EconPapers    
Economics at your fingertips  
 

Details about Jean-Francois Richard

Homepage:http://www.econ.pitt.edu/fantin/
Workplace:Department of Economics, University of Pittsburgh, (more information at EDIRC)

Access statistics for papers by Jean-Francois Richard.

Last updated 2019-04-03. Update your information in the RePEc Author Service.

Short-id: pri248


Jump to Journal Articles Books Chapters

Working Papers

2016

  1. Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels
    Working Paper, Department of Economics, University of Pittsburgh Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads

    See also Journal Article in Computational Economics (2019)

2015

  1. Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads
    See also Journal Article in Journal of Applied Econometrics (2017)

2013

  1. Analysis of discrete dependent variable models with spatial correlation
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (4)

2009

  1. Determinants and dynamics of current account reversals: an empirical analysis
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2010)
  2. Efficient Likelihood Evaluation of State-Space Representations
    Working Papers, Czech National Bank Downloads View citations (1)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2009) Downloads

    See also Journal Article in Review of Economic Studies (2013)

2008

  1. Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
    Working Papers, University of Toronto, Department of Economics Downloads View citations (1)
  2. Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
  3. Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation
    Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2007) Downloads View citations (2)

2007

  1. An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (3)
  2. The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (2)

2006

  1. Improving MCMC Using Efficient Importance Sampling
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2008)
  2. Tax interaction dynamics among Belgian municipalities 1984-1997
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005) Downloads View citations (2)
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) Downloads View citations (3)

2005

  1. An Integrated Treatment of Monte Carlo Numerical Integration Techniques
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2006)

2002

  1. Dynamique des interactions fiscales entre les communes belges 1984-1997
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Journal Article in Économie et Prévision (2002)

2001

  1. Economic Development, Legality, and the Transplant Effect
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (73)
    Also in CID Working Papers, Center for International Development at Harvard University (2000) Downloads View citations (2)
    CID Working Papers, Center for International Development at Harvard University (2000) Downloads View citations (2)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) Downloads View citations (2)

    See also Journal Article in European Economic Review (2003)

1999

  1. Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Nash Equilibrium Approximations in Games of Incomplete Information
    Department of Economics Working Papers, Stony Brook University, Department of Economics Downloads View citations (2)

1998

  1. Empirical Game Theoretic Models: Constrained Equilibrium & Simulation
    Working Papers, Toulouse - GREMAQ View citations (3)
  2. Identification and Estimation of a Game Theoretic Models
    Working Papers, Toulouse - GREMAQ View citations (3)

1997

  1. Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale
    Working Papers, Toulouse - GREMAQ View citations (2)
    See also Journal Article in Économie et Prévision (1998)

1996

  1. Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    Working Papers, Catholique de Louvain - Institut de statistique View citations (1)
    Also in Working Papers, Toulouse - GREMAQ (1996) View citations (1)
  2. Game Theory Econometric Models: Application to Procurements in the Space Industry
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)
    See also Journal Article in European Economic Review (1997)

1995

  1. Bider Collusion at Forest Service Timber Sales
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article in Journal of Political Economy (1997)

1989

  1. A dynamic oligopoly model with demand inertia and inventories
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1986)

    See also Journal Article in Mathematical Social Sciences (1989)
  2. BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article in Journal of Econometrics (1991)

1987

  1. Dynamic error-in-variables models and limited information analysis
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Journal Article in Annals of Economics and Statistics (1987)
  2. Exogeneity and control in econometric series modelling
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
  3. Futures markets, inventories and monopoly
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  4. Recent developments in the theory of encompassing
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)

1986

  1. Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    See also Journal Article in Review of Economic Studies (1986)
  2. Structural time series modeling: a Bayesian approach
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

1985

  1. A 1-1 poly-t random variable generator with application to Monte Carlo integration
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (1985)

1984

  1. Classical and Bayesian inference in incomplete simultaneous equation models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1983

  1. Bayesian analysis of siultaneous equation systems
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Chapter (1983)
  2. Exogeneity
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1979) Downloads
    Economic Research Papers, University of Warwick - Department of Economics (1979) Downloads

    See also Journal Article in Econometrica (1983)
  3. The econometric analysis of economic time series
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (18)

1982

  1. Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. On the formulation of empirical models in dynamic econometrics
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (17)
    See also Journal Article in Journal of Econometrics (1982)

1980

  1. Can policy instruments be treated as exogenous variables
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. Models with several regimes and changes in exogeneity
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (2)
    See also Journal Article in Review of Economic Studies (1980)
  3. On the evaluation of poly-t density functions
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (1980)

1977

  1. Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1975

  1. A note on the information matrix of the multivariate normal distribution
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Econometrics (1975)

1974

  1. Bayesian inference in error-in-variables models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)
    See also Journal Article in Journal of Multivariate Analysis (1974)
  2. Production planning over time: Some generalizations
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1973

  1. Approches classiques et bayésiennes des systèmes interdépendants
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. Bayesian analysis of simultaneous equation models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  3. Use of prior information in the analysis and estimation of Cobb-Douglas production function models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1971

