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 0 0 0 16
A dynamic oligopoly model with demand inertia and inventories 0 0 0 0 0 0 3 33
A dynamic oligopoly model with demand inertia and inventories 0 0 0 1 0 0 1 17
A note on the information matrix of the multivariate normal distribution 0 0 0 2 0 0 0 12
An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations 0 0 0 85 0 0 0 169
An Integrated Treatment of Monte Carlo Numerical Integration Techniques 0 0 0 3 1 1 2 459
Analysis of discrete dependent variable models with spatial correlation 0 0 1 133 1 1 6 341
Approches classiques et bayésiennes des systèmes interdépendants 0 0 0 0 0 0 0 8
BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION 0 0 0 0 0 0 1 351
Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors 0 0 0 166 0 0 0 548
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 0 0 0 3 510
Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative 0 0 0 1 0 0 5 658
Bayesian analysis of simultaneous equation models 0 0 0 0 0 0 0 11
Bayesian analysis of siultaneous equation systems 0 0 0 0 0 0 1 29
Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process 0 0 0 0 0 0 0 16
Bayesian inference in error-in-variables models 0 0 0 3 0 0 1 16
Bider Collusion at Forest Service Timber Sales 0 0 0 0 0 2 28 664
Can policy instruments be treated as exogenous variables 0 0 0 0 0 0 1 9
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 0 184 0 1 2 574
Classical and Bayesian inference in incomplete simultaneous equation models 0 0 0 0 0 0 0 16
Determinants and dynamics of current account reversals: an empirical analysis 0 0 0 71 1 1 3 222
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 1 1 170 0 2 6 440
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 23 0 0 5 137
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation 0 0 0 191 0 0 2 462
Dynamic error-in-variables models and limited information analysis 0 0 0 0 0 0 2 11
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 0 0 0 14
EXOGENEITY 0 2 4 13 0 3 14 74
Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard 0 0 0 0 0 0 0 12
Economic Development, Legality, and the Transplant Effect 0 1 2 262 0 1 5 920
Economic Development, Legality, and the Transplant Effect 0 0 0 265 0 0 4 928
Economic Development, Legality, and the Transplant Effect 0 0 1 477 0 0 4 1,809
Economic Development, Legality, and the Transplant Effect 0 1 1 13 0 2 7 74
Efficient Likelihood Evaluation of State-Space Representations 0 1 1 13 0 1 1 72
Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units 0 0 0 0 0 0 1 590
Efficient likelihood evaluation of state-space representations 0 0 1 151 0 0 2 343
Empirical Game Theoretic Models: Constrained Equilibrium & Simulation 0 0 0 0 1 1 3 594
Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 0 0 0 1 690
Estimation of Game Theoretic Models: Computational Issues 0 0 0 39 0 0 1 81
Exogeneity 0 0 0 0 0 5 26 172
Exogeneity 0 1 2 29 0 3 7 880
Exogeneity and control in econometric series modelling 0 0 0 0 0 0 0 6
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels 0 0 0 8 0 1 1 36
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 1 1 1 12 1 1 2 41
Futures markets, inventories and monopoly 0 0 0 0 0 1 4 28
Game Theory Econometric Models: Application to Procurements in the Space Industry 0 0 0 0 0 0 4 304
Identification and Estimation of a Game Theoretic Models 0 0 0 0 0 1 2 460
Improving MCMC Using Efficient Importance Sampling 0 0 0 410 0 0 1 1,041
Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes 0 0 0 31 0 1 6 79
Models with several regimes and changes in exogeneity 0 0 0 2 0 0 0 18
Nash Equilibrium Approximations in Games of Incomplete Information 0 0 1 178 0 0 1 500
On the evaluation of poly-t density functions 0 0 1 1 0 0 2 16
On the formulation of empirical models in dynamic econometrics 0 0 1 12 0 0 3 45
Optimal pricing and inventory decisions for non-seasonal items 0 0 0 0 0 1 1 44
Production planning over time: Some generalizations 0 0 0 0 0 0 1 8
Recent developments in the theory of encompassing 0 0 0 0 0 1 15 164
Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity 0 0 0 3 0 0 0 10
Structural time series modeling: a Bayesian approach 0 0 0 0 0 0 0 8
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 0 0 0 0 2 16
Tax interaction dynamics among Belgian municipalities 1984-1997 0 0 1 13 0 0 3 65
Tax interaction dynamics among Belgian municipalities, 1984-1997 0 0 0 46 0 0 2 191
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation 1 1 2 107 1 2 6 200
The econometric analysis of economic time series 0 0 0 0 1 3 9 64
Use of prior information in the analysis and estimation of Cobb-Douglas production function models 0 0 0 0 0 0 2 21
Total Working Papers 2 9 21 3,124 7 36 215 16,347


