Access Statistics for Jean-Francois Richard

Author contact details at EconPapers.

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 1 2 3 13
A dynamic oligopoly model with demand inertia and inventories 0 0 0 1 0 1 4 16
A dynamic oligopoly model with demand inertia and inventories 0 0 0 0 0 0 3 30
A note on the information matrix of the multivariate normal distribution 0 0 0 2 0 0 2 12
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations 0 0 0 84 0 1 8 166
An Integrated Treatment of Monte Carlo Numerical Integration Techniques 0 0 0 3 1 2 6 454
Analysis of discrete dependent variable models with spatial correlation 1 2 5 130 1 3 14 317
Approches classiques et bayésiennes des systèmes interdépendants 0 0 0 0 0 2 4 8
BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION 0 0 0 0 0 1 3 348
Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors 0 0 0 165 0 0 5 541
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 0 0 0 5 506
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 1 0 0 2 652
Bayesian analysis of simultaneous equation models 0 0 0 0 0 0 1 11
Bayesian analysis of siultaneous equation systems 0 0 0 0 0 1 3 23
Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process 0 0 0 0 1 1 5 16
Bayesian inference in error-in-variables models 0 0 0 3 0 2 3 14
Bider Collusion at Forest Service Timber Sales 0 0 0 0 3 5 10 619
Can policy instruments be treated as exogenous variables 0 0 0 0 0 0 1 7
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 1 184 0 2 10 567
Classical and Bayesian inference in incomplete simultaneous equation models 0 0 0 0 0 3 7 15
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 70 1 2 9 217
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 1 2 3 169 1 2 12 429
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 1 23 1 3 7 131
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 0 2 10 458
Dynamic error-in-variables models and limited information analysis 0 0 0 0 0 2 3 8
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 0 0 6 12
EXOGENEITY 0 1 2 8 3 9 22 47
Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard 0 0 0 0 0 1 5 11
Economic Development, Legality, and the Transplant Effect 0 1 1 12 2 7 24 56
Economic Development, Legality, and the Transplant Effect 0 0 1 476 0 4 11 1,799
Economic Development, Legality, and the Transplant Effect 1 1 1 264 1 2 11 917
Economic Development, Legality, and the Transplant Effect 0 0 3 260 2 4 14 905
Efficient Likelihood Evaluation of State-Space Representations 0 0 1 12 0 1 5 65
Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units 0 0 0 0 1 1 3 588
Efficient likelihood evaluation of state-space representations 0 0 0 150 0 4 10 339
Empirical Game Theoretic Models: Constrained Equilibrium & Simulation 0 0 0 0 1 3 7 589
Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 0 0 2 5 683
Estimation of Game Theoretic Models: Computational Issues 0 0 0 39 0 0 0 78
Exogeneity 0 0 1 24 4 6 15 861
Exogeneity 0 0 0 0 1 5 29 128
Exogeneity and control in econometric series modelling 0 0 0 0 0 1 1 6
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels 0 0 0 8 3 5 9 32
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 11 0 1 5 36
Futures markets, inventories and monopoly 0 0 0 0 0 0 3 24
Game Theory Econometric Models: Application to Procurements in the Space Industry 0 0 0 0 0 4 10 298
Identification and Estimation of a Game Theoretic Models 0 0 0 0 0 0 5 456
Improving MCMC Using Efficient Importance Sampling 5 5 5 409 8 10 11 1,034
Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes 0 0 0 30 0 1 8 69
Models with several regimes and changes in exogeneity 0 0 1 2 1 5 9 18
Nash Equilibrium Approximations in Games of Incomplete Information 0 0 1 176 0 0 3 496
On the evaluation of poly-t density functions 0 0 0 0 0 4 6 14
On the formulation of empirical models in dynamic econometrics 0 0 0 8 0 1 4 31
Optimal pricing and inventory decisions for non-seasonal items 0 0 0 0 0 2 12 40
Production planning over time: Some generalizations 0 0 0 0 0 0 0 6
Recent developments in the theory of encompassing 0 0 0 0 2 6 20 135
Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity 0 0 0 3 1 1 4 10
Structural time series modeling: a Bayesian approach 0 0 0 0 0 1 1 8
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 0 0 1 5 13
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 12 0 3 7 62
Tax interaction dynamics among Belgian municipalities, 1984-1997 0 0 0 46 0 1 5 188
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation 0 0 0 104 0 2 4 191
The econometric analysis of economic time series 0 0 0 0 0 2 21 48
Use of prior information in the analysis and estimation of Cobb-Douglas production function models 0 0 0 0 1 2 5 17
Total Working Papers 8 12 27 3,086 41 139 465 15,888


