. "Inference Based on Conditional Moment Inequalities," Cowles Foundation Discussion Papers 1761R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
    11. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
    12. Laurens Cherchye & Bram De Rock & Arthur Lewbel & Frederic Vermeulen, 2012. "Sharing Rule Identification for General Collective Consumption Models," Boston College Working Papers in Economics 809, Boston College Department of Economics, revised 01 Jul 2013.
    13. Armstrong, Timothy B., 2014. "Weighted KS statistics for inference on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 181(2), pages 92-116.
    14. Arun G. Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019. "Best Linear Approximations to Set Identified Functions: With an Application to the Gender Wage Gap," NBER Working Papers 25593, National Bureau of Economic Research, Inc.
    15. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    16. Wooyong Lee, 2025. "Identification and estimation of dynamic random coefficient models," Papers 2505.01600, arXiv.org, revised Apr 2026.
    17. Fan, Yanqin & Park, Sang Soo, 2012. "Confidence intervals for the quantile of treatment effects in randomized experiments," Journal of Econometrics, Elsevier, vol. 167(2), pages 330-344.
    18. Beresteanu, Arie & Molchanov, Ilya & Molinari, Francesca, 2012. "Partial identification using random set theory," Journal of Econometrics, Elsevier, vol. 166(1), pages 17-32.
    19. Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009. "Intersection Bounds: estimation and inference," CeMMAP working papers 19/09, Institute for Fiscal Studies.
    20. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    21. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Victor Chernozhukov & Whitney K. Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    23. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Armstrong, Timothy B., 2015. "Asymptotically exact inference in conditional moment inequality models," Journal of Econometrics, Elsevier, vol. 186(1), pages 51-65.
    25. Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012. "Inference for best linear approximations to set identified functions," CeMMAP working papers CWP43/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    26. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    27. Lafférs, Lukáš, 2013. "A note on bounding average treatment effects," Economics Letters, Elsevier, vol. 120(3), pages 424-428.
    28. Kaido, Hiroaki, 2016. "A dual approach to inference for partially identified econometric models," Journal of Econometrics, Elsevier, vol. 192(1), pages 269-290.
    29. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
    30. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
    31. Fan, Yanqin & Park, Sang Soo, 2009. "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper 37148, University Library of Munich, Germany.
    32. Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
    33. Fan, Yanqin & Park, Sang Soo, 2014. "Nonparametric inference for counterfactual means: Bias-correction, confidence sets, and weak IV," Journal of Econometrics, Elsevier, vol. 178(P1), pages 45-56.
    34. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.
    35. Isabel Mourifie & Marc Henry, 2011. "Set Inference in Latent Variables Models," CIRJE F-Series CIRJE-F-820, CIRJE, Faculty of Economics, University of Tokyo.
    36. Andrews, Donald W.K. & Shi, Xiaoxia, 2017. "Inference based on many conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 196(2), pages 275-287.
    37. Mathieu Marcoux & Thomas Russell & Yuanyuan Wan, 2023. "A Simple Specification Test for Models with Many Conditional Moment Inequalities," Working Papers tecipa-764, University of Toronto, Department of Economics.
    38. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    39. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    40. Thierry Magnac, 2013. "Identification partielle : méthodes et conséquences pour les applications empiriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 233-258.
    41. Christian Bontemps & Thierry Magnac & Eric Maurin, 2011. "Set identified linear models," CeMMAP working papers CWP13/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    42. Xunkang Tian, 2025. "Treatment Effects of Multi-Valued Treatments in Hyper-Rectangle Model," Papers 2509.05177, arXiv.org.
    43. Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
    44. Bruno N. Costa & Florian F. Gunsilius, 2026. "Partial identification with entropy regularized optimal transport," Papers 2609.40156, arXiv.org.

  4. Alfred Galichon & Octavia Ghelfi & Marc Henry, 2021. "Stable and extremely unequal," Papers 2108.06587, arXiv.org, revised Mar 2023.

    Cited by:

    1. Ortega, Josué & Klein, Thilo, 2023. "The cost of strategy-proofness in school choice," Games and Economic Behavior, Elsevier, vol. 141(C), pages 515-528.
    2. Ortega, Josué & Ziegler, Gabriel & Arribillaga, R. Pablo, 2024. "Unimprovable Students and Inequality in School Choice," QBS Working Paper Series 2024/05, Queen's University Belfast, Queen's Business School.
    3. Juan Pereyra & Tom Demeulemeester, 2024. "Rawlsian Assignments," Documentos de Trabajo/Working Papers 2403, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
    4. Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao, 2025. "What Pareto-Efficiency Adjustments Cannot Fix," Papers 2506.11660, arXiv.org.
    5. Afacan, Mustafa Oğuz & Dur, Umut, 2024. "Rawlsian Matching," Mathematical Social Sciences, Elsevier, vol. 129(C), pages 101-106.
    6. Federico Echenique & Joseph Root & Fedor Sandomirskiy, 2024. "Stable Matching as Transport: a Welfarist Perspective on Market Design," Papers 2402.13378, arXiv.org, revised Jun 2026.
    7. Josue Ortega & Gabriel Ziegler & R. Pablo Arribillaga & Geng Zhao, 2024. "The Large and Likely Inefficiency of Stable Matching Mechanisms," Papers 2407.19831, arXiv.org, revised Jul 2026.

  5. Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Comonotonic measures of multivariate risks," Papers 2102.04175, arXiv.org.

    Cited by:

    1. Jaume Belles‐Sampera & Montserrat Guillén & Miguel Santolino, 2014. "Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures," Risk Analysis, John Wiley & Sons, vol. 34(1), pages 121-134, January.
    2. Lihua Lei & Roshni Sahoo & Stefan Wager, 2023. "Policy Learning under Biased Sample Selection," Papers 2304.11735, arXiv.org.
    3. Yanhong Chen & Yijun Hu, 2019. "Set-Valued Law Invariant Coherent And Convex Risk Measures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-18, May.
    4. Andreas H. Hamel & Birgit Rudloff & Mihaela Yankova, 2012. "Set-valued average value at risk and its computation," Papers 1202.5702, arXiv.org, revised Jan 2013.
    5. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    6. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po Economics Publications (main) hal-03460056, HAL.
    7. Giulio Principi & Peter P. Wakker & Ruodu Wang, 2023. "Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity," Papers 2307.08542, arXiv.org, revised Dec 2024.
    8. Cascos Fernández, Ignacio & Molchanov, Ilya, 2013. "Multivariate risk measures : a constructive approach based on selections," DES - Working Papers. Statistics and Econometrics. WS ws130101, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    10. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
    11. Grigorova Miryana, 2014. "Stochastic dominance with respect to a capacity and risk measures," Statistics & Risk Modeling, De Gruyter, vol. 31(3-4), pages 259-295, December.
    12. Shuo Gong & Yijun Hu & Linxiao Wei, 2022. "On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty," Papers 2212.04848, arXiv.org, revised Apr 2025.
    13. Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019. "Center-Outward Quantiles And The Measurement Of Multivariate Risk," Working Papers ECARES 2019-30, ULB -- Universite Libre de Bruxelles.
    14. Guillaume Carlier & Victor Chernozhukov & Alfred Galichon, 2014. "Vector quantile regression," CeMMAP working papers 48/14, Institute for Fiscal Studies.
    15. Alfred Galichon, 2009. "The var at risk," Working Papers hal-00401793, HAL.
    16. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03588294, HAL.
    17. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03470461, HAL.
    18. Marc Hallin, 2021. "Measure Transportation and Statistical Decision Theory," Working Papers ECARES 2021-04, ULB -- Universite Libre de Bruxelles.
    19. Florian F Gunsilius, 2025. "A primer on optimal transport for causal inference with observational data," Papers 2503.07811, arXiv.org, revised Aug 2026.
    20. João Pedro M. Franco & Márcio Laurini, 2025. "Multivariate Risk Analysis in Cryptocurrency Market: An Optimal Transport Approach," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 5257-5298, December.
    21. Ekeland Ivar & Schachermayer Walter, 2011. "Law invariant risk measures on L∞ (ℝd)," Statistics & Risk Modeling, De Gruyter, vol. 28(3), pages 195-225, September.
    22. Samuel Solgon Santos & Marcelo Brutti Righi & Eduardo de Oliveira Horta, 2022. "The limitations of comonotonic additive risk measures: a literature review," Papers 2212.13864, arXiv.org, revised Jan 2024.
    23. Hamza Ennaji & Quentin Mérigot & Luca Nenna & Brendan Pass, 2024. "Robust Risk Management via Multi-marginal Optimal Transport," Journal of Optimization Theory and Applications, Springer, vol. 202(2), pages 554-581, August.
    24. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
    25. Kiesel Swen & Rüschendorf Ludger, 2014. "Optimal risk allocation for convex risk functionals in general risk domains," Statistics & Risk Modeling, De Gruyter, vol. 31(3-4), pages 335-365, December.
    26. del Barrio, Eustasio & González-Sanz, Alberto & Hallin, Marc, 2020. "A note on the regularity of optimal-transport-based center-outward distribution and quantile functions," Journal of Multivariate Analysis, Elsevier, vol. 180(C).
    27. Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina, 2021. "Semi-parametric estimation of multivariate extreme expectiles," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    28. Ludger Rüschendorf, 2012. "Worst case portfolio vectors and diversification effects," Finance and Stochastics, Springer, vol. 16(1), pages 155-175, January.
    29. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 375-409, March.
    30. Koch-Medina Pablo & Munari Cosimo, 2014. "Law-invariant risk measures: Extension properties and qualitative robustness," Statistics & Risk Modeling, De Gruyter, vol. 31(3-4), pages 215-236, December.
    31. Maria Arduca & Pablo Koch-Medina & Cosimo Munari, 2019. "Dual representations for systemic risk measures based on acceptance sets," Papers 1906.10933, arXiv.org, revised Oct 2019.
    32. Mark Whitmeyer, 2026. "Multidimensional Risk Made Easy," Papers 2607.01229, arXiv.org.
    33. Kiesel, Swen & Rüschendorf, Ludger, 2010. "On optimal allocation of risk vectors," Insurance: Mathematics and Economics, Elsevier, vol. 47(2), pages 167-175, October.
    34. Gabriele Torri & Rosella Giacometti & Darinka Dentcheva & Svetlozar T. Rachev & W. Brent Lindquist, 2023. "An Axiomatic Risk-Reward Framework for Sustainable Investing," Papers 2309.05866, arXiv.org, revised Feb 2026.
    35. Wang, Ruodu & Zitikis, Ričardas, 2020. "Weak comonotonicity," European Journal of Operational Research, Elsevier, vol. 282(1), pages 386-397.
    36. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    37. Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred, 2017. "Vector quantile regression beyond the specified case," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 96-102.
    38. Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.

  6. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.

    Cited by:

    1. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    2. Yuichi Kitamura & Louise Laage, 2018. "Nonparametric Analysis of Finite Mixtures," Papers 1811.02727, arXiv.org.
    3. Ayden Higgins & Koen Jochmans, 2026. "Learning markov processes with latent variables," Post-Print hal-05488665, HAL.
    4. Schennach, Susanne M., 2020. "Mismeasured and unobserved variables," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 487-565, Elsevier.

