Access Statistics for Jean-Francois Richard

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A 1-1 poly-t random variable generator with application to Monte Carlo integration 0 0 0 6 0 0 1 17
A dynamic oligopoly model with demand inertia and inventories 0 0 0 0 0 0 1 35
A dynamic oligopoly model with demand inertia and inventories 0 0 0 1 0 2 2 20
A note on the information matrix of the multivariate normal distribution 0 0 0 3 0 1 2 19
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations 0 0 0 85 0 4 6 178
An Integrated Treatment of Monte Carlo Numerical Integration Techniques 0 0 0 3 0 2 2 462
Analysis of discrete dependent variable models with spatial correlation 0 1 1 140 5 9 16 377
Approches classiques et bayésiennes des systèmes interdépendants 0 0 0 0 1 4 4 12
BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION 0 0 0 0 0 1 4 357
Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors 0 0 0 168 1 5 9 561
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 1 2 5 7 667
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 0 0 0 4 521
Bayesian analysis of simultaneous equation models 0 0 0 0 0 1 3 15
Bayesian analysis of siultaneous equation systems 0 0 0 0 0 3 9 40
Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process 0 0 0 0 3 6 8 29
Bayesian inference in error-in-variables models 0 0 0 4 2 3 4 21
Bider Collusion at Forest Service Timber Sales 0 0 0 0 2 18 19 688
Can policy instruments be treated as exogenous variables 0 0 0 0 0 2 2 15
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 1 1 185 1 3 11 588
Classical and Bayesian inference in incomplete simultaneous equation models 0 0 0 0 1 2 2 19
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 4 12 14 243
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 171 3 7 11 454
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 1 4 4 142
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 2 4 7 472
Dynamic error-in-variables models and limited information analysis 0 0 0 0 0 3 4 15
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 1 1 1 15
EXOGENEITY 0 1 1 27 9 31 37 152
Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard 0 0 0 0 0 3 4 18
Economic Development, Legality, and the Transplant Effect 0 0 0 13 0 6 11 90
Economic Development, Legality, and the Transplant Effect 0 0 0 266 0 3 7 939
Economic Development, Legality, and the Transplant Effect 0 0 0 264 1 4 7 934
Economic Development, Legality, and the Transplant Effect 0 0 0 477 0 3 5 1,820
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 16 2 12 15 90
Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units 0 0 0 0 2 8 9 599
Efficient likelihood evaluation of state-space representations 0 0 0 151 0 11 13 361
Empirical Game Theoretic Models: Constrained Equilibrium & Simulation 0 0 0 0 0 1 2 602
Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 0 0 5 9 700
Estimation of Game Theoretic Models: Computational Issues 0 0 0 39 4 10 14 95
Exogeneity 0 2 3 44 4 18 29 935
Exogeneity 0 0 0 0 3 13 20 245
Exogeneity and control in econometric series modelling 0 0 0 0 0 1 1 7
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels 0 0 0 8 0 8 10 48
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 12 5 8 9 52
Futures markets, inventories and monopoly 0 0 0 0 0 1 1 33
Game Theory Econometric Models: Application to Procurements in the Space Industry 0 0 0 0 0 2 6 312
Identification and Estimation of a Game Theoretic Models 0 0 0 0 1 4 6 476
Improving MCMC Using Efficient Importance Sampling 0 0 0 417 0 1 7 1,065
Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes 0 0 0 31 1 3 6 86
Models with several regimes and changes in exogeneity 0 0 0 3 1 9 9 29
Nash Equilibrium Approximations in Games of Incomplete Information 0 0 1 181 0 2 5 508
On the evaluation of poly-t density functions 0 0 0 1 1 6 7 23
On the formulation of empirical models in dynamic econometrics 0 0 0 16 0 3 6 60
Optimal pricing and inventory decisions for non-seasonal items 0 0 0 0 0 2 3 47
Production planning over time: Some generalizations 0 0 0 0 0 1 2 11
Recent developments in the theory of encompassing 0 0 0 0 1 5 8 202
Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity 0 0 0 3 0 1 2 13
Structural time series modeling: a Bayesian approach 0 0 0 0 0 2 3 12
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 13 1 6 6 72
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 0 0 1 2 18
Tax interaction dynamics among Belgian municipalities, 1984-1997 0 0 0 47 1 2 6 199
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation 0 0 0 107 1 3 7 211
The econometric analysis of economic time series 0 0 0 0 0 3 8 92
Use of prior information in the analysis and estimation of Cobb-Douglas production function models 0 0 0 0 0 5 5 29
Total Working Papers 0 5 7 3,188 67 309 464 17,167
6 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A 1-1 poly-t random variable generator with application to Monte Carlo integration 0 0 0 36 0 5 7 231
A Nonlinear Forecasting Model of GDP Growth 0 0 2 514 0 5 8 1,226
A dynamic oligopoly model with demand inertia and inventories 0 0 0 13 1 3 3 59