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 1 1 2 224
A Nonlinear Forecasting Model of GDP Growth 0 0 2 508 0 0 3 1,210
A dynamic oligopoly model with demand inertia and inventories 0 0 0 12 0 0 0 55
A note on the information matrix of the multivariate normal distribution 0 0 0 141 0 0 2 362
Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models 0 0 2 215 0 0 4 656
Approximation of Nash equilibria in Bayesian games 0 0 0 54 1 2 6 207
Balanced Growth Approach to Tracking Recessions 0 0 0 2 1 1 6 35
Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density 0 0 1 66 0 0 2 166
Bayesian inference in error-in-variables models 0 0 0 52 0 0 2 97
Bayesian model selection and prediction with empirical applications discussion 0 0 0 4 0 0 0 34
Bayesian multivariate exogeneity analysis: An application to a UK money demand equation 0 0 0 12 0 0 0 103
Bidder Collusion at Forest Service Timber Sales 0 1 2 33 0 2 9 652
Book Review: Econometric Modeling and Inference 0 0 0 20 1 1 2 53
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models 0 0 0 21 0 0 0 83
Conférence François-Albert Angers (1999). Enchères: théorie économique et réalité 0 0 0 5 0 0 1 82
Coordinated Effects in the 2010 Horizontal Merger Guidelines 0 0 0 32 0 1 1 156
Curbing Agency Problems in the Procurement Process by Protest Oversight 0 0 0 48 1 1 4 340
Determinants and Dynamics of Current Account Reversals: An Empirical Analysis 0 0 0 20 0 0 1 108
Differential Payments within a Bidder Coalition and the Shapley Value 0 0 2 107 0 0 6 361
Dynamic Error-in-Variable Models and Limited Information Analysis 0 0 0 0 0 0 2 8
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 1 2 3 0 1 3 16
Dynamique des interactions fiscales entre les communes belges 1984-1997 0 0 0 0 0 0 0 18
Dynamique des interactions fiscales entre les communes belges. 1984-1997 0 0 0 0 0 0 1 10
Econometric Modelling of UK House Prices Using Accelerated Importance Sampling 0 0 0 3 0 0 1 699
Economic development, legality, and the transplant effect 1 3 19 518 5 12 84 1,554
Efficient Likelihood Evaluation of State-Space Representations 0 2 4 37 0 4 11 135
Efficient estimation of probit models with correlated errors 1 2 4 98 1 3 11 342
Efficient high-dimensional importance sampling 1 2 6 164 3 4 22 355
Empirical Game Theoretic Models: Computational Issues 0 0 0 21 0 0 3 288
Encompassing and Specificity 0 0 0 10 0 1 2 55
Encompassing in stationary linear dynamic models 0 0 0 15 0 0 0 89
Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) 0 0 0 0 0 0 1 225
Exogeneity 0 6 40 1,507 1 14 88 5,069
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels 0 0 0 3 0 0 0 16
Game theory econometric models: application to procurements in the space industry 0 0 1 304 0 0 5 881
Improving MCMC, using efficient importance sampling 0 0 0 36 0 0 2 123
Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes 0 1 1 4 0 1 3 21
Litigation Settlement and Collusion 0 0 2 46 0 0 4 203
Model formulation to simplify selection when specification is uncertain 0 0 0 15 0 0 0 67
Models with Several Regimes and Changes in Exogeneity 0 0 0 23 0 0 1 70
Numerical Analysis of Asymmetric First Price Auctions 0 2 2 146 0 3 3 297
Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions 0 0 0 27 0 0 3 100
On the evaluation of poly-t density functions 0 0 1 28 0 0 3 117
On the formulation of empirical models in dynamic econometrics 1 2 5 244 1 2 14 529
Optimal Pricing and Inventory Decisions for Non-Seasonal Items 0 0 0 66 0 0 2 287
Parametric and Non‐parametric Encompassing Procedures* 0 0 0 12 0 0 2 103
Phantom bidding against heterogeneous bidders 0 0 6 70 0 0 7 168
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) 0 0 0 0 0 0 0 113
Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply 0 0 0 0 0 0 0 56
Revenue Effects and Information Processing in English Common Value Auctions 0 0 1 114 0 0 6 376
Specification and inference in linear models 0 0 0 9 0 1 1 41
Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity 0 0 0 1 0 0 3 24
Stochastic volatility and leverage: Application to a panel of S&P500 stocks 0 0 0 15 0 0 3 77
Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse 1 2 3 119 1 2 8 367
The Encompassing Principle and Its Application to Testing Non-nested Hypotheses 0 0 4 187 0 2 16 516
The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market 0 0 1 42 0 0 1 225
The dynamic invariant multinomial probit model: Identification, pretesting and estimation 0 0 0 30 0 0 0 116
Timing structural change: a conditional probabilistic approach 0 0 0 0 0 0 1 3
Timing structural change: a conditional probabilistic approach 0 0 0 49 0 0 1 161
Univariate and multivariate stochastic volatility models: estimation and diagnostics 0 1 7 439 0 1 14 842
Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale 0 0 0 1 0 0 1 46
Total Journal Articles 5 25 118 5,794 17 60 384 19,792


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 0 4 27 704
Total Books 0 0 0 0 0 4 27 704


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 0 324 0 1 4 800
Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables 0 0 6 18 1 1 12 49
Tax Interaction Dynamics Among Belgian Municipalities 1984-1997 0 0 0 0 0 0 2 2
Total Chapters 0 0 6 342 1 2 18 851


Statistics updated 2022-08-04