  7. Alfred Galichon & Marc Henry, 2021. "Dilation bootstrap," Papers 2102.04457, arXiv.org.

    Cited by:

    1. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust confidence regions for incomplete models," CeMMAP working papers CWP20/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.

  8. Marc Henry & Alexei Onatski, 2021. "Set coverage and robust policy," Papers 2106.09784, arXiv.org.

    Cited by:

    1. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    2. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    4. Lukáš Lafférs, 2019. "Bounding average treatment effects using linear programming," Empirical Economics, Springer, vol. 57(3), pages 727-767, September.
    5. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
    6. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    7. Vod Vilfort, 2026. "Robust Inference for Weighted Estimands," Papers 2607.07524, arXiv.org, revised Aug 2026.

  9. Arnaud Dupuy & Alfred Galichon & Marc Henry, 2021. "Entropy methods for identifying hedonic models," Papers 2102.07491, arXiv.org.

    Cited by:

    1. Zhou Rongxi & Xiong Yahui & Wang Ning & Wang Xizu, 2019. "Coupling Degree Evaluation of China’s Internet Financial Ecosystem Based on Entropy Method and Principal Component Analysis," Journal of Systems Science and Information, De Gruyter, vol. 7(5), pages 399-421, October.
    2. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2019. "Single market non-parametric identification of multi-attribute hedonic equilibrium models," CeMMAP working papers CWP27/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017. "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers 1709.09570, arXiv.org, revised Feb 2021.
    4. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.

  10. Alfred Galichon & Marc Henry, 2021. "Dual theory of choice with multivariate risks," Papers 2102.02578, arXiv.org, revised Feb 2021.

    Cited by:

    1. Marcello Basili & Paulo Casaca & Alain Chateauneuf & Maurizio Franzini, 2016. "Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01321802, HAL.
    2. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    3. Gajdos, Thibault & Weymark, John A., 2012. "Introduction to inequality and risk," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1313-1330.
    4. Matteo Del Vigna, 2012. "Stochastic dominance for law invariant preferences: The happy story of elliptical distributions," Working Papers - Mathematical Economics 2012-08, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    5. Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016. "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01313118, HAL.
    6. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Post-Print hal-03391975, HAL.
    7. William B. Haskell & Wenjie Huang & Huifu Xu, 2018. "Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions," Papers 1805.06632, arXiv.org.
    8. Arthur Charpentier & Alfred Galichon & Marc Henry, 2021. "Local Utility and Multivariate Risk Aversion," Papers 2102.06075, arXiv.org, revised Feb 2021.
    9. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
    10. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.
    11. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Post-Print hal-03569250, HAL.
    12. Arthur Charpentier, 2018. "An introduction to multivariate and dynamic risk measures," Working Papers hal-01831481, HAL.
    13. Karl Mosler, 2023. "Representative endowments and uniform Gini orderings of multi-attribute welfare," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(1), pages 233-250, March.
    14. Mark Whitmeyer, 2026. "Multidimensional Risk Made Easy," Papers 2607.01229, arXiv.org.
    15. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    16. Carlier, Guillaume & Chernozhukov, Victor & Galichon, Alfred, 2017. "Vector quantile regression beyond the specified case," Journal of Multivariate Analysis, Elsevier, vol. 161(C), pages 96-102.
    17. Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.

  11. Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.

    Cited by:

    1. Susanne M. Schennach, 2014. "Entropic Latent Variable Integration via Simulation," Econometrica, Econometric Society, vol. 82(1), pages 345-385, January.
    2. Victor Chernozhukov & Pierre-André Chiappori & Marc Henry, 2010. "Introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 271-273, February.
    3. Lukáš Lafférs, 2015. "Bounding average treatment effects using linear programming," CeMMAP working papers 70/15, Institute for Fiscal Studies.
    4. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers 41/12, Institute for Fiscal Studies.
    5. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    6. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    7. Andrew Chesher & Adam Rosen & Konrad Smolinski, 2011. "An instrumental variable model of multiple discrete choice," CeMMAP working papers CWP39/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Jun 2026.
    9. Victor Chernozhukov & Christian Hansen, 2013. "Quantile models with endogeneity," CeMMAP working papers CWP25/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    10. Shakeeb Khan & Elie Tamer, 2026. "Identification in Linear Quantile Panel Models," Papers 2609.10925, arXiv.org.
    11. Victor H. Aguiar & Nail Kashaev, 2018. "Stochastic Revealed Preferences with Measurement Error," Papers 1810.05287, arXiv.org, revised Sep 2020.
    12. Ricardo E. Miranda, 2026. "On the falsification of instrumental variable models for heterogeneous treatment effects," Papers 2601.14464, arXiv.org.
    13. Ivar Ekeland & Alfred Galichon, 2013. "The housing problem and revealed preference theory: duality and an application," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 425-441, November.
    14. Isabel Mourifie & Marc Henry, 2011. "Set Inference in Latent Variables Models," CIRJE F-Series CIRJE-F-820, CIRJE, Faculty of Economics, University of Tokyo.
    15. Jakub Ryłow, 2026. "Topological Methods in Economics: From Equilibrium Existence to Topological Data Analysis," Working Papers 2026-9, Faculty of Economic Sciences, University of Warsaw.
    16. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    17. Schennach, Susanne M., 2020. "Mismeasured and unobserved variables," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 487-565, Elsevier.
    18. Thomas Demuynck & Tom Potoms, 2022. "Testing revealed preference models with unobserved randomness: a column generation approach," Working Papers ECARES 2022-42, ULB -- Universite Libre de Bruxelles.
    19. Bruno N. Costa & Florian F. Gunsilius, 2026. "Partial identification with entropy regularized optimal transport," Papers 2609.40156, arXiv.org.
    20. Jiaqi Huang, 2026. "Fixed Effects as Generated Regressors," Papers 2602.08899, arXiv.org.
    21. Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
    22. Lixiong Li, 2026. "Identification and Counterfactual Analysis in Incomplete Models with Support and Moment Restrictions," Papers 2603.07722, arXiv.org.

  12. Alfred Galichon & Marc Henry, 2021. "Set Identification in Models with Multiple Equilibria," Papers 2102.12249, arXiv.org.

    Cited by:

