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 1 2 11
A dynamic oligopoly model with demand inertia and inventories 0 0 0 0 0 2 4 29
A dynamic oligopoly model with demand inertia and inventories 0 0 0 1 1 2 4 14
A note on the information matrix of the multivariate normal distribution 0 0 0 2 0 1 1 11
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations 0 0 1 84 2 3 7 161
An Integrated Treatment of Monte Carlo Numerical Integration Techniques 0 0 0 3 2 2 5 450
Analysis of discrete dependent variable models with spatial correlation 0 0 4 125 3 6 25 309
Approches classiques et bayésiennes des systèmes interdépendants 0 0 0 0 2 2 3 6
BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION 0 0 0 0 1 1 2 346
Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors 0 0 4 165 0 5 21 541
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 1 0 0 5 650
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 0 3 5 9 506
Bayesian analysis of simultaneous equation models 0 0 0 0 1 1 2 11
Bayesian analysis of siultaneous equation systems 0 0 0 0 0 1 8 21
Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process 0 0 0 0 1 1 2 12
Bayesian inference in error-in-variables models 0 0 1 3 0 0 1 11
Bider Collusion at Forest Service Timber Sales 0 0 0 0 0 3 7 612
Can policy instruments be treated as exogenous variables 0 0 0 0 1 1 2 7
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 1 183 2 4 9 561
Classical and Bayesian inference in incomplete simultaneous equation models 0 0 0 0 1 3 5 11
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 70 3 4 7 212
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 166 4 7 13 424
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 1 22 0 1 3 125
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 2 191 2 4 12 452
Dynamic error-in-variables models and limited information analysis 0 0 0 0 0 1 1 6
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 3 6 7 12
EXOGENEITY 1 1 2 7 4 7 25 32
Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard 0 0 0 0 3 4 4 10
Economic Development, Legality, and the Transplant Effect 0 0 0 263 1 3 7 909
Economic Development, Legality, and the Transplant Effect 0 1 1 258 1 2 16 893
Economic Development, Legality, and the Transplant Effect 0 0 1 11 0 5 11 37
Economic Development, Legality, and the Transplant Effect 0 0 0 475 0 0 10 1,788
Efficient Likelihood Evaluation of State-Space Representations 0 0 0 11 1 2 6 62
Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units 0 0 0 0 0 0 1 585
Efficient likelihood evaluation of state-space representations 0 0 0 150 2 3 11 332
Empirical Game Theoretic Models: Constrained Equilibrium & Simulation 0 0 0 0 1 4 10 586
Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 0 0 2 10 680
Estimation of Game Theoretic Models: Computational Issues 0 0 1 39 0 0 2 78
Exogeneity 1 1 5 24 2 5 20 851
Exogeneity 0 0 0 0 4 9 38 108
Exogeneity and control in econometric series modelling 0 0 0 0 0 0 2 5
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels 0 0 2 8 0 1 8 24
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 11 3 4 7 35
Futures markets, inventories and monopoly 0 0 0 0 1 2 5 23
Game Theory Econometric Models: Application to Procurements in the Space Industry 0 0 0 0 0 2 4 290
Identification and Estimation of a Game Theoretic Models 0 0 0 0 1 4 5 455
Improving MCMC Using Efficient Importance Sampling 0 0 1 404 1 1 7 1,024
Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes 0 0 2 30 2 4 11 65
Models with several regimes and changes in exogeneity 0 0 0 1 3 3 4 12
Nash Equilibrium Approximations in Games of Incomplete Information 0 0 0 175 0 1 2 494
On the evaluation of poly-t density functions 0 0 0 0 1 2 4 10
On the formulation of empirical models in dynamic econometrics 0 0 0 8 0 0 4 27
Optimal pricing and inventory decisions for non-seasonal items 0 0 0 0 1 6 9 34
Production planning over time: Some generalizations 0 0 0 0 0 0 1 6
Recent developments in the theory of encompassing 0 0 0 0 4 6 23 121
Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity 0 0 0 3 1 2 2 8
Structural time series modeling: a Bayesian approach 0 0 0 0 0 0 0 7
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 0 1 3 6 11
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 12 1 3 6 58
Tax interaction dynamics among Belgian municipalities, 1984-1997 0 0 0 46 1 3 6 186
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation 0 0 0 104 2 2 6 189
The econometric analysis of economic time series 0 0 0 0 3 9 15 36
Use of prior information in the analysis and estimation of Cobb-Douglas production function models 0 0 0 0 2 2 7 14
Total Working Papers 2 3 29 3,062 80 173 482 15,596


