Monge–Kantorovich depth, quantiles, ranks and signs V Chernozhukov, A Galichon, M Hallin, M Henry Annals of Statistics 45 (1), 223-256, 2017 | 251 | 2017 |
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels PM Robinson, M Henry Econometric Theory 15 (3), 299-336, 1999 | 246 | 1999 |
Set identification in models with multiple equilibria A Galichon, M Henry The Review of Economic Studies 78 (4), 1264-1298, 2011 | 214 | 2011 |
Bandwidth choice in Gaussian semiparametric estimation of long range dependence M Henry, PM Robinson Athens Conference on Applied Probability and Time Series Analysis: Volume II …, 1996 | 176 | 1996 |
From crisis to recovery in Korea: Strategy, achievements, and lessons A Chopra, K Kang, M Karasulu, H Liang, H Ma, A Richards Korean crisis and recovery, 13-104, 2002 | 144 | 2002 |
The long-range dependence paradigm for macroeconomics and finance M Henry, P Zaffaroni Theory and applications of long-range dependence, 417-438, 2003 | 137 | 2003 |
Comonotonic measures of multivariate risks I Ekeland, A Galichon, M Henry Mathematical Finance, 2009 | 122 | 2009 |
Partial identification of finite mixtures in econometric models M Henry, Y Kitamura, B Salanié Quantitative Economics 5 (1), 123-144, 2014 | 104* | 2014 |
Robust automatic bandwidth for long memory M Henry Journal of Time Series Analysis 22 (3), 293-316, 2001 | 97 | 2001 |
A test of non-identifying restrictions and confidence regions for partially identified parameters A Galichon, M Henry Journal of Econometrics 152 (2), 186-196, 2009 | 75 | 2009 |
Sharp bounds and testability of a Roy model of STEM major choices I Mourifie, M Henry, R Meango Journal of Political Economy 128 (8), 3220-3283, 2020 | 69* | 2020 |
Inference in incomplete models A Galichon, M Henry arXiv preprint arXiv:2102.12257, 2021 | 64 | 2021 |
Formalization and applications of the precautionary principle C Henry, M Henry Available at SSRN 1084972, 2002 | 62 | 2002 |
Higher-order kernel semiparametric M-estimation of long memory PM Robinson, M Henry Journal of Econometrics 114 (1), 1-27, 2003 | 45 | 2003 |
Identification of hedonic equilibrium and nonseparable simultaneous equations V Chernozhukov, A Galichon, M Henry, B Pass Journal of Political Economy 129 (3), 842-870, 2021 | 44* | 2021 |
Dilation bootstrap A Galichon, M Henry Journal of Econometrics 177 (1), 109-115, 2013 | 43* | 2013 |
Dual theory of choice with multivariate risks A Galichon, M Henry Journal of Economic Theory, 2011 | 43 | 2011 |
Euclidean Revealed Preferences: Testing the Spatial Voting Model M Henry, I Mourifié Journal of Applied Econometrics, 2013 | 42 | 2013 |
Optimal transportation and the falsifiability of incompletely specified economic models I Ekeland, A Galichon, M Henry Economic Theory 42 (2), 355-374, 2010 | 41 | 2010 |
An investigation of long range dependence in intra-day foreign exchange rate volatility M Henry, R Payne LSE Financial markets group, 1997 | 28 | 1997 |