    1. Paul S. Koh, 2022. "Stable Outcomes and Information in Games: An Empirical Framework," Papers 2205.04990, arXiv.org, revised May 2023.
    2. Andres Aradillas-Lopez & Adam Rosen, 2013. "Inference in ordered response games with complete information," CeMMAP working papers 33/13, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2016. "Testing many moment inequalities," CeMMAP working papers CWP42/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Ismael Mourifie & Marc Henry & Romuald Meango, 2017. "Sharp bounds and testability of a Roy model of STEM major choices," Papers 1709.09284, arXiv.org, revised Nov 2019.
    5. Marc Henry & Ismael Mourifie, 2011. "Euclidean Revealed Preferences: Testing the Spatial Voting Model," CIRJE F-Series CIRJE-F-822, CIRJE, Faculty of Economics, University of Tokyo.
    6. Kate Ho & Adam M. Rosen, 2015. "Partial Identification in Applied Research: Benefits and Challenges," NBER Working Papers 21641, National Bureau of Economic Research, Inc.
    7. Federico A. Bugni & Ivan A. Canay & Xiaoxia Shi, 2014. "Inference for functions of partially identified parameters in moment inequality models," CeMMAP working papers CWP05/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Steven N. Durlauf & Yannis M. Ioannides, 2009. "Social Interactions," Discussion Papers Series, Department of Economics, Tufts University 0739, Department of Economics, Tufts University.
    9. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    10. Boucher, Vincent & Bramoullé, Yann, 2020. "Binary Outcomes and Linear Interactions," CEPR Discussion Papers 15505, Centre for Economic Policy Research.
    11. Pietro Tebaldi & Alexander Torgovitsky & Hanbin Yang, 2019. "Nonparametric Estimates of Demand in the California Health Insurance Exchange," NBER Working Papers 25827, National Bureau of Economic Research, Inc.
    12. Gu, Jiaying & Russell, Thomas M., 2023. "Partial identification in nonseparable binary response models with endogenous regressors," Journal of Econometrics, Elsevier, vol. 235(2), pages 528-562.
    13. Gualdani, Cristina, 2021. "An econometric model of network formation with an application to board interlocks between firms," Journal of Econometrics, Elsevier, vol. 224(2), pages 345-370.
    14. Jun, Sung Jae & Pinkse, Joris, 2020. "Counterfactual prediction in complete information games: Point prediction under partial identification," Journal of Econometrics, Elsevier, vol. 216(2), pages 394-429.
    15. D'Haultfoeuille, Xavier & Gaillac, Christophe & Maurel, Arnaud, 2022. "Partially Linear Models under Data Combination," IZA Discussion Papers 15230, IZA Network @ LISER.
    16. Marcoux, Mathieu, 2022. "Strategic interactions in mobile network investment with a new entrant and unobserved heterogeneity," International Journal of Industrial Organization, Elsevier, vol. 82(C).
    17. Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    18. Giovanni Cespa & Xavier Vives, 2014. "The Beauty Contest and Short-Term Trading," CSEF Working Papers 383, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    19. Meglena Jeleva & Jean-Marc Tallon, 2014. "Ambiguïté, comportements et marchés financiers," Documents de travail du Centre d'Economie de la Sorbonne 14064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    20. Ivan A. Canay & Azeem M. Shaikh, 2016. "Practical and theoretical advances in inference for partially identified models," CeMMAP working papers CWP05/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Bontemps, Christian & Kumar, Rohit, 2018. "A Geometric Approach to Inference in Set-Identified Entry Games," TSE Working Papers 18-943, Toulouse School of Economics (TSE), revised Mar 2019.
    22. Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," NBER Working Papers 27756, National Bureau of Economic Research, Inc.
    23. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    24. Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021. "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers 202103290700001124, Iowa State University, Department of Economics.
    25. Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," Papers 1909.09320, arXiv.org.
    26. Vincent Boucher, 2017. "Selecting Equilibria using Best-Response Dynamics," Economics Bulletin, AccessEcon, vol. 37(4), pages 2728-2734.
    27. Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
    28. Michael P. Leung, 2019. "Inference in Models of Discrete Choice with Social Interactions Using Network Data," Papers 1911.07106, arXiv.org.
    29. Andrew Chesher & Adam Rosen, 2015. "Counterfactual worlds," CeMMAP working papers 22/15, Institute for Fiscal Studies.
    30. Levon Barseghyan & Maura Coughlin & Francesca Molinari & Joshua C. Teitelbaum, 2019. "Heterogeneous Choice Sets and Preferences," Papers 1907.02337, arXiv.org, revised Feb 2021.
    31. Shakeeb Khan & Elie Tamer, 2026. "Identification in Linear Quantile Panel Models," Papers 2609.10925, arXiv.org.
    32. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2026. "The projection solution to the incidental parameter problem," CeMMAP working papers 11/26, Institute for Fiscal Studies.
    33. Andrew Chesher & Adam Rosen, 2012. "An instrumental variable random coefficients model for binary outcomes," CeMMAP working papers 34/12, Institute for Fiscal Studies.
    34. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust confidence regions for incomplete models," CeMMAP working papers 65/15, Institute for Fiscal Studies.
    35. Hiroaki Kaido & Yi Zhang, 2023. "Applications of Choquet expected utility to hypothesis testing with incompleteness," The Japanese Economic Review, Springer, vol. 74(4), pages 551-572, October.
    36. Paul L. E. Grieco, 2014. "Discrete games with flexible information structures: an application to local grocery markets," RAND Journal of Economics, RAND Corporation, vol. 45(2), pages 303-340, June.
    37. Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, "undated". "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, University of Warwick - Department of Economics.
    38. Xavier D'Haultfoeuille & Christophe Gaillac & Arnaud Maurel, 2024. "Linear Regressions with Combined Data," Papers 2412.04816, arXiv.org, revised Nov 2025.
    39. Juan Passadore & Juan Xandri, 2019. "Robust Predictions in Dynamic Policy Games," 2019 Meeting Papers 1345, Society for Economic Dynamics.
    40. Jiaying Gu & Thomas M. Russell, 2021. "Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors," Papers 2101.01254, arXiv.org, revised Jul 2022.
    41. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.
    42. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
    43. Vives, Xavier & Cespa, Giovanni, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, Centre for Economic Policy Research.
    44. Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
    45. Miyauchi, Yuhei, 2016. "Structural estimation of pairwise stable networks with nonnegative externality," Journal of Econometrics, Elsevier, vol. 195(2), pages 224-235.
    46. Ricardo E. Miranda, 2026. "On the falsification of instrumental variable models for heterogeneous treatment effects," Papers 2601.14464, arXiv.org.
    47. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.
    48. Molinari, Francesca, 2020. "Microeconometrics with partial identification," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 355-486, Elsevier.
    49. Jeremy Fox & Natalia Lazzati, 2013. "Identification of discrete choice models for bundles and binary games," CeMMAP working papers 04/13, Institute for Fiscal Studies.
    50. Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    51. Vincent Boucher, 2014. "Conformism and Self-Selection in Social Networks," Cahiers de recherche 1424, CIRPEE.
    52. Ravi Jagadeesan & Scott Duke Kominers & Ross Rheingans-Yoo, 2020. "Lone wolves in competitive equilibria," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(2), pages 215-228, August.
    53. Balat, Jorge F. & Han, Sukjin, 2023. "Multiple treatments with strategic substitutes," Journal of Econometrics, Elsevier, vol. 234(2), pages 732-757.
    54. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRJE F-Series CIRJE-F-835, CIRJE, Faculty of Economics, University of Tokyo.
    55. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.
    56. Andrew Chesher & Adam Rosen, 2014. "Generalized instrumental variable models," CeMMAP working papers CWP04/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    57. Jeremy T. Fox & Natalia Lazzati, 2012. "Identification of Potential Games and Demand Models for Bundles," NBER Working Papers 18155, National Bureau of Economic Research, Inc.
    58. Liao, Moyu, 2024. "Identification of a rational inattention discrete choice model," Journal of Econometrics, Elsevier, vol. 240(1).
    59. Lewbel, Arthur & Tang, Xun, 2015. "Identification and estimation of games with incomplete information using excluded regressors," Journal of Econometrics, Elsevier, vol. 189(1), pages 229-244.
    60. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.
    61. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
    62. Undral Byambadalai, 2022. "Identification and Inference for Welfare Gains without Unconfoundedness," Papers 2207.04314, arXiv.org.
    63. Abito, Jose Miguel, 2015. "How much can we identify from repeated games?," MPRA Paper 66378, University Library of Munich, Germany.
    64. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    65. Ye Luo & Hai Wang, 2017. "Core Determining Class and Inequality Selection," American Economic Review, American Economic Association, vol. 107(5), pages 274-277, May.
    66. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    67. Áureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers 29/12, Institute for Fiscal Studies.
    68. Menzel, Konrad, 2026. "Strategic network formation with many agents," Journal of Econometrics, Elsevier, vol. 253(C).
    69. Fan, Yanqin & Park, Sang Soo, 2010. "Confidence sets for some partially identified parameters," MPRA Paper 37149, University Library of Munich, Germany.
    70. Kline, Brendan, 2015. "Identification of complete information games," Journal of Econometrics, Elsevier, vol. 189(1), pages 117-131.
    71. Paul S. Koh, 2022. "Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game," Papers 2205.05002, arXiv.org, revised Jun 2026.
    72. Koh, Paul S., 2023. "Stable outcomes and information in games: An empirical framework," Journal of Econometrics, Elsevier, vol. 237(1).
    73. Bruno N. Costa & Florian F. Gunsilius, 2026. "Partial identification with entropy regularized optimal transport," Papers 2609.40156, arXiv.org.
    74. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    75. Michael P. Leung & Hyungsik Roger Moon, 2019. "Normal Approximation in Large Network Models," Papers 1904.11060, arXiv.org, revised Mar 2026.
    76. Timothy Christensen & Benjamin Connault, 2023. "Counterfactual Sensitivity and Robustness," Econometrica, Econometric Society, vol. 91(1), pages 263-298, January.
    77. Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.
    78. Magnolfi, Lorenzo & Roncoroni, Camilla, 2020. "Estimation of Discrete Games with Weak Assumptions on Information," The Warwick Economics Research Paper Series (TWERPS) 1247, University of Warwick, Department of Economics.

  13. Marc Henry & Romuald Meango & Ismael Mourifié, 2020. "Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice," Working Papers 2020-035, Human Capital and Economic Opportunity Working Group.

    Cited by:

    1. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.

  14. Marc Henry & Romuald Meango & Ismael Mourifie, 2020. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Papers 2005.09095, arXiv.org, revised Aug 2023.

    Cited by:

    1. Takahiro & Kazuhiko Shinoda & Taisuke Otsu, 2026. "Treatment Effect Identification under Selection on Potential Outcomes," Keio-IES Discussion Paper Series DP2026-012, Institute for Economics Studies, Keio University.
    2. Shuowen Chen & Hiroaki Kaido, 2022. "Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters," Papers 2208.11281, arXiv.org, revised Sep 2023.

  15. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2018. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Sciences Po Economics Publications (main) hal-01169655, HAL.

    Cited by:

    1. Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2019_1903, CEMFI.
    2. Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum, 2021. "Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching," Papers 2111.13744, arXiv.org.
    3. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    4. Dizdar, Deniz & Moldovanu, Benny, 2016. "On the importance of uniform sharing rules for efficient matching," Journal of Economic Theory, Elsevier, vol. 165(C), pages 106-123.
    5. Pierre-André Chiappori & Bernard Salanié, 2016. "The Econometrics of Matching Models," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 832-861, September.

  16. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2018. "Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models," Sciences Po Economics Publications (main) hal-01169655, HAL.

    Cited by:

    1. Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2019_1903, CEMFI.
    2. Odran Bonnet & Alfred Galichon & Yu-Wei Hsieh & Keith O'Hara & Matt Shum, 2021. "Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching," Papers 2111.13744, arXiv.org.
    3. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    4. Dizdar, Deniz & Moldovanu, Benny, 2016. "On the importance of uniform sharing rules for efficient matching," Journal of Economic Theory, Elsevier, vol. 165(C), pages 106-123.
    5. Hayato Nakanishi, 2025. "Urban environmental evaluation using an affiliated private value auction model," Empirical Economics, Springer, vol. 68(3), pages 1281-1343, March.
    6. Pierre-André Chiappori & Bernard Salanié, 2016. "The Econometrics of Matching Models," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 832-861, September.
    7. Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.

  17. Ismael Mourifie & Marc Henry & Romuald Meango, 2017. "Sharp bounds and testability of a Roy model of STEM major choices," Papers 1709.09284, arXiv.org, revised Nov 2019.

    Cited by:

    1. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    2. Vitor Possebom, 2019. "Sharp Bounds for the Marginal Treatment Effect with Sample Selection," Papers 1904.08522, arXiv.org.
    3. Hiroaki Kaido & Yi Zhang, 2019. "Robust likelihood ratio tests for incomplete economic models," CeMMAP working papers CWP68/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Casey B. Mulligan, 2018. "Quantifier Elimination for Deduction in Econometrics," NBER Working Papers 24601, National Bureau of Economic Research, Inc.
    5. Acerenza, Santiago & Ban, Kyunghoon & Kedagni, Desire, 2021. "Marginal Treatment Effects with Misclassified Treatment," ISU General Staff Papers 202106180700001132, Iowa State University, Department of Economics.
    6. Mario Fiorini & Katrien Stevens, 2021. "Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1475-1526, December.
    7. Kyunghoon Ban & D'esir'e K'edagni & Santiago Acerenza, 2021. "Local Average and Marginal Treatment Effects with a Misclassified Treatment," Papers 2105.00358, arXiv.org, revised Jun 2026.
    8. Takahiro & Kazuhiko Shinoda & Taisuke Otsu, 2026. "Treatment Effect Identification under Selection on Potential Outcomes," Keio-IES Discussion Paper Series DP2026-012, Institute for Economics Studies, Keio University.
    9. Ban, Kyunghoon & Kedagni, Desire, 2020. "Nonparametric Bounds on Treatment Effects with Imperfect Instruments," ISU General Staff Papers 202010120700001113, Iowa State University, Department of Economics.
    10. Federica Braccioli & Paolo Ghinetti & Simone Moriconi & Constanza Naguib, 2024. "Education Expansion, College Choice and Labour Market Success," Working Papers 1419, Barcelona School of Economics.
    11. Chen, Haoning & Dong, Miaomiao & Henry, Marc & Sidorov, Ivan, 2025. "Occupational segregation in a Roy model with composition preferences," Games and Economic Behavior, Elsevier, vol. 150(C), pages 365-386.
    12. Kamat, Vishal, 2019. "Identification with Latent Choice Sets," TSE Working Papers 19-1031, Toulouse School of Economics (TSE).
    13. Mourifié, Ismael & Wan, Yuanyuan, 2025. "Layered policy analysis in program evaluation using the marginal treatment effect," Journal of Econometrics, Elsevier, vol. 251(C).
    14. Farré, Lídia & Ortega, Francesc, 2021. "Family Ties, Geographic Mobility and the Gender Gap in Academic Aspirations," IZA Discussion Papers 14561, IZA Network @ LISER.
    15. Vishal Kamat, 2017. "Identifying the Effects of a Program Offer with an Application to Head Start," Papers 1711.02048, arXiv.org, revised Aug 2023.
    16. Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020. "Discordant Relaxations of Misspecified Models," Papers 2012.11679, arXiv.org, revised Apr 2024.
    17. Zhewen Pan & Zhengxin Wang & Junsen Zhang & Yahong Zhou, 2024. "Marginal treatment effects in the absence of instrumental variables," Papers 2401.17595, arXiv.org, revised Feb 2026.
    18. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Vishal Kamat, 2018. "On the Identifying Content of Instrument Monotonicity," Papers 1807.01661, arXiv.org, revised Oct 2019.
    20. Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
    21. Fan Wu & Yi Xin, 2024. "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers 2411.01799, arXiv.org, revised Oct 2026.
    22. Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," Natural Field Experiments 00776, The Field Experiments Website.
    23. Marc Henry & Romuald Meango & Ismael Mourifié, 2020. "Revealing Gender-Specific Costs of STEM in an Extended Roy Model of Major Choice," Working Papers 2020-035, Human Capital and Economic Opportunity Working Group.
    24. Kamat, Vishal, 2024. "Identifying the effects of a program offer with an application to Head Start," Journal of Econometrics, Elsevier, vol. 240(1).
    25. Haoning Chen & Miaomiao Dong & Marc Henry & Ivan Sidorov, 2020. "Occupational segregation in a Roy model with composition preferences," Papers 2012.04485, arXiv.org, revised Sep 2024.
    26. Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
    27. Aderonke Osikominu & Gregor Pfeifer & Tim Ruberg, 2026. "Characterizing the Returns to STEM: Marginal and Policy-Relevant Treatment Effects," RFBerlin Discussion Paper Series 26160, ROCKWOOL Foundation Berlin (RFBerlin).
    28. Shosei Sakaguchi, 2025. "The Identification Power of Combining Experimental and Observational Data for Distributional Treatment Effect Parameters," Papers 2508.12206, arXiv.org, revised Sep 2026.
    29. Andrew Chesher & Adam Rosen, 2018. "Generalized instrumental variable models, methods, and applications," CeMMAP working papers CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    30. Thomas M. Russell, 2020. "Policy Transforms and Learning Optimal Policies," Papers 2012.11046, arXiv.org.
    31. John Eric Humphries & Juanna Schr¿ter Joensen & Gregory F. Veramendi, 2025. "Complementarities in High School and College Investments," Cowles Foundation Discussion Papers 2446, Cowles Foundation for Research in Economics, Yale University.
    32. Asbjoern Juul Petersen & Jacob Richard Boeggild Strabo, 2026. "The Allocation of Talent Under Perfect and Imperfect Information," CEBI working paper series 26-08, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
    33. Zhewen Pan & Zhengxin Wang & Junsen Zhang & Yahong Zhou, 2026. "Marginal Treatment Effects in the Absence of Instrumental Variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 41(4), pages 465-480, June.
    34. Bleemer , Zachary & Mehta, Aashish, 2021. "College Major Restrictions and Student Stratification," University of California at Berkeley, Center for Studies in Higher Education qt513249vg, Center for Studies in Higher Education, UC Berkeley.
    35. Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.