A note on the information matrix of the multivariate normal distribution 0 0 1 146 1 2 4 376
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models 0 0 0 218 2 5 7 671
Approximation of Nash equilibria in Bayesian games 0 0 2 56 2 6 15 225
Balanced Growth Approach to Tracking Recessions 0 0 0 5 0 2 2 40
Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density 0 0 0 67 1 6 8 178
Bayesian inference in error-in-variables models 0 0 0 52 1 3 3 101
Bayesian model selection and prediction with empirical applications discussion 0 0 0 5 0 2 3 39
Bayesian multivariate exogeneity analysis: An application to a UK money demand equation 0 0 0 12 2 6 6 109
Bidder Collusion at Forest Service Timber Sales 0 0 0 39 1 10 16 682
Book Review: Econometric Modeling and Inference 0 0 0 20 1 3 5 60
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 0 21 0 5 11 94
Conférence François-Albert Angers (1999). Enchères: théorie économique et réalité 0 0 0 5 0 3 4 87
Coordinated Effects in the 2010 Horizontal Merger Guidelines 0 0 0 32 0 3 4 162
Curbing Agency Problems in the Procurement Process by Protest Oversight 0 0 0 50 1 8 14 360
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 4 5 113
Differential Payments within a Bidder Coalition and the Shapley Value 0 1 2 112 2 9 15 384
Dynamic Error-in-Variable Models and Limited Information Analysis 0 0 0 0 5 6 8 18
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 5 1 5 12 34
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 1 4 7 26
Dynamique des interactions fiscales entre les communes belges. 1984-1997 0 0 0 0 0 1 1 11
Econometric Modelling of UK House Prices Using Accelerated Importance Sampling 0 0 0 3 1 5 8 711
Economic development, legality, and the transplant effect 0 0 11 570 3 22 57 1,768
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 39 1 7 14 157
Efficient estimation of probit models with correlated errors 0 0 1 100 0 3 7 353
Efficient high-dimensional importance sampling 1 1 4 179 1 3 9 387
Empirical Game Theoretic Models: Computational Issues 0 0 0 21 1 4 5 294
Encompassing and Specificity 0 0 0 10 0 1 3 60
Encompassing in stationary linear dynamic models 0 0 0 17 0 1 5 96
Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) 0 0 0 0 0 9 9 237
Exogeneity 1 2 6 1,574 7 24 40 5,250
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 3 1 9 11 28
Game theory econometric models: application to procurements in the space industry 0 0 1 306 2 6 8 894
Improving MCMC, using efficient importance sampling 0 0 0 37 0 5 7 135
Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes 0 0 0 5 1 6 11 35
Litigation Settlement and Collusion 0 0 0 46 1 3 8 216
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 1 2 70
Models with Several Regimes and Changes in Exogeneity 0 0 0 23 5 10 11 83
Numerical Analysis of Asymmetric First Price Auctions 0 0 0 147 3 9 30 332
Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions 0 0 0 28 0 17 23 126
On the evaluation of poly-t density functions 0 0 0 29 1 4 7 126
On the formulation of empirical models in dynamic econometrics 0 1 4 260 0 3 11 568
Optimal Pricing and Inventory Decisions for Non-Seasonal Items 0 0 0 70 3 7 7 301
Parametric and Non‐parametric Encompassing Procedures* 0 0 1 13 0 3 10 113
Phantom bidding against heterogeneous bidders 0 0 0 72 1 2 6 178
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) 0 0 0 0 0 4 8 123
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply 0 0 0 0 0 0 1 57
Revenue Effects and Information Processing in English Common Value Auctions 0 1 3 123 1 6 12 404
Specification and inference in linear models 0 1 1 10 1 4 6 47
Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity 0 0 0 1 2 7 11 35
Stochastic volatility and leverage: Application to a panel of S&P500 stocks 0 0 0 15 0 2 2 79
Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse 0 0 1 124 0 2 4 385
The Encompassing Principle and Its Application to Testing Non-nested Hypotheses 0 0 1 195 2 11 19 556
The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market 0 0 0 45 0 6 13 244
The dynamic invariant multinomial probit model: Identification, pretesting and estimation 0 0 0 30 0 3 6 124
Timing structural change: a conditional probabilistic approach 1 1 1 1 1 3 5 8
Timing structural change: a conditional probabilistic approach 0 0 0 50 0 4 8 170
Univariate and multivariate stochastic volatility models: estimation and diagnostics 0 0 2 446 1 6 11 869
Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 1 0 1 4 51
Total Journal Articles 3 8 44 6,036 62 329 587 20,956

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Dynamic Econometric Models 0 0 0 0 5 11 23 819
Total Books 0 0 0 0 5 11 23 819

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative 0 0 0 0 0 0 0 0
Bayesian analysis of simultaneous equation systems 0 1 2 334 1 4 11 829
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables 0 0 0 27 0 3 6 70
Tax Interaction Dynamics Among Belgian Municipalities 1984-1997 0 0 0 0 0 0 1 3
Total Chapters 0 1 2 361 1 7 18 902

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