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 2021-06-03. Update your information in the RePEc Author Service.

Short-id: pri248

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Working Papers

2016

1. Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels
   Working Paper, Department of Economics, University of Pittsburgh
   Also in MPRA Paper, University Library of Munich, Germany (2016)
   See also Journal Article Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels, Computational Economics, Springer (2019) (2019)

2015

2. Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association
   See also Journal Article Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (5) (2017)

2013

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

2009

4. Determinants and dynamics of current account reversals: an empirical analysis
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
   See also Journal Article Determinants and Dynamics of Current Account Reversals: An Empirical Analysis, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2010) View citations (8) (2010)
5. Efficient Likelihood Evaluation of State-Space Representations
   Working Papers, Czech National Bank, Research and Statistics Department View citations (1)
   Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2009)
   See also Journal Article Efficient Likelihood Evaluation of State-Space Representations, The Review of Economic Studies, Review of Economic Studies Ltd (2013) View citations (9) (2013)

2008

6. Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors
   Working Papers, University of Toronto, Department of Economics View citations (1)
7. 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 View citations (1)
   See also Journal Article Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity, Journal of Business & Economic Statistics, Taylor & Francis Journals (2011) View citations (20) (2011)
8. 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]
   Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2007) View citations (3)

2007

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

2006

11. Improving MCMC Using Efficient Importance Sampling
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
    See also Journal Article Improving MCMC, using efficient importance sampling, Computational Statistics & Data Analysis, Elsevier (2008) View citations (5) (2008)
12. Tax interaction dynamics among Belgian municipalities 1984-1997
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2005) View citations (3)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005) View citations (3)
    See also Chapter Tax Interaction Dynamics Among Belgian Municipalities 1984-1997, Springer Books, Springer (2006) (2006)

2005

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

2004

14. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
    See also Journal Article Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models, Econometric Reviews, Taylor & Francis Journals (2006) View citations (53) (2006)

2002

15. Dynamique des interactions fiscales entre les communes belges 1984-1997
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
    See also Journal Article Dynamique des interactions fiscales entre les communes belges 1984-1997, Économie et Prévision, Programme National Persée (2002) View citations (3) (2002)

2001

16. Economic Development, Legality, and the Transplant Effect
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan View citations (74)
    Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2000) View citations (7)
    CID Working Papers, Center for International Development at Harvard University (2000) View citations (7)
    CID Working Papers, Center for International Development at Harvard University (2000) View citations (6)
    See also Journal Article Economic development, legality, and the transplant effect, European Economic Review, Elsevier (2003) View citations (314) (2003)

1999

17. 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
18. Nash Equilibrium Approximations in Games of Incomplete Information
    Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (2)

1998

19. Empirical Game Theoretic Models: Constrained Equilibrium & Simulation
    Working Papers, Toulouse - GREMAQ View citations (4)
20. Identification and Estimation of a Game Theoretic Models
    Working Papers, Toulouse - GREMAQ View citations (3)

1997

21. 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 Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale, Économie et Prévision, Programme National Persée (1998) View citations (1) (1998)

1996

22. Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative
    Working Papers, Toulouse - GREMAQ View citations (7)
    Also in Working Papers, Catholique de Louvain - Institut de statistique (1996) View citations (7)
23. 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 Game theory econometric models: application to procurements in the space industry, European Economic Review, Elsevier (1997) View citations (6) (1997)

1995

24. Bider Collusion at Forest Service Timber Sales
    Working Papers, Pennsylvania State - Department of Economics
    See also Journal Article Bidder Collusion at Forest Service Timber Sales, Journal of Political Economy, University of Chicago Press (1997) View citations (151) (1997)

1989

25. A dynamic oligopoly model with demand inertia and inventories
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1986)
    See also Journal Article A dynamic oligopoly model with demand inertia and inventories, Mathematical Social Sciences, Elsevier (1989) View citations (5) (1989)
26. BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION
    Working Papers, Tilburg - Center for Economic Research
    See also Journal Article Bayesian multivariate exogeneity analysis: An application to a UK money demand equation, Journal of Econometrics, Elsevier (1991) View citations (9) (1991)

1987

27. Dynamic error-in-variables models and limited information analysis
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Journal Article Dynamic Error-in-Variable Models and Limited Information Analysis, Annals of Economics and Statistics, GENES (1987) (1987)
28. Exogeneity and control in econometric series modelling
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
29. Futures markets, inventories and monopoly
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
30. Recent developments in the theory of encompassing
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (15)

1986

31. Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
    See also Journal Article Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity, The Review of Economic Studies, Review of Economic Studies Ltd (1986) View citations (8) (1986)
32. Structural time series modeling: a Bayesian approach
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1985

33. A 1-1 poly-t random variable generator with application to Monte Carlo integration
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)
    See also Journal Article A 1-1 poly-t random variable generator with application to Monte Carlo integration, Journal of Econometrics, Elsevier (1985) View citations (13) (1985)

1984

34. Classical and Bayesian inference in incomplete simultaneous equation models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)