  18. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2017. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po Economics Publications (main) hal-03391975, HAL.

    Cited by:

    1. Marcel Klatt & Axel Munk & Yoav Zemel, 2022. "Limit laws for empirical optimal solutions in random linear programs," Annals of Operations Research, Springer, vol. 315(1), pages 251-278, August.
    2. Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2019_1903, CEMFI.
    3. Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
    4. Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
    5. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    6. Corradi, Valentina & Llorens-Terrazas, Jordi, 2026. "Monitoring joint tail risks: An application to growth and inflation," Journal of Econometrics, Elsevier, vol. 255(C).
    7. Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES 2018-12, ULB -- Universite Libre de Bruxelles.
    8. Hamel, Andreas H. & Kostner, Daniel, 2018. "Cone distribution functions and quantiles for multivariate random variables," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 97-113.
    9. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    10. Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020. "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES 2020-32, ULB -- Universite Libre de Bruxelles.
    11. Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019. "Center-Outward Quantiles And The Measurement Of Multivariate Risk," Working Papers ECARES 2019-30, ULB -- Universite Libre de Bruxelles.
    12. Petra Laketa & Stanislav Nagy, 2022. "Halfspace depth for general measures: the ray basis theorem and its consequences," Statistical Papers, Springer, vol. 63(3), pages 849-883, June.
    13. Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
    14. Marc Hallin & Hang Liu, 2022. "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES 2022-27, ULB -- Universite Libre de Bruxelles.
    15. Jun Yu & Mingyao Ai & Zhiqiang Ye, 2024. "A review on design inspired subsampling for big data," Statistical Papers, Springer, vol. 65(2), pages 467-510, April.
    16. Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han, 2021. "Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence," Working Papers ECARES 2021-27, ULB -- Universite Libre de Bruxelles.
    17. Hudecová, Šárka & Šiman, Miroslav, 2024. "Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests," Journal of Multivariate Analysis, Elsevier, vol. 204(C).
    18. Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
    19. María Edo & Walter Sosa Escudero & Marcela Svarc, 2021. "A multidimensional approach to measuring the middle class," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(1), pages 139-162, March.
    20. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Jun 2026.
    21. Marc Hallin, 2021. "Measure Transportation and Statistical Decision Theory," Working Papers ECARES 2021-04, ULB -- Universite Libre de Bruxelles.
    22. Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2021. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Working Papers ECARES 2021-13, ULB -- Universite Libre de Bruxelles.
    23. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    24. Florian F Gunsilius, 2025. "A primer on optimal transport for causal inference with observational data," Papers 2503.07811, arXiv.org, revised Aug 2026.
    25. Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 135-146, December.
    26. Hudecová, Šárka & Šiman, Miroslav, 2022. "Multivariate ranks based on randomized lift-interdirections," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
    27. Mendroš, Erik & Nagy, Stanislav, 2025. "Explicit bivariate simplicial depth," Journal of Multivariate Analysis, Elsevier, vol. 205(C).
    28. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
    29. Faugeras, Olivier P. & Rüschendorf, Ludger, 2021. "Functional, randomized and smoothed multivariate quantile regions," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    30. Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han, 2023. "Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics," Working Papers ECARES 2023-03, ULB -- Universite Libre de Bruxelles.
    31. Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
    32. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
    33. Marc Hallin & Gilles Mordant, 2021. "On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests," Working Papers ECARES 2021-24, ULB -- Universite Libre de Bruxelles.
    34. Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han, 2020. "Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs," Working Papers ECARES 2020-23, ULB -- Universite Libre de Bruxelles.
    35. Marc Hallin & Davide La Vecchia & Hang Liu, 2020. "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES 2020-47, ULB -- Universite Libre de Bruxelles.
    36. Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran, 2018. "Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions," Working Papers ECARES 2018-15, ULB -- Universite Libre de Bruxelles.
    37. Jonas Meier, 2020. "Multivariate Distribution Regression," Diskussionsschriften dp2023, Universitaet Bern, Departement Volkswirtschaft.
    38. Promit Ghosal & Marcel Nutz, 2026. "On the Convergence Rate of Sinkhorn’s Algorithm," Mathematics of Operations Research, INFORMS, vol. 51(2), pages 1080-1096, May.
    39. Eustasio del Barrio & Alberto González-Sanz & Marc Hallin, 2022. "Nonparametric Multiple-Output Center-Outward Quantile Regression," Working Papers ECARES 2022-10, ULB -- Universite Libre de Bruxelles.
    40. Kotík, Lukáš & Hlubinka, Daniel, 2017. "A weighted localization of halfspace depth and its properties," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 53-69.
    41. Alberto González-Sanz & Marc Hallin & Bodhisattva Sen, 2023. "Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability," Working Papers ECARES 2023-10, ULB -- Universite Libre de Bruxelles.
    42. Alfred Galichon & Bernard Salani'e, 2021. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Papers 2106.02371, arXiv.org, revised Jan 2023.
    43. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    44. Olivier Paul Faugeras & Ludger Rüschendorf, 2021. "Functional, randomized and smoothed multivariate quantile regions," Post-Print hal-03352330, HAL.
    45. Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.
    46. Florian Gunsilius & Susanne M. Schennach, 2019. "Independent nonlinear component analysis," CeMMAP working papers CWP46/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  19. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017. "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers 1709.09570, arXiv.org, revised Feb 2021.

    Cited by:

    1. Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
    2. Roy Allen & John Rehbeck, 2025. "Identification of random coefficient latent utility models," Quantitative Economics, Econometric Society, vol. 16(4), pages 1223-1265, November.
    3. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    4. Bishop, Kelly C. & Timmins, Christopher, 2019. "Estimating the marginal willingness to pay function without instrumental variables," Journal of Urban Economics, Elsevier, vol. 109(C), pages 66-83.
    5. Florian F Gunsilius, 2025. "A primer on optimal transport for causal inference with observational data," Papers 2503.07811, arXiv.org, revised Aug 2026.
    6. Paula Calvo & Ilse Lindenlaub & Ana Reynoso, 2024. "Marriage Market and Labour Market Sorting," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3316-3361.
    7. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.
    8. Tongseok Lim, 2023. "Replication of financial derivatives under extreme market models given marginals," Papers 2307.00807, arXiv.org.
    9. Sebastien Rouillon & Marc-Alexandre Senegas, 2026. "The price of orbit: Hedonic estimates from the satellite launch market," Space Economics Working Papers 10-2026, Institute for Space Economics, revised Sep 2026.
    10. William Torous & Florian Gunsilius & Philippe Rigollet, 2021. "An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences," Papers 2108.05858, arXiv.org, revised Mar 2024.
    11. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    12. Tianyun Zhu & Hui Luo, 2026. "Auto ownership rationing and willingness to pay for subway proximity: a hedonic analysis," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 75(1), pages 1-23, March.
    13. Steven C. Bourassa & Martijn I. Dröes & Martin Hoesli, 2024. "Housing Market Segmentation: A Finite Mixture Approach," De Economist, Springer, vol. 172(4), pages 291-337, December.
    14. Aguiar, Victor H. & Kashaev, Nail & Allen, Roy, 2023. "Prices, profits, proxies, and production," Journal of Econometrics, Elsevier, vol. 235(2), pages 666-693.
    15. Alfred Galichon, 2021. "The unreasonable effectiveness of optimal transport in economics," Papers 2107.04700, arXiv.org.
    16. Florian Gunsilius, 2026. "A condition for the identification of multivariate models with binary instruments -- with Corrigendum and Addendum," Papers 2607.01429, arXiv.org.

  20. HENRY, Marc & MEANGO, Romual & QUEYRANNE, Maurice, 2015. "Combinatorial approach to inference in partially identified incomplete structural models," LIDAM Reprints CORE 2691, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Francesca Molinari, 2020. "Microeconometrics with Partial Identification," Papers 2004.11751, arXiv.org.
    2. Christian Bontemps & Thierry Magnac, 2017. "Set identification, moment restrictions, and inference," Post-Print hal-01575813, HAL.
    3. Andrew Chesher & Adam Rosen, 2016. "Characterizations of identified sets delivered by structural econometric models," CeMMAP working papers CWP44/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Alexander Torgovitsky, 2019. "Partial identification by extending subdistributions," Quantitative Economics, Econometric Society, vol. 10(1), pages 105-144, January.
    5. Francesca Molinari, 2019. "Econometrics with Partial Identification," CeMMAP working papers CWP25/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Lukáš Lafférs, 2019. "Identification in Models with Discrete Variables," Computational Economics, Springer;Society for Computational Economics, vol. 53(2), pages 657-696, February.
    7. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.
    8. Paul S. Koh, 2022. "Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game," Papers 2205.05002, arXiv.org, revised Jun 2026.

