70 citations · 175 across the 14 of their papers we have counts for
11 papers · 1 filter
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…