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 0 5 219
A Nonlinear Forecasting Model of GDP Growth 0 0 4 505 0 0 6 1,199
A dynamic oligopoly model with demand inertia and inventories 0 0 0 12 0 0 1 54
A note on the information matrix of the multivariate normal distribution 1 1 1 141 1 1 4 358
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models 0 1 2 212 1 2 6 649
Approximation of Nash equilibria in Bayesian games 0 0 0 53 0 1 8 197
Balanced Growth Approach to Tracking Recessions 0 1 1 1 1 5 13 13
Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density 0 1 1 65 0 1 2 159
Bayesian inference in error-in-variables models 0 0 0 50 0 0 1 92
Bayesian model selection and prediction with empirical applications discussion 0 0 0 4 0 0 2 34
Bayesian multivariate exogeneity analysis: An application to a UK money demand equation 0 0 0 12 0 0 3 103
Bidder Collusion at Forest Service Timber Sales 3 3 4 30 3 4 15 626
Book Review: Econometric Modeling and Inference 0 1 1 20 0 1 1 50
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 1 21 0 1 4 82
Conférence François-Albert Angers (1999). Enchères: théorie économique et réalité 0 0 0 5 0 1 2 79
Coordinated Effects in the 2010 Horizontal Merger Guidelines 0 0 0 31 2 2 8 154
Curbing Agency Problems in the Procurement Process by Protest Oversight 0 0 0 48 2 2 2 333
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 2 2 12 107
Differential Payments within a Bidder Coalition and the Shapley Value 0 0 1 102 1 2 8 342
Dynamic Error-in-Variable Models and Limited Information Analysis 0 0 0 0 0 0 0 6
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 1 0 0 0 13
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 0 0 1 17
Dynamique des interactions fiscales entre les communes belges. 1984-1997 0 0 0 0 0 1 5 9
Econometric Modelling of UK House Prices Using Accelerated Importance Sampling 0 0 0 3 0 0 0 695
Economic development, legality, and the transplant effect 1 1 17 483 6 16 73 1,400
Efficient Likelihood Evaluation of State-Space Representations 0 0 3 31 1 2 14 112
Efficient estimation of probit models with correlated errors 1 1 1 92 1 3 9 326
Efficient high-dimensional importance sampling 1 2 14 151 3 4 31 321
Empirical Game Theoretic Models: Computational Issues 0 0 1 21 0 0 5 285
Encompassing and Specificity 0 0 0 10 0 0 5 53
Encompassing in stationary linear dynamic models 0 0 0 15 0 0 1 89
Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) 0 0 0 0 0 0 1 223
Exogeneity 5 14 48 1,430 10 36 131 4,889
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 3 1 1 5 14
Game theory econometric models: application to procurements in the space industry 0 0 2 303 0 0 10 874
Improving MCMC, using efficient importance sampling 0 0 0 35 3 3 7 119
Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes 0 0 1 3 0 0 4 18
Litigation Settlement and Collusion 0 0 0 42 0 0 3 194
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 0 2 66
Models with Several Regimes and Changes in Exogeneity 0 0 0 21 1 1 1 65
Numerical Analysis of Asymmetric First Price Auctions 0 0 0 142 1 1 4 290
Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions 0 0 0 27 0 0 1 97
On the evaluation of poly-t density functions 0 0 0 26 0 0 4 113
On the formulation of empirical models in dynamic econometrics 1 1 3 238 1 3 14 510
Optimal Pricing and Inventory Decisions for Non-Seasonal Items 0 0 0 65 3 4 9 274
Parametric and Non‐parametric Encompassing Procedures* 0 0 0 12 0 0 3 101
Phantom bidding against heterogeneous bidders 0 1 1 62 0 1 1 158
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) 0 0 0 0 0 0 1 111
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply 0 0 0 0 0 0 3 56
Revenue Effects and Information Processing in English Common Value Auctions 0 1 4 111 0 2 8 359
Specification and inference in linear models 0 0 0 9 1 1 3 38
Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity 0 0 0 1 1 1 3 18
Stochastic volatility and leverage: Application to a panel of S&P500 stocks 0 0 1 15 0 0 6 71
Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse 0 0 4 115 1 2 15 351
The Encompassing Principle and Its Application to Testing Non-nested Hypotheses 0 0 5 182 4 5 18 489
The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market 0 0 1 41 1 1 12 224
The dynamic invariant multinomial probit model: Identification, pretesting and estimation 0 0 0 30 0 0 4 116
Timing structural change: a conditional probabilistic approach 0 0 0 49 3 3 8 160
Univariate and multivariate stochastic volatility models: estimation and diagnostics 0 2 9 425 0 4 19 816
Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 1 0 0 2 42
Total Journal Articles 13 31 131 5,578 55 120 549 19,032


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 4 20 111 645
Total Books 0 0 0 0 4 20 111 645


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian analysis of simultaneous equation systems 0 2 3 324 1 5 17 791
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables 0 1 6 11 0 2 15 28
Total Chapters 0 3 9 335 1 7 32 819


Statistics updated 2020-11-03