  21. Arnaud Dupuy & Alfred Galichon & Marc Henry, 2014. "Entropy Methods for Identifying Hedonic Models," Sciences Po Economics Publications (main) hal-03393019, HAL.

    Cited by:

    1. Zhou Rongxi & Xiong Yahui & Wang Ning & Wang Xizu, 2019. "Coupling Degree Evaluation of China’s Internet Financial Ecosystem Based on Entropy Method and Principal Component Analysis," Journal of Systems Science and Information, De Gruyter, vol. 7(5), pages 399-421, October.
    2. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2019. "Single market non-parametric identification of multi-attribute hedonic equilibrium models," CeMMAP working papers CWP27/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2017. "Identification of hedonic equilibrium and nonseparable simultaneous equations," Papers 1709.09570, arXiv.org, revised Feb 2021.
    4. Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org, revised Aug 2026.

  22. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Discussion Papers hal-01053810, HAL.

    Cited by:

    1. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po Economics Publications (main) hal-03392022, HAL.
    3. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.

  23. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Publications (main) hal-01053810, HAL.

    Cited by:

    1. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po Economics Publications (main) hal-03392022, HAL.
    3. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.

  24. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Sciences Po Economics Publications (main) hal-01053810, HAL.

    Cited by:

    1. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    2. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2016. "Estimating Multivariate Latent-Structure Models," Sciences Po Economics Publications (main) hal-03392022, HAL.
    4. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.

  25. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2014. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Papers 1412.8434, arXiv.org, revised Sep 2015.

    Cited by:

    1. Marcel Klatt & Axel Munk & Yoav Zemel, 2022. "Limit laws for empirical optimal solutions in random linear programs," Annals of Operations Research, Springer, vol. 315(1), pages 251-278, August.
    2. Dmitry Arkhangelsky, 2019. "Dealing with a Technological Bias: The Difference-in-Difference Approach," Working Papers wp2019_1903, CEMFI.
    3. Marc Hallin & Davide La Vecchia & H Liu, 2019. "Center-Outward R-Estimation for Semiparametric VARMA Models," Working Papers ECARES 2019-25, ULB -- Universite Libre de Bruxelles.
    4. Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
    5. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Sciences Po Economics Publications (main) hal-03936221, HAL.
    6. Corradi, Valentina & Llorens-Terrazas, Jordi, 2026. "Monitoring joint tail risks: An application to growth and inflation," Journal of Econometrics, Elsevier, vol. 255(C).
    7. Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich towards a “General Generalised Distance”," Working Papers ECARES 2018-12, ULB -- Universite Libre de Bruxelles.
    8. Hamel, Andreas H. & Kostner, Daniel, 2018. "Cone distribution functions and quantiles for multivariate random variables," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 97-113.
    9. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    10. Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2020. "Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova," Working Papers ECARES 2020-32, ULB -- Universite Libre de Bruxelles.
    11. Jan Bierlant & Sven Buitendag & Eustasio Del Barrio & Marc Hallin, 2019. "Center-Outward Quantiles And The Measurement Of Multivariate Risk," Working Papers ECARES 2019-30, ULB -- Universite Libre de Bruxelles.
    12. Petra Laketa & Stanislav Nagy, 2022. "Halfspace depth for general measures: the ray basis theorem and its consequences," Statistical Papers, Springer, vol. 63(3), pages 849-883, June.
    13. Davy Paindaveine & Germain Van Bever, 2017. "Halfspace Depths for Scatter, Concentration and Shape Matrices," Working Papers ECARES ECARES 2017-19, ULB -- Universite Libre de Bruxelles.
    14. Marc Hallin & Hang Liu, 2022. "Center-outward Rank- and Sign-based VARMA Portmanteau Tests," Working Papers ECARES 2022-27, ULB -- Universite Libre de Bruxelles.
    15. Jun Yu & Mingyao Ai & Zhiqiang Ye, 2024. "A review on design inspired subsampling for big data," Statistical Papers, Springer, vol. 65(2), pages 467-510, April.
    16. Marc Hallin & Hongjian Shi & Mathias Drton & Fang Han, 2021. "Center-Outward Sign- and Rank-Based Quadrant, Spearman, and Kendall Tests for Multivariate Independence," Working Papers ECARES 2021-27, ULB -- Universite Libre de Bruxelles.
    17. Hudecová, Šárka & Šiman, Miroslav, 2024. "Stochastic hyperplane-based ranks and their use in multivariate portmanteau tests," Journal of Multivariate Analysis, Elsevier, vol. 204(C).
    18. Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
    19. María Edo & Walter Sosa Escudero & Marcela Svarc, 2021. "A multidimensional approach to measuring the middle class," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(1), pages 139-162, March.
    20. Lixiong Li & Marc Henry, 2022. "Finite Sample Inference in Incomplete Models," Papers 2204.00473, arXiv.org, revised Jun 2026.
    21. Marc Hallin, 2021. "Measure Transportation and Statistical Decision Theory," Working Papers ECARES 2021-04, ULB -- Universite Libre de Bruxelles.
    22. Marc Hallin & Daniel Hlubinka & Sarka Hudecova, 2021. "Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA," Working Papers ECARES 2021-13, ULB -- Universite Libre de Bruxelles.
    23. Florian Gunsilius, 2018. "Point-identification in multivariate nonseparable triangular models," Papers 1806.09680, arXiv.org.
    24. Florian F Gunsilius, 2025. "A primer on optimal transport for causal inference with observational data," Papers 2503.07811, arXiv.org, revised Aug 2026.
    25. Marc Hallin, 2018. "From Mahalanobis to Bregman via Monge and Kantorovich," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 135-146, December.
    26. Hudecová, Šárka & Šiman, Miroslav, 2022. "Multivariate ranks based on randomized lift-interdirections," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
    27. Mendroš, Erik & Nagy, Stanislav, 2025. "Explicit bivariate simplicial depth," Journal of Multivariate Analysis, Elsevier, vol. 205(C).
    28. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
    29. Faugeras, Olivier P. & Rüschendorf, Ludger, 2021. "Functional, randomized and smoothed multivariate quantile regions," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    30. Hongjian Shi & Mathias Drton & Marc Hallin & Fang Han, 2023. "Semiparametrically Efficient Tests of Multivariate Independence Using Center-Outward Quadrant, Spearman, and Kendall Statistics," Working Papers ECARES 2023-03, ULB -- Universite Libre de Bruxelles.
    31. Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
    32. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
    33. Marc Hallin & Gilles Mordant, 2021. "On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests," Working Papers ECARES 2021-24, ULB -- Universite Libre de Bruxelles.
    34. Hongjian Shi & Marc Hallin & Mathias Drton & Fang Han, 2020. "Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs," Working Papers ECARES 2020-23, ULB -- Universite Libre de Bruxelles.
    35. Marc Hallin & Davide La Vecchia & Hang Liu, 2020. "Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach," Working Papers ECARES 2020-47, ULB -- Universite Libre de Bruxelles.
    36. Eustasio Del Barrio & Juan Cuesta Albertos & Marc Hallin & Carlos Matran, 2018. "Smooth Cyclically Monotone Interpolation and Empirical Center-Outward Distribution Functions," Working Papers ECARES 2018-15, ULB -- Universite Libre de Bruxelles.
    37. Promit Ghosal & Marcel Nutz, 2026. "On the Convergence Rate of Sinkhorn’s Algorithm," Mathematics of Operations Research, INFORMS, vol. 51(2), pages 1080-1096, May.
    38. Eustasio del Barrio & Alberto González-Sanz & Marc Hallin, 2022. "Nonparametric Multiple-Output Center-Outward Quantile Regression," Working Papers ECARES 2022-10, ULB -- Universite Libre de Bruxelles.
    39. Kotík, Lukáš & Hlubinka, Daniel, 2017. "A weighted localization of halfspace depth and its properties," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 53-69.
    40. Alberto González-Sanz & Marc Hallin & Bodhisattva Sen, 2023. "Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability," Working Papers ECARES 2023-10, ULB -- Universite Libre de Bruxelles.
    41. Alfred Galichon & Bernard Salani'e, 2021. "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Papers 2106.02371, arXiv.org, revised Jan 2023.
    42. Alfred Galichon, 2021. "The Unreasonable Effectiveness of Optimal Transport in Economics," Working Papers hal-03936221, HAL.
    43. Olivier Paul Faugeras & Ludger Rüschendorf, 2021. "Functional, randomized and smoothed multivariate quantile regions," Post-Print hal-03352330, HAL.
    44. Florian Gunsilius & Susanne M. Schennach, 2019. "Independent nonlinear component analysis," CeMMAP working papers CWP46/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  26. Alfred Galichon & Marc Henry, 2013. "Dilatation Bootstrap: a methodology for constructing confidence regions with partially identified models," Post-Print hal-03400046, HAL.

    Cited by:

    1. Schennach, Susanne M., 2020. "Mismeasured and unobserved variables," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 487-565, Elsevier.
    2. Thierry Magnac, 2013. "Identification partielle : méthodes et conséquences pour les applications empiriques," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 233-258.

  27. Marc Henry & Romuald Méango & Maurice Queyranne, 2012. "Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models," CIRJE F-Series CIRJE-F-837, CIRJE, Faculty of Economics, University of Tokyo.

    Cited by:

    1. Laffers, Lukas, 2013. "Identification in Models with Discrete Variables," Discussion Paper Series in Economics 1/2013, Norwegian School of Economics, Department of Economics.
    2. Andrew Chesher & Adam Rosen, 2013. "Generalized instrumental variable models," CeMMAP working papers CWP43/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Magnac, Thierry, 2014. "Identification partielle: méthodes et conséquences pour les applications empiriques," IDEI Working Papers 814, Institut d'Économie Industrielle (IDEI), Toulouse.

  28. Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.

    Cited by:

    1. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po Economics Publications (main) hal-03460056, HAL.
    2. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    3. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
    4. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03588294, HAL.
    5. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03470461, HAL.
    6. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
    7. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
    8. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
    9. Dilip B. Madan, 2016. "Conic Portfolio Theory," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-42, May.

