Paris Econometrics Seminar - Dec 9th, 2024

*This seminar takes place at CREST (5 Avenue Henry Le Chatelier, 91120 Palaiseau). Room 3049*

Marc Henry is Professor of Economics at the Pennsylvania State University (Penn State) where he is also Director of Graduate Studies. Prior to joining Penn State, he taught at the Université de Montréal and at Columbia University. He is also an Associate Researcher at the Centre interuniversitaire de recherche en analyse des organisations (CIRANO). Among his editorial duties, he is Associate Editor of Econometric Reviews, the Economics Editor at arXiv, and an Associate Editor of the Econometrics Journal.

His research areas include econometrics, econometrics of risk and finance, decision theory. He is particularly 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.

Marc Henry's website

He will present a paper, joint with Lixiong Li, at the next Paris Econometrics Seminar on the topic:

Finite Sample Inference in Incomplete Models (read abstract, PDF 39.3 KB)

The next Paris Econometrics Seminar will host at PSE Stéphane BONHOMME (University of Chicago) on December 16th.