  1. Optimal pricing and inventory decisions for non-seasonal items
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
    See also Journal Article in Econometrica (1971)

Undated

  1. Estimation of Game Theoretic Models: Computational Issues
    Computing in Economics and Finance 1997, Society for Computational Economics Downloads

Journal Articles

2019

  1. Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
    Computational Economics, 2019, 53, (3), 991-1017 Downloads
    See also Working Paper (2016)

2017

  1. Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes
    Journal of Applied Econometrics, 2017, 32, (3), 600-620 Downloads View citations (1)
    See also Working Paper (2015)

2015

  1. Stochastic volatility and leverage: Application to a panel of S&P500 stocks
    Finance Research Letters, 2015, 12, (C), 67-76 Downloads View citations (1)

2013

  1. Efficient Likelihood Evaluation of State-Space Representations
    Review of Economic Studies, 2013, 80, (2), 538-567 Downloads View citations (6)
    See also Working Paper (2009)

2011

  1. Book Review: Econometric Modeling and Inference
    Econometric Reviews, 2011, 30, (5), 577-581 Downloads
  2. Coordinated Effects in the 2010 Horizontal Merger Guidelines
    Review of Industrial Organization, 2011, 39, (1), 39-56 Downloads

2010

  1. Determinants and Dynamics of Current Account Reversals: An Empirical Analysis
    Oxford Bulletin of Economics and Statistics, 2010, 72, (4), 486-517 Downloads View citations (6)
    See also Working Paper (2009)
  2. Efficient estimation of probit models with correlated errors
    Journal of Econometrics, 2010, 156, (2), 367-376 Downloads View citations (8)
  3. The dynamic invariant multinomial probit model: Identification, pretesting and estimation
    Journal of Econometrics, 2010, 155, (2), 117-127 Downloads View citations (1)

2008

  1. Approximation of Nash equilibria in Bayesian games
    Journal of Applied Econometrics, 2008, 23, (7), 965-981 Downloads View citations (2)
  2. Improving MCMC, using efficient importance sampling
    Computational Statistics & Data Analysis, 2008, 53, (2), 272-288 Downloads View citations (3)
    See also Working Paper (2006)
  3. Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions
    Computational Economics, 2008, 32, (3), 245-278 Downloads View citations (12)
  4. Parametric and Non‐parametric Encompassing Procedures*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 751-780 Downloads View citations (1)

2007

  1. Efficient high-dimensional importance sampling
    Journal of Econometrics, 2007, 141, (2), 1385-1411 Downloads View citations (93)

2006

  1. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    Econometric Reviews, 2006, 25, (2-3), 335-360 Downloads View citations (41)
    See also Working Paper (2004)
  2. The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market
    The B.E. Journal of Economic Analysis & Policy, 2006, 6, (1), 1-51 Downloads View citations (4)
  3. Timing structural change: a conditional probabilistic approach
    Journal of Applied Econometrics, 2006, 21, (2), 175-190 Downloads View citations (3)

2005

  1. A Nonlinear Forecasting Model of GDP Growth
    The Review of Economics and Statistics, 2005, 87, (4), 697-708 Downloads View citations (6)

2003

  1. Economic development, legality, and the transplant effect
    European Economic Review, 2003, 47, (1), 165-195 Downloads View citations (214)
    See also Working Paper (2001)
  2. Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)
    Journal of Business & Economic Statistics, 2003, 21, (4), 570-76 View citations (5)
  3. Univariate and multivariate stochastic volatility models: estimation and diagnostics
    Journal of Empirical Finance, 2003, 10, (4), 505-531 Downloads View citations (144)

2002

  1. Dynamique des interactions fiscales entre les communes belges 1984-1997
    Économie et Prévision, 2002, 156, (5), 1-14 Downloads View citations (1)
    Also in Economie & Prévision, 2002, 156, (5), 1-14 (2002) Downloads View citations (1)

    See also Working Paper (2002)

2001

  1. Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse
    The Review of Economics and Statistics, 2001, 83, (3), 408-419 Downloads View citations (18)

2000

  1. Conférence François-Albert Angers (1999). Enchères: théorie économique et réalité
    L'Actualité Economique, 2000, 76, (2), 173-198 Downloads
  2. Empirical Game Theoretic Models: Computational Issues
    Computational Economics, 2000, 15, (1-2), 3-24 Downloads View citations (2)

1998

  1. Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale
    Économie et Prévision, 1998, 132, (1), 179-190 Downloads
    See also Working Paper (1997)

1997

  1. Bidder Collusion at Forest Service Timber Sales
    Journal of Political Economy, 1997, 105, (4), 657-99 Downloads View citations (111)
    See also Working Paper (1995)
  2. Game theory econometric models: application to procurements in the space industry
    European Economic Review, 1997, 41, (3-5), 951-959 Downloads View citations (5)
    See also Working Paper (1996)