  29. Marc Henry & Ismael Mourifié, 2012. "Sharp Bounds in the Binary Roy Model," CIRANO Working Papers 2012s-06, CIRANO.

    Cited by:

    1. Ismael Mourifie & Yuanyuan Wan, 2014. "Testing Local Average Treatment Effect Assumptions," Working Papers tecipa-514, University of Toronto, Department of Economics.
    2. Laurent Gobillon & Carine Milcent, 2016. "Evaluating the Effect of Ownership Status on Hospital Quality: The Key Role of Innovative Procedures," PSE-Ecole d'économie de Paris (Postprint) halshs-01509624, HAL.
    3. Andrews, Donald W.K. & Shi, Xiaoxia, 2014. "Nonparametric inference based on conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 179(1), pages 31-45.
    4. Kamat, Vishal, 2019. "Identification with Latent Choice Sets," TSE Working Papers 19-1031, Toulouse School of Economics (TSE).
    5. Vishal Kamat, 2017. "Identifying the Effects of a Program Offer with an Application to Head Start," Papers 1711.02048, arXiv.org, revised Aug 2023.
    6. Sung Jae Jun & Yoonseok Lee & Youngki Shin, 2016. "Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 302-311, April.
    7. Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.

  30. Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Sciences Po Economics Publications (main) hal-01024582, HAL.

    Cited by:

    1. Victor Chernozhukov & Alfred Galichon & Marc Hallin & Marc Henry, 2015. "Monge-Kantorovich Depth, Quantiles, Ranks, and Signs," Sciences Po Economics Publications (main) hal-03460056, HAL.
    2. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    3. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
    4. Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03588294, HAL.
    5. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Sciences Po Economics Publications (main) hal-03470461, HAL.
    6. Yanqin Fan & Marc Henry & Brendan Pass & Jorge A. Rivero, 2022. "Lorenz map, inequality ordering and curves based on multidimensional rearrangements," Papers 2203.09000, arXiv.org, revised Apr 2024.
    7. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
    8. Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
    9. Dilip B. Madan, 2016. "Conic Portfolio Theory," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(03), pages 1-42, May.

  31. Marc Henry & Ismael Mourifié, 2011. "Euclidean Revealed Preferences: Testing the Spatial Voting Model," CIRANO Working Papers 2011s-49, CIRANO.

    Cited by:

    1. Cherchye, Laurens & Cosaert, Sam & De Rock, Bram & Kerstens, Pieter Jan & Vermeulen, Frederic, 2018. "Individual welfare analysis for collective households," Journal of Public Economics, Elsevier, vol. 166(C), pages 98-114.
    2. Florenz Plassmann & T. Tideman, 2014. "How frequently do different voting rules encounter voting paradoxes in three-candidate elections?," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 42(1), pages 31-75, January.
    3. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018. "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, vol. 51(C), pages 107-120.
    4. Vincent Boucher, 2015. "Structural Homophily," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 235-264, February.
    5. Fabian Gouret, 2024. "Additive valence and the single-crossing property," Thema Working Papers 2024-05, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS.
    6. Pablo Henr'iquez & Jorge Sabat & Jos'e Patr`icio Sullivan, 2021. "Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies," Papers 2106.09163, arXiv.org, revised Sep 2021.
    7. Menezes, Mozart B.C. & da Silveira, Giovani J.C. & Drezner, Zvi, 2016. "Democratic elections and centralized decisions: Condorcet and Approval Voting compared with Median and Coverage locations," European Journal of Operational Research, Elsevier, vol. 253(1), pages 195-203.
    8. Chambers, Christopher P. & Echenique, Federico, 2020. "Spherical preferences," Journal of Economic Theory, Elsevier, vol. 189(C).

  32. Marc Henry & Yuichi Kitamura & Bernard Salanie, 2010. "Identifying Finite Mixtures in Econometric Models," Cowles Foundation Discussion Papers 1767, Cowles Foundation for Research in Economics, Yale University, revised Jan 2013.

    Cited by:

    1. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012. "Semiparametric estimation of random coefficients in structural economic models," CeMMAP working papers CWP09/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  33. Marc Henry & Peter M Robinson, 2002. "Higher-Order Kernel Semiparametric M-Estimation of Long Memory," STICERD - Econometrics Paper Series 436, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019. "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers 7/19, Monash University, Department of Econometrics and Business Statistics.
    2. Javier Hualde & Peter M Robinson, 2006. "Semiparametric Estimation of Fractional Cointegration," STICERD - Econometrics Paper Series 502, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Hualde, J. & Robinson, P.M., 2010. "Semiparametric inference in multivariate fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 157(2), pages 492-511, August.
    4. Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
    5. Ye, Xunyu & Gao, Ping & Li, Handong, 2015. "Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram," Economic Modelling, Elsevier, vol. 46(C), pages 167-179.
    6. Arteche, J., 2006. "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2118-2141, December.
    7. Papagni, Francesca & Goracci, Greta & Ferrari, Davide, 2026. "Reduced-bias whittle likelihood estimation for short- and long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 220(C).
    8. Faÿ, Gilles & Moulines, Eric & Roueff, François & Taqqu, Murad S., 2009. "Estimators of long-memory: Fourier versus wavelets," Journal of Econometrics, Elsevier, vol. 151(2), pages 159-177, August.
    9. Hualde, Javier & Robinson, Peter M., 2006. "Semiparametric Estimation of Fractional Cointegration," LSE Research Online Documents on Economics 4537, London School of Economics and Political Science, LSE Library.
    10. Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2007. "Nonstationarity-extended local Whittle estimation," Journal of Econometrics, Elsevier, vol. 141(2), pages 1353-1384, December.
    11. García-Enríquez, Javier & Hualde, Javier, 2019. "Local Whittle estimation of long memory: Standard versus bias-reducing techniques," Econometrics and Statistics, Elsevier, vol. 12(C), pages 66-77.
    12. Malec, Peter & Schienle, Melanie, 2014. "Nonparametric kernel density estimation near the boundary," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 57-76.
    13. Sun, Yixiao & Phillips, Peter C. B., 2003. "Nonlinear log-periodogram regression for perturbed fractional processes," Journal of Econometrics, Elsevier, vol. 115(2), pages 355-389, August.

  34. Claude HENRY & Marc HENRY, 2002. "Formalization and Applications of the Precuationary Principle," LIDAM Discussion Papers IRES 2002009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

    Cited by:

    1. Tania Bouglet & Thomas Lanzi & Jean-Christophe Vergnaud, 2006. "Incertitude scientifique et décision publique: le recours au Principe de Précaution," Post-Print halshs-00150931, HAL.
    2. Marcello Basili & Maurizio Franzini, 2006. "Understanding the Risk of an Avian Flu Pandemic: Rational Waiting or Precautionary Failure?," Risk Analysis, John Wiley & Sons, vol. 26(3), pages 617-630, June.
    3. Dietz, Simon, 2011. "High impact, low probability?: an empirical analysis of risk in the economics of climate change," LSE Research Online Documents on Economics 38586, London School of Economics and Political Science, LSE Library.
    4. Geoffrey Heal & Bengt Kriström, 2002. "Uncertainty and Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 22(1), pages 3-39, June.
    5. Pauline Barrieu & Bernard Sinclair-Desgagné, 2003. "The Paradox of Precaution," CIRANO Working Papers 2003s-63, CIRANO.
    6. Millner, Antony & Dietz, Simon & Heal, Geoffrey, 2010. "Ambiguity and climate policy," LSE Research Online Documents on Economics 37595, London School of Economics and Political Science, LSE Library.
    7. Martin L. Weitzman, 2012. "A Precautionary Tale of Uncertain Tail Fattening," NBER Working Papers 18144, National Bureau of Economic Research, Inc.
    8. Basili, Marcello & Chateauneuf, Alain & Fontini, Fulvio, 2008. "Precautionary principle as a rule of choice with optimism on windfall gains and pessimism on catastrophic losses," Ecological Economics, Elsevier, vol. 67(3), pages 485-491, October.
    9. Geoffrey Heal, 2008. "Climate Economics: A Meta-Review and Some Suggestions," NBER Working Papers 13927, National Bureau of Economic Research, Inc.
    10. Pauline Barrieu & Bernard Sinclair-Desgagné, 2006. "On Precautionary Policies," Management Science, INFORMS, vol. 52(8), pages 1145-1154, August.
    11. Marcello Basili & Mauriziop Franzini, 2005. "The Avian Flu Disease: A Case of Precautionary Failure," Department of Economics University of Siena 454, Department of Economics, University of Siena.
    12. Kim Kaivanto, 2025. "The Precautionary Principle and the Innovation Principle," Working Papers 423283411, Lancaster University Management School, Economics Department.
    13. Kim Kaivanto, 2025. "The Precautionary Principle and the Innovation Principle: Incompatible Guides for AI Innovation Governance?," Papers 2505.02846, arXiv.org, revised Sep 2025.
    14. Chenet, Hugues & Ryan-Collins, Josh & van Lerven, Frank, 2021. "Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy," Ecological Economics, Elsevier, vol. 183(C).
    15. Simon Dietz, 2011. "High impact, low probability? An empirical analysis of risk in the economics of climate change," Climatic Change, Springer, vol. 108(3), pages 519-541, October.
    16. Dietz, Simon, 2009. "High impact, low probability? An empirical analysis of risk in the economics of climate change," LSE Research Online Documents on Economics 37612, London School of Economics and Political Science, LSE Library.
    17. Simon Dietz, 2009. "High impact, low probability? An empirical analysis of risk in the economics of climate change," GRI Working Papers 9, Grantham Research Institute on Climate Change and the Environment.
    18. Randall, Alan, 2009. "We Already Have Risk Management - Do We Really Need the Precautionary Principle?," International Review of Environmental and Resource Economics, now publishers, vol. 3(1), pages 39-74, August.
    19. Antony Millner & Simon Dietz & Geoffrey Heal, 2013. "Scientific Ambiguity and Climate Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 55(1), pages 21-46, May.

  35. Marc Henry & Peter M Robinson, 1998. "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 357, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Ben Slimane, Faten & Boubaker, Sabri & Jouini, Jamel, 2020. "Does the Euro–Mediterranean Partnership contribute to regional integration?," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 328-348.
    2. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
    3. Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers tep2006, Trinity College Dublin, Department of Economics.