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 3 3 3 217
A Nonlinear Forecasting Model of GDP Growth 1 1 2 502 2 2 6 1,195
A dynamic oligopoly model with demand inertia and inventories 0 0 0 12 1 1 2 54
A note on the information matrix of the multivariate normal distribution 0 0 0 140 1 1 4 355
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models 0 0 1 210 2 2 5 645
Approximation of Nash equilibria in Bayesian games 0 0 0 53 2 4 8 193
Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density 0 0 1 64 0 0 3 157
Bayesian inference in error-in-variables models 0 0 0 50 1 1 2 92
Bayesian model selection and prediction with empirical applications discussion 0 0 0 4 2 2 2 34
Bayesian multivariate exogeneity analysis: An application to a UK money demand equation 0 0 0 12 2 3 3 103
Bidder Collusion at Forest Service Timber Sales 0 0 4 26 2 3 13 614
Book Review: Econometric Modeling and Inference 0 0 0 19 0 0 1 49
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 0 20 0 0 5 78
Conférence François-Albert Angers (1999). Enchères: théorie économique et réalité 0 0 0 5 1 1 2 78
Coordinated Effects in the 2010 Horizontal Merger Guidelines 0 0 0 31 2 5 16 151
Curbing Agency Problems in the Procurement Process by Protest Oversight 0 0 0 48 0 0 5 331
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 1 1 8 96
Differential Payments within a Bidder Coalition and the Shapley Value 0 0 3 101 1 2 12 336
Dynamic Error-in-Variable Models and Limited Information Analysis 0 0 0 0 0 0 1 6
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 0 1 4 17
Dynamique des interactions fiscales entre les communes belges. 1984-1997 0 0 0 0 1 2 3 6
Econometric Modelling of UK House Prices Using Accelerated Importance Sampling 0 0 0 3 0 0 6 695
Economic development, legality, and the transplant effect 0 0 29 466 2 17 103 1,344
Efficient Likelihood Evaluation of State-Space Representations 0 0 3 28 0 2 8 100
Efficient estimation of probit models with correlated errors 0 0 0 91 1 3 6 320
Efficient high-dimensional importance sampling 2 9 25 146 5 17 50 307
Empirical Game Theoretic Models: Computational Issues 0 0 0 20 2 2 9 282
Encompassing and Specificity 0 0 0 10 2 5 6 53
Encompassing in stationary linear dynamic models 0 0 0 15 0 1 4 89
Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) 0 0 0 0 0 1 2 223
Exogeneity 4 15 56 1,397 13 38 154 4,796
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 3 3 1 1 10 10
Game theory econometric models: application to procurements in the space industry 0 0 0 301 0 5 9 869
Improving MCMC, using efficient importance sampling 0 0 0 35 0 3 11 115
Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes 0 0 1 2 0 1 5 15
Litigation Settlement and Collusion 0 0 0 42 2 3 4 194
Model formulation to simplify selection when specification is uncertain 0 0 0 15 2 2 3 66
Models with Several Regimes and Changes in Exogeneity 0 0 0 21 0 0 3 64
Numerical Analysis of Asymmetric First Price Auctions 0 0 0 142 2 3 4 289
Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions 0 0 0 27 1 1 2 97
On the evaluation of poly-t density functions 0 0 0 26 3 4 5 113
On the formulation of empirical models in dynamic econometrics 0 0 6 235 4 4 23 500
Optimal Pricing and Inventory Decisions for Non-Seasonal Items 0 0 0 65 2 4 14 269
Parametric and Non‐parametric Encompassing Procedures* 0 0 0 12 3 3 8 101
Phantom bidding against heterogeneous bidders 0 0 0 61 0 0 5 157
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) 0 0 0 0 1 1 1 111
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply 0 0 0 0 3 3 3 56
Revenue Effects and Information Processing in English Common Value Auctions 0 1 1 108 0 1 8 352
Specification and inference in linear models 0 0 0 9 1 2 2 37
Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity 0 0 0 1 2 2 7 17
Stochastic volatility and leverage: Application to a panel of S&P500 stocks 0 0 0 14 1 2 5 67
Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse 0 4 6 115 2 11 21 347
The Encompassing Principle and Its Application to Testing Non-nested Hypotheses 1 3 8 180 3 7 19 478
The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market 0 0 2 40 2 4 15 216
The dynamic invariant multinomial probit model: Identification, pretesting and estimation 0 0 0 30 2 2 3 114
Timing structural change: a conditional probabilistic approach 0 0 1 49 1 2 4 154
Univariate and multivariate stochastic volatility models: estimation and diagnostics 1 2 12 418 3 8 28 805
Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 1 1 1 1 41
Total Journal Articles 9 35 164 5,481 91 200 679 18,670
2 registered items for which data could not be found


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 27 84 561
Total Books 0 0 0 0 5 27 84 561


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 0 4 321 3 7 27 781
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables 1 2 7 7 1 2 11 15
Total Chapters 1 2 11 328 4 9 38 796


Statistics updated 2020-02-04