1996

  1. Econometric Modelling of UK House Prices Using Accelerated Importance Sampling
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 601-13 View citations (7)
  2. Encompassing and Specificity
    Econometric Theory, 1996, 12, (4), 620-656 Downloads View citations (5)
  3. Revenue Effects and Information Processing in English Common Value Auctions
    American Economic Review, 1996, 86, (3), 442-60 Downloads View citations (37)

1995

  1. Bayesian model selection and prediction with empirical applications discussion
    Journal of Econometrics, 1995, 69, (1), 337-349 Downloads View citations (1)

1994

  1. Curbing Agency Problems in the Procurement Process by Protest Oversight
    RAND Journal of Economics, 1994, 25, (2), 297-318 Downloads View citations (7)
  2. Encompassing in stationary linear dynamic models
    Journal of Econometrics, 1994, 63, (1), 245-270 Downloads View citations (9)
  3. Litigation Settlement and Collusion
    The Quarterly Journal of Economics, 1994, 109, (1), 211-239 Downloads View citations (10)
  4. Numerical Analysis of Asymmetric First Price Auctions
    Games and Economic Behavior, 1994, 7, (2), 193-220 Downloads View citations (71)

1993

  1. Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models
    Journal of Applied Econometrics, 1993, 8, (S), S153-73 Downloads View citations (68)

1992

  1. Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out)
    Journal of Business & Economic Statistics, 1992, 10, (1), 31-44
  2. Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply
    Journal of Business & Economic Statistics, 1992, 10, (1), 48-49

1991

  1. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Journal of Econometrics, 1991, 49, (1-2), 239-274 Downloads View citations (3)
    See also Working Paper (1989)

1990

  1. Differential Payments within a Bidder Coalition and the Shapley Value
    American Economic Review, 1990, 80, (3), 493-510 Downloads View citations (52)
  2. Phantom bidding against heterogeneous bidders
    Economics Letters, 1990, 32, (1), 13-17 Downloads View citations (19)

1989

  1. A dynamic oligopoly model with demand inertia and inventories
    Mathematical Social Sciences, 1989, 18, (1), 1-32 Downloads View citations (5)
    See also Working Paper (1989)

1988

  1. Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density
    Journal of Econometrics, 1988, 38, (1-2), 7-37 Downloads View citations (15)

1987

  1. Dynamic Error-in-Variable Models and Limited Information Analysis
    Annals of Economics and Statistics, 1987, (6-7), 289-310 Downloads
    See also Working Paper (1987)

1986

  1. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    Review of Economic Studies, 1986, 53, (4), 603-634 Downloads View citations (4)
    See also Working Paper (1986)
  2. The Encompassing Principle and Its Application to Testing Non-nested Hypotheses
    Econometrica, 1986, 54, (3), 657-78 Downloads View citations (151)

1985

  1. A 1-1 poly-t random variable generator with application to Monte Carlo integration
    Journal of Econometrics, 1985, 29, (1-2), 19-46 Downloads View citations (7)
    See also Working Paper (1985)

1983

  1. Exogeneity
    Econometrica, 1983, 51, (2), 277-304 Downloads View citations (49)
    See also Working Paper (1983)

1982

  1. On the formulation of empirical models in dynamic econometrics
    Journal of Econometrics, 1982, 20, (1), 3-33 Downloads View citations (124)
    See also Working Paper (1982)

1981

  1. Model formulation to simplify selection when specification is uncertain
    Journal of Econometrics, 1981, 16, (1), 159-159 Downloads
  2. Specification and inference in linear models
    Journal of Econometrics, 1981, 16, (1), 153-153 Downloads

1980

  1. Models with Several Regimes and Changes in Exogeneity
    Review of Economic Studies, 1980, 47, (1), 1-20 Downloads View citations (21)
    See also Working Paper (1980)
  2. On the evaluation of poly-t density functions
    Journal of Econometrics, 1980, 12, (3), 335-351 Downloads View citations (7)
    See also Working Paper (1980)

1975

  1. A note on the information matrix of the multivariate normal distribution
    Journal of Econometrics, 1975, 3, (1), 57-60 Downloads View citations (1)
    See also Working Paper (1975)

1974

  1. Bayesian inference in error-in-variables models
    Journal of Multivariate Analysis, 1974, 4, (4), 419-452 Downloads View citations (4)
    See also Working Paper (1974)

1971

  1. Optimal Pricing and Inventory Decisions for Non-Seasonal Items
    Econometrica, 1971, 39, (1), 173-75 Downloads View citations (21)
    See also Working Paper (1971)

Books

2000

  1. Bayesian Inference in Dynamic Econometric Models
    OUP Catalogue, Oxford University Press View citations (134)

Chapters

2016

  1. Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables
    A chapter in Spatial Econometrics: Qualitative and Limited Dependent Variables, 2016, vol. 37, pp 35-77 Downloads

1983

  1. Bayesian analysis of simultaneous equation systems
    Chapter 09 in Handbook of Econometrics, 1983, vol. 1, pp 517-598 Downloads View citations (22)
    See also Working Paper (1983)
 
Page updated 2020-01-25