  36. Robinson, Peter M. & Henry, Marc, 1998. "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics 2022, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Long Memory in German Energy Price Indices," Discussion Papers of DIW Berlin 1186, DIW Berlin, German Institute for Economic Research.
    2. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
    3. Lieberman, Offer & Phillips, Peter C.B., 2008. "A complete asymptotic series for the autocovariance function of a long memory process," Journal of Econometrics, Elsevier, vol. 147(1), pages 99-103, November.
    4. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "The Distribution of Exchange Rate Volatility," Center for Financial Institutions Working Papers 99-08, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Value-at-risk Predictions of Precious Metals with Long Memory Volatility Models," MPRA Paper 53229, University Library of Munich, Germany.
    6. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    7. Pınar Kaya Soylu & Mustafa Okur & Özgür Çatıkkaş & Z. Ayca Altintig, 2020. "Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple," JRFM, MDPI, vol. 13(6), pages 1-21, May.
    8. Yip Yin & Quah Hoe, 2008. "A New Variant of ARFIMA Process and Its Predictive Ability," Modern Applied Science, Canadian Center of Science and Education, vol. 2(2), pages 142-142, March.
    9. Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006. "The Non- and Semiparametric Analysis of MS Models : Some Applications," Other publications TiSEM c14adc9f-f490-40d6-81b7-8, Tilburg University, School of Economics and Management.
    10. Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers 11-19, Association Française de Cliométrie (AFC).
    11. Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
    12. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
    13. Charfeddine, Lanouar, 2016. "Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis," Economic Modelling, Elsevier, vol. 53(C), pages 354-374.
    14. Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
    15. Cuestas, Juan C. & Gil-Alana, Luís A., 2009. "Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes," Economic Modelling, Elsevier, vol. 26(6), pages 1184-1192, November.
    16. Alkathery, Mohammed A. & Chaudhuri, Kausik & Nasir, Muhammad Ali, 2023. "Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis," Energy Economics, Elsevier, vol. 121(C).
    17. Claude Diebolt & Mohamed Chikhi, 2021. "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers 09-21, Association Française de Cliométrie (AFC).
    18. Giraitis, Liudas & Robinson, Peter, 2002. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 2130, London School of Economics and Political Science, LSE Library.
    19. Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    20. Demiralay, Sercan & Ulusoy, Veysel, 2014. "Non-linear volatility dynamics and risk management of precious metals," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 183-202.
    21. Jin, Xiaoye, 2017. "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 157-173.
    22. Coakley, Jerry & Dollery, Jian & Kellard, Neil, 2008. "The role of long memory in hedging effectiveness," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3075-3082, February.
    23. Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    24. Leschinski, Christian & Sibbertsen, Philipp, 2014. "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP) dp-535, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    25. Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series 501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    26. Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019. "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA 2019-43, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    27. Orregaard Nielsen, Morten & Frederiksen, Per, 2009. "Fully Modied Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration," Queen's Economics Department Working Papers 273647, Queen's University - Department of Economics.
    28. Orregaard Nielsen, Morten & Frederiksen, Per, 2010. "Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration," Queen's Economics Department Working Papers 273722, Queen's University - Department of Economics.
    29. Morten Ø. Nielsen & Per Houmann Frederiksen, 2008. "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper 1171, Economics Department, Queen's University.
    30. Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
    31. Li, Y., 2006. "On microscopic simulation models of financial markets," Other publications TiSEM ec2f852d-4a7f-47b1-99b8-4, Tilburg University, School of Economics and Management.
    32. Alexander Ayertey Odonkor & Emmanuel Nkrumah Ababio & Emmanuel Amoah- Darkwah & Richard Andoh, 2022. "Stock Returns and Long-range Dependence," Global Business Review, International Management Institute, vol. 23(1), pages 37-47, February.
    33. Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019. "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA 2019-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    34. Geoffrey Ngene & Ann Nduati Mungai & Allen K. Lynch, 2018. "Long-Term Dependency Structure and Structural Breaks: Evidence from the U.S. Sector Returns and Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(02), pages 1-38, June.
    35. Kirkulak-Uludag, Berna & Lkhamazhapov, Zorikto, 2016. "The volatility dynamics of spot and futures gold prices: Evidence from Russia," Research in International Business and Finance, Elsevier, vol. 38(C), pages 474-484.
    36. Arouri, Mohamed El Hédi & Lahiani, Amine & Lévy, Aldo & Nguyen, Duc Khuong, 2012. "Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models," Energy Economics, Elsevier, vol. 34(1), pages 283-293.
    37. Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    38. Kang, Sang Hoon & Yoon, Seong-Min, 2013. "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, vol. 36(C), pages 354-362.
    39. Jonathan Wright, 2002. "Log-Periodogram Estimation Of Long Memory Volatility Dependencies With Conditionally Heavy Tailed Returns," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 397-417.
    40. Ben Slimane, Faten & Boubaker, Sabri & Jouini, Jamel, 2020. "Does the Euro–Mediterranean Partnership contribute to regional integration?," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 328-348.
    41. Hassler Uwe & Wolters Jürgen, 2009. "Hysteresis in Unemployment Rates? A Comparison between Germany and the US," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(2-3), pages 119-129, April.
    42. Wafa Souffargi & Adel Boubaker, 2025. "Modelling Value-at-Risk and Expected Shortfall for a Small Capital Market: Do Fractionally Integrated Models and Regime Shifts Matter?," JRFM, MDPI, vol. 18(4), pages 1-28, April.
    43. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012. "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin 1247, DIW Berlin, German Institute for Economic Research.
    44. Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
    45. Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
    46. Hwai‐Chung Ho & Nan‐Jung Hsu, 2005. "Polynomial Trend Regression With Long‐memory Errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(3), pages 323-354, May.
    47. Daniela Osterrieder & Peter C. Schotman, 2012. "The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums," CREATES Research Papers 2012-35, Department of Economics and Business Economics, Aarhus University.
    48. Maheu John, 2005. "Can GARCH Models Capture Long-Range Dependence?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-43, December.
    49. Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles, 2003. "Rescaled variance and related tests for long memory in volatility and levels," Journal of Econometrics, Elsevier, vol. 112(2), pages 265-294, February.
    50. Vera Mirovic & Dejan Zivkov & Jovan Njegic, 2017. "Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 396-422, October.
    51. He, Xue-Zhong & Li, Youwei, 2015. "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 1-17.
    52. Mohamed CHIKHI & Ali BENDOB & Ahmed Ramzi SIAGH, 2019. "Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 221-248, December.
    53. Igor LEBRUN & Ludovic DOBBELAERE, 2010. "A Macro-econometric Model for the Economy of Lesotho," EcoMod2010 259600102, EcoMod.
    54. Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021. "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    55. de Menezes, Lilian M. & Houllier, Melanie A., 2015. "Germany's nuclear power plant closures and the integration of electricity markets in Europe," Energy Policy, Elsevier, vol. 85(C), pages 357-368.
    56. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006. "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers tep200615, Trinity College Dublin, Department of Economics.
    57. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 101-119.
    58. Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
    59. Anoop S. Kumar, 2014. "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 59(203), pages 75-90, October –.
    60. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
    61. Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
    62. Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016. "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 257-276.
    63. Chikhi, Mohamed & Benhmad, François, 2026. "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
    64. Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    65. Wang, Suhui, 2023. "Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets," Journal of Commodity Markets, Elsevier, vol. 29(C).
    66. Bond, Derek & Harrison, Michael J & Hession, Niall & O’Brien, Edward J., 2006. "Some Empirical Observations on the Forward Exchange Rate Anomaly," Research Technical Papers 3/RT/06, Central Bank of Ireland.
    67. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.
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    72. François Benhmad & Mohamed Chikhi, 2025. "The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model," Computational Economics, Springer;Society for Computational Economics, vol. 66(2), pages 1691-1713, August.
    73. Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April.
    74. Coleman, Simeon, 2012. "Where Does the Axe Fall? Inflation Dynamics and Poverty Rates: Regional and Sectoral Evidence for Ghana," World Development, Elsevier, vol. 40(12), pages 2454-2467.
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    76. Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015. "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers 07/2015, Navarra Center for International Development, University of Navarra.
    77. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.
    78. Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014. "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, vol. 42(C), pages 343-354.
    79. Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2017. "Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis," Finance Research Letters, Elsevier, vol. 21(C), pages 26-33.
    80. Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
    81. Mabrouk, Samir & Saadi, Samir, 2012. "Parametric Value-at-Risk analysis: Evidence from stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 305-321.
    82. Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005. "Propagation of Memory Parameter from Durations to Counts," Econometrics 0511010, University Library of Munich, Germany.
    83. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014. "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers 01/2014, Navarra Center for International Development, University of Navarra.
    84. Leschinski, Christian & Sibbertsen, Philipp, 2019. "Model order selection in periodic long memory models," Econometrics and Statistics, Elsevier, vol. 9(C), pages 78-94.
    85. Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017. "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, vol. 53(C), pages 88-102.
    86. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1279, DIW Berlin, German Institute for Economic Research.
    87. Hasanov, Akram Shavkatovich & Poon, Wai Ching & Al-Freedi, Ajab & Heng, Zin Yau, 2018. "Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions," Energy Economics, Elsevier, vol. 70(C), pages 307-333.
    88. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, 2004. "On the Autocorrelation Properties of Long‐Memory GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 265-282, March.
    89. Ezzat, Hassan, 2013. "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper 51465, University Library of Munich, Germany.
    90. Deniz Erer & Elif Erer & Selim Güngör, 2023. "The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.

  37. Richard Payne & Marc Henry, 1997. "An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility," FMG Discussion Papers dp264, Financial Markets Group.

    Cited by:

    1. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
    2. Michael Melvin & Xixi Yin, "undated". "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Working Papers 96/1, Arizona State University, Department of Economics.
    3. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
    4. Pérez, Ana & Ruiz Ortega, Esther, 1999. "Finite sample properties of a QML estimator of stochastic volatility models with long memory," DES - Working Papers. Statistics and Econometrics. WS 6360, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
    6. Luisa Bisaglia & Silvano Bordignon, 2002. "Mean square prediction error for long-memory processes," Statistical Papers, Springer, vol. 43(2), pages 161-175, April.
    7. Teyssière, Gilles, 1999. "Modelling exchange rates volatility with multivariate long-memory ARCH processes," SFB 373 Discussion Papers 1999,5, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Victor Chernozhukov & Alfred Galichon & Marc Henry & Brendan Pass, 2021. "Identification of Hedonic Equilibrium and Nonseparable Simultaneous Equations," Journal of Political Economy, University of Chicago Press, vol. 129(3), pages 842-870.
    See citations under working paper version above.
  2. Ismaël Mourifié & Marc Henry & Romuald Méango, 2020. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3220-3283.
    See citations under working paper version above.
  3. Jochmans, Koen & Henry, Marc & Salanié, Bernard, 2017. "Inference On Two-Component Mixtures Under Tail Restrictions," Econometric Theory, Cambridge University Press, vol. 33(3), pages 610-635, June.
    See citations under working paper version above.
  4. Marc Henry & Romuald Méango & Maurice Queyranne, 2015. "Combinatorial approach to inference in partially identified incomplete structural models," Quantitative Economics, Econometric Society, vol. 6(2), pages 499-529, July.
    See citations under working paper version above.
  5. Marc Henry & Yuichi Kitamura & Bernard Salanié, 2014. "Partial identification of finite mixtures in econometric models," Quantitative Economics, Econometric Society, vol. 5, pages 123-144, March.

