activity
20142022
most citedA test of non-identifying restrictions and confidence regions for partially identified parameters

70 citations · 175 across the 14 of their papers we have counts for

collaborators

17 papers

econ.EM2022★ 1 cited

Lorenz map, inequality ordering and curves based on multidimensional rearrangements

Yanqin Fan, Marc Henry, Brendan Pass +1

We propose a multivariate extension of the Lorenz curve based on multivariate rearrangements of optimal transport theory. We define a vector Lorenz map as the integral of the vecto…

econ.TH2021

Stable and extremely unequal

Alfred Galichon, Octavia Ghelfi, Marc Henry

We highlight the tension between stability and equality in non transferable utility matching. We consider many to one matchings and refer to the two sides of the market as students…

econ.EM2021

Inference in Incomplete Models

Alfred Galichon, Marc Henry

We provide a test for the specification of a structural model without identifying assumptions. We show the equivalence of several natural formulations of correct specification, whi…

econ.EM2021★ 33 cited

Set Identification in Models with Multiple Equilibria

Alfred Galichon, Marc Henry

We propose a computationally feasible way of deriving the identified features of models with multiple equilibria in pure or mixed strategies. It is shown that in the case of Shaple…

econ.EM2021★ 40 cited

Optimal transportation and the falsifiability of incompletely specified economic models

Ivar Ekeland, Alfred Galichon, Marc Henry

A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by t…

econ.TH2021★ 6 cited

Local Utility and Multivariate Risk Aversion

Arthur Charpentier, Alfred Galichon, Marc Henry

We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks. We show that for non-expected utility maximizers choosing between multivariate prospects, a…

econ.TH2021★ 5 cited

Dual theory of choice with multivariate risks

Alfred Galichon, Marc Henry

We propose a multivariate extension of Yaari's dual theory of choice under risk. We show that a decision maker with a preference relation on multidimensional prospects that preserv…

econ.EM2021★ 3 cited

Entropy methods for identifying hedonic models

Arnaud Dupuy, Alfred Galichon, Marc Henry

This paper contributes to the literature on hedonic models in two ways. First, it makes use of Queyranne's reformulation of a hedonic model in the discrete case as a network flow p…

econ.EM2021

Inference on two component mixtures under tail restrictions

Marc Henry, Koen Jochmans, Bernard Salanié

Many econometric models can be analyzed as finite mixtures. We focus on two-component mixtures and we show that they are nonparametrically point identified by a combination of an e…

econ.EM2021★ 14 cited

Dilation bootstrap

Alfred Galichon, Marc Henry

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of…

econ.TH2021★ 2 cited

Comonotonic measures of multivariate risks

Ivar Ekeland, Alfred Galichon, Marc Henry

We propose a multivariate extension of a well-known characterization by S. Kusuoka of regular and coherent risk measures as maximal correlation functionals. This involves an extens…

econ.EM2021★ 70 cited

A test of non-identifying restrictions and confidence regions for partially identified parameters

Alfred Galichon, Marc Henry

We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the d…

econ.TH2020★ 1 cited

Occupational segregation in a Roy model with composition preferences

Haoning Chen, Miaomiao Dong, Marc Henry +1

We propose a model of labor market sector self-selection that combines comparative advantage, as in the Roy model, and sector composition preference. Two groups choose between two…

econ.EM2020

Vector copulas

Yanqin Fan, Marc Henry

This paper introduces vector copulas associated with multivariate distributions with given multivariate marginals, based on the theory of measure transportation, and establishes a…

econ.EM2017

Identification of hedonic equilibrium and nonseparable simultaneous equations

Victor Chernozhukov, Alfred Galichon, Marc Henry +1

This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more th…

econ.EM2017

Sharp bounds and testability of a Roy model of STEM major choices

Ismael Mourifie, Marc Henry, Romuald Meango

We analyze the empirical content of the Roy model, stripped down to its essential features, namely sector specific unobserved heterogeneity and self-selection on the basis of poten…

math.ST2014

Monge-Kantorovich Depth, Quantiles, Ranks, and Signs

Victor Chernozhukov, Alfred Galichon, Marc Hallin +1

We propose new concepts of statistical depth, multivariate quantiles, ranks and signs, based on canonical transportation maps between a distribution of interest on and a refe…