Expertise

Econometrics, econometrics of risk and finance, decision theory

Biography

A CIRANO Associate Researcher since 2004, Marc Henry is Professor in the Department of Economics at the Pennsylvania State University. He is Director of Graduate Studies there as well. He is also Associate Editor for the Econometrics Journal.

Hoding a Ph.D. in Economics from the London School of Economics and Political Science, he is interested in time series with strong dependence and decision processes in contexts where uncertainty is not probabilized as well as the development of inference methods from incomplete descriptions of economic and financial systems.

He taught at Columbia (1998-2007) and the Université de Montréal (2007-2014) before joining the Pennsylvania State University.

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CIRANO Publications by Marc Henry

As an author

1 to 5 of 5 results
CS

Local Utility and Multivariate Risk Aversion

Arthur Charpentier, Alfred Galichon and Marc Henry

Risk Management
CS

Ambiguïté, identification partielle et politique environnementale

Alfred Galichon and Marc Henry

CS

Sharp Bounds in the Binary Roy Model

Marc Henry and Ismael Mourifié

CS

Set Coverage and Robust Policy

Marc Henry and Alexei Onatski

CS

Euclidean Revealed Preferences: Testing the Spatial Voting Model

Marc Henry and Ismael Mourifié

Simulation