    Cited by:

    1. Kedagni, Desire, 2018. "Identifying Treatment Effects in the Presence of Confounded Types," ISU General Staff Papers 201809110700001056, Iowa State University, Department of Economics.
    2. Lara Delsalle & Oleksii Birulin, 2024. "Family-oriented versus career seekers: mixture regression separation," Empirical Economics, Springer, vol. 67(1), pages 313-335, July.
    3. D’Haultfœuille, Xavier & Février, Philippe, 2015. "Identification of mixture models using support variations," Journal of Econometrics, Elsevier, vol. 189(1), pages 70-82.
    4. Li Gan & Manuel A. Hernandez & Yanyan Liu, 2018. "Group Lending With Heterogeneous Types," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 895-913, April.
    5. Bunting, Jackson & Diegert, Paul & Maurel, Arnaud, 2025. "Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation," IZA Discussion Papers 17977, IZA Network @ LISER.
    6. Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
    7. Yannick V. Markhof, 2020. "Divide to Conquer? Latent Preference Types and Country-level Heterogeneity," CSAE Working Paper Series 2020-05, Centre for the Study of African Economies, University of Oxford.
    8. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    9. Marcia C Castro & Mathieu Maheu-Giroux & Christinah Chiyaka & Burton H Singer, 2016. "Malaria Incidence Rates from Time Series of 2-Wave Panel Surveys," PLOS Computational Biology, Public Library of Science, vol. 12(8), pages 1-26, August.
    10. Budanova, Sofya, 2025. "Penalized estimation of finite mixture models," Journal of Econometrics, Elsevier, vol. 249(PB).
    11. Rasmus Lentz & Jean Marc Robin & Suphanit Piyapromdee, 2018. "On Worker and Firm Heterogeneity in Wages and Employment Mobility: Evidence from Danish Register Data," 2018 Meeting Papers 469, Society for Economic Dynamics.
    12. Jason Abaluck & Abi Adams, 2017. "What Do Consumers Consider Before They Choose? Identification from Asymmetric Demand Responses," NBER Working Papers 23566, National Bureau of Economic Research, Inc.
    13. Avner Seror, 2026. "A Random Rule Model," Papers 2603.04105, arXiv.org, revised Apr 2026.
    14. Hajimoladarvish, Narges, 2021. "Explaining Heterogeneity in Risk Preferences Using a Finite Mixture Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(4), pages 533-554, December.
    15. Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
    16. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2018. "Nonparametric estimation in case of endogenous selection," Journal of Econometrics, Elsevier, vol. 202(2), pages 268-285.
    17. Xi Wu & Li Gan, 2023. "Multiple dimensions of private information in life insurance markets," Empirical Economics, Springer, vol. 65(5), pages 2145-2180, November.
    18. Despoina Makariou & Pauline Barrieu & George Tzougas, 2021. "A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures," Risks, MDPI, vol. 9(6), pages 1-25, June.
    19. Ayden Higgins & Koen Jochmans, 2026. "Learning markov processes with latent variables," Post-Print hal-05488665, HAL.
    20. Gan, Li & Hernandez, Manuel A. & Zhang, Shuoxun, 2021. "Insurance or deliberate use of the bankruptcy law for financial gain? Testing for heterogeneous filing behaviors in the United States," Economic Modelling, Elsevier, vol. 105(C).
    21. Erhao Xie, 2018. "Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours," Staff Working Papers 18-60, Bank of Canada.
    22. Xiaohong Chen & Ashesh Rambachan & Elie Tamer, 2026. "Partial Identification from LLM Prompts," Papers 2606.15031, arXiv.org, revised Jun 2026.
    23. Marc Henry & Koen Jochmans & Bernard Salani'e, 2021. "Inference on two component mixtures under tail restrictions," Papers 2102.06232, arXiv.org.
    24. Jason Abaluck & Abi Adams, 2017. "What do consumers consider before they choose? Identification from asymmetric demand responses," IFS Working Papers W17/09, Institute for Fiscal Studies.
    25. Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017. "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, vol. 201(2), pages 249-268.
    26. Krasnokutskaya, Elena & Song, Kyungchul & Tang, Xun, 2022. "Estimating unobserved individual heterogeneity using pairwise comparisons," Journal of Econometrics, Elsevier, vol. 226(2), pages 477-497.
    27. Schennach, Susanne M., 2020. "Mismeasured and unobserved variables," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 487-565, Elsevier.
    28. Xu Cheng & Frank Schorfheide & Peng Shao, 2025. "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive 25-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    29. Diego Escobari & Manuel A. Hernandez, 2019. "Separating Between Unobserved Consumer Types: Evidence From Airlines," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1215-1230, April.

  6. Galichon, Alfred & Henry, Marc, 2013. "Dilation bootstrap," Journal of Econometrics, Elsevier, vol. 177(1), pages 109-115.
    See citations under working paper version above.
  7. Marc Henry & Ismael Mourifié, 2013. "Euclidean Revealed Preferences: Testing The Spatial Voting Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 650-666, June.
    See citations under working paper version above.
  8. Galichon, Alfred & Henry, Marc, 2012. "Dual theory of choice with multivariate risks," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1501-1516.
    See citations under working paper version above.
  9. Henry, Marc & Onatski, Alexei, 2012. "Set coverage and robust policy," Economics Letters, Elsevier, vol. 115(2), pages 256-257.
    See citations under working paper version above.
  10. Alfred Galichon & Marc Henry, 2011. "Set Identification in Models with Multiple Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(4), pages 1264-1298.
    See citations under working paper version above.
  11. Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
    See citations under working paper version above.
  12. Galichon, Alfred & Henry, Marc, 2009. "A test of non-identifying restrictions and confidence regions for partially identified parameters," Journal of Econometrics, Elsevier, vol. 152(2), pages 186-196, October.
    See citations under working paper version above.
  13. Robinson, Peter M. & Henry, Marc, 2003. "Higher-order kernel semiparametric M-estimation of long memory," Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
    See citations under working paper version above.
  14. Marc Henry, 2001. "Robust Automatic Bandwidth for Long Memory," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(3), pages 293-316, May.

    Cited by:

    1. George Kapetanios & Fotis Papailias, 2011. "Block Bootstrap and Long Memory," Working Papers 679, Queen Mary University of London, School of Economics and Finance.
    2. Daniela Osterrieder, 2013. "Interest Rates with Long Memory: A Generalized Affine Term-Structure Model," CREATES Research Papers 2013-17, Department of Economics and Business Economics, Aarhus University.
    3. Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
    4. Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor, 2014. "A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(1), pages 40-54, January.
    5. Annika Betken & Jannis Buchsteiner & Herold Dehling & Ines Münker & Alexander Schnurr & Jeannette H.C. Woerner, 2021. "Ordinal patterns in long‐range dependent time series," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 969-1000, September.
    6. Leschinski, Christian & Sibbertsen, Philipp, 2014. "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP) dp-535, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    7. Slim Chaouachi & Zied Ftiti & Frederic Teulon, 2014. "Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks," Working Papers 2014-147, Department of Research, Ipag Business School.
    8. Zied Ftiti & Slim Chaouachi, 2018. "What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(3), pages 681-707, September.
    9. Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
    10. Busch, Ulrike & Nautz, Dieter, 2009. "Controllability and persistence of money Market rates along the yield curve: Evidence from the Euro area," SFB 649 Discussion Papers 2009-029, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    11. Hassler, Uwe & Nautz, Dieter, 2008. "On the persistence of the Eonia spread," Economics Letters, Elsevier, vol. 101(3), pages 184-187, December.
    12. Xiangjin B. Chen & Jiti Gao & Degui Li & Param Silvapulle, 2013. "Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models," Monash Econometrics and Business Statistics Working Papers 21/13, Monash University, Department of Econometrics and Business Statistics.
    13. Kirman, Alan & Teyssiere, Gilles, 2005. "Testing for bubbles and change-points," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 765-799, April.
    14. Saeed Heravi & Kerry Patterson, 2013. "Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators," Economics Discussion Papers em-dp2013-02, Department of Economics, University of Reading.
    15. Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Bandwidth selection by cross-validation for forecasting long memory financial time series," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 129-143.
    16. Annika Betken, 2016. "Testing for Change-Points in Long-Range Dependent Time Series by Means of a Self-Normalized Wilcoxon Test," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 785-809, November.
    17. Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric, 2010. "Long memory versus structural breaks in modeling and forecasting realized volatility," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 857-875, September.
    18. Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
    19. Daniela Osterrieder & Peter C. Schotman, 2012. "The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums," CREATES Research Papers 2012-35, Department of Economics and Business Economics, Aarhus University.
    20. Jason R. Blevins, 2025. "Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods," Papers 2511.15689, arXiv.org, revised Jul 2026.
    21. Arteche, Josu & Orbe, Jesus, 2017. "A strategy for optimal bandwidth selection in Local Whittle estimation," Econometrics and Statistics, Elsevier, vol. 4(C), pages 3-17.
    22. Baillie, Richard T. & Kongcharoen, Chaleampong & Kapetanios, George, 2012. "Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures," International Journal of Forecasting, Elsevier, vol. 28(1), pages 46-53.
    23. Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
    24. Masaki Narukawa & Yasumasa Matsuda, 2008. "Broadband semiparametric estimation of the long-memory parameter by the likelihood-based FEXP approach," TERG Discussion Papers 239, Graduate School of Economics and Management, Tohoku University.
    25. Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
    26. Nautz, Dieter & Scheithauer, Jan, 2009. "Monetary policy implementation and overnight rate persistence," SFB 649 Discussion Papers 2009-053, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    27. Baillie, Richard T. & Kapetanios, George & Papailias, Fotis, 2014. "Modified information criteria and selection of long memory time series models," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 116-131.
    28. Uwe Hassler & Marc-Oliver Pohle, 2019. "Forecasting under Long Memory and Nonstationarity," Papers 1910.08202, arXiv.org.
    29. Agnieszka Jach & Piotr Kokoszka, 2010. "Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models," Computational Statistics, Springer, vol. 25(1), pages 163-182, March.
    30. TEYSSIERE, Gilles, 2003. "Interaction models for common long-range dependence in asset price volatilities," LIDAM Discussion Papers CORE 2003026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    31. Leschinski, Christian & Sibbertsen, Philipp, 2019. "Model order selection in periodic long memory models," Econometrics and Statistics, Elsevier, vol. 9(C), pages 78-94.

  15. Marc Henry, 2001. "Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(4), pages 431-459, July.

    Cited by:

    1. Pan, Qunxing & Li, Peng & Du, Xiuli, 2023. "An improved FIGARCH model with the fractional differencing operator (1-νL)d," Finance Research Letters, Elsevier, vol. 55(PB).
    2. Zevallos, Mauricio & Palma, Wilfredo, 2013. "Minimum distance estimation of ARFIMA processes," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 242-256.
    3. Wilfredo Palma & Mauricio Zevallos, 2004. "Analysis of the correlation structure of square time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 529-550, July.
    4. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
    5. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, 2004. "On the Autocorrelation Properties of Long‐Memory GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 265-282, March.

  16. Robinson, P.M. & Henry, M., 1999. "Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels," Econometric Theory, Cambridge University Press, vol. 15(3), pages 299-336, June.
    See citations under working paper version above.

Chapters

  1. Marc Henry, 2007. "Bandwidth Choice, Optimal Rates and Adaptivity in Semiparametric Estimation of Long Memory," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 157-172, Springer.

    Cited by:

    1. Bouezmarni, Taoufik & Van Bellegem, Sébastien, 2009. "Nonparametric Beta Kernel Estimator for Long Memory Time Series," TSE Working Papers 09-082, Toulouse School of Economics (TSE).
    2. Gil-Alana, Luis A. & Gupta, Rangan, 2014. "Persistence and cycles in historical oil price data," Energy Economics, Elsevier, vol. 45(C), pages 511-516.

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