1983

35. Bayesian analysis of siultaneous equation systems
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    See also Chapter Bayesian analysis of simultaneous equation systems, Handbook of Econometrics, Elsevier (1983) View citations (49) (1983)
36. Exogeneity
    LIDAM Reprints CORE, 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)
    Economic Research Papers, University of Warwick - Department of Economics (1979)
    See also Journal Article Exogeneity, Econometrica, Econometric Society (1983) View citations (49) (1983)
37. The econometric analysis of economic time series
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (78)

1982

38. Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
39. On the formulation of empirical models in dynamic econometrics
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (121)
    See also Journal Article On the formulation of empirical models in dynamic econometrics, Journal of Econometrics, Elsevier (1982) View citations (162) (1982)

1980

40. Can policy instruments be treated as exogenous variables
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
41. Models with several regimes and changes in exogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (21)
    See also Journal Article Models with Several Regimes and Changes in Exogeneity, The Review of Economic Studies, Review of Economic Studies Ltd (1980) View citations (25) (1980)
42. On the evaluation of poly-t density functions
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
    See also Journal Article On the evaluation of poly-t density functions, Journal of Econometrics, Elsevier (1980) View citations (11) (1980)

1977

43. Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (3)

1975

44. A note on the information matrix of the multivariate normal distribution
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    See also Journal Article A note on the information matrix of the multivariate normal distribution, Journal of Econometrics, Elsevier (1975) View citations (1) (1975)

1974

45. Bayesian inference in error-in-variables models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (2)
    See also Journal Article Bayesian inference in error-in-variables models, Journal of Multivariate Analysis, Elsevier (1974) View citations (4) (1974)
46. Production planning over time: Some generalizations
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1973

47. Approches classiques et bayésiennes des systèmes interdépendants
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
48. Bayesian analysis of simultaneous equation models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
49. Use of prior information in the analysis and estimation of Cobb-Douglas production function models
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1971

50. Optimal pricing and inventory decisions for non-seasonal items
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (23)
    See also Journal Article Optimal Pricing and Inventory Decisions for Non-Seasonal Items, Econometrica, Econometric Society (1971) View citations (25) (1971)

Undated

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

Journal Articles

2020

1. Balanced Growth Approach to Tracking Recessions
   Econometrics, 2020, 8, (2), 1-35

2019

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

2017

3. Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes
   Journal of Applied Econometrics, 2017, 32, (3), 600-620 View citations (5)
   See also Working Paper Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes, VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy (2015) (2015)

2015

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

2013

5. Efficient Likelihood Evaluation of State-Space Representations
   The Review of Economic Studies, 2013, 80, (2), 538-567 View citations (9)
   See also Working Paper Efficient Likelihood Evaluation of State-Space Representations, Working Papers (2009) View citations (1) (2009)

2011

6. Book Review: Econometric Modeling and Inference
   Econometric Reviews, 2011, 30, (5), 577-581
7. Coordinated Effects in the 2010 Horizontal Merger Guidelines
   Review of Industrial Organization, 2011, 39, (1), 39-56 View citations (1)
8. Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity
   Journal of Business & Economic Statistics, 2011, 29, (1), 73-85 View citations (20)
   See also Working Paper Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity, Economics Working Papers (2008) View citations (1) (2008)

2010

9. Determinants and Dynamics of Current Account Reversals: An Empirical Analysis
   Oxford Bulletin of Economics and Statistics, 2010, 72, (4), 486-517 View citations (8)
   See also Working Paper Determinants and dynamics of current account reversals: an empirical analysis, Economics Working Papers (2009) View citations (1) (2009)
10. Efficient estimation of probit models with correlated errors
    Journal of Econometrics, 2010, 156, (2), 367-376 View citations (11)
11. The dynamic invariant multinomial probit model: Identification, pretesting and estimation
    Journal of Econometrics, 2010, 155, (2), 117-127 View citations (1)

2008

12. Approximation of Nash equilibria in Bayesian games
    Journal of Applied Econometrics, 2008, 23, (7), 965-981 View citations (10)
13. Improving MCMC, using efficient importance sampling
    Computational Statistics & Data Analysis, 2008, 53, (2), 272-288 View citations (5)
    See also Working Paper Improving MCMC Using Efficient Importance Sampling, Economics Working Papers (2006) View citations (1) (2006)
14. Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions
    Computational Economics, 2008, 32, (3), 245-278 View citations (23)
15. Parametric and Non‐parametric Encompassing Procedures*
    Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 751-780 View citations (1)

2007

16. Efficient high-dimensional importance sampling
    Journal of Econometrics, 2007, 141, (2), 1385-1411 View citations (117)

2006

17. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    Econometric Reviews, 2006, 25, (2-3), 335-360 View citations (53)
    See also Working Paper Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models, Economics Working Papers (2004) View citations (1) (2004)
18. The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market
    The B.E. Journal of Economic Analysis & Policy, 2006, 6, (1), 51 View citations (4)
19. Timing structural change: a conditional probabilistic approach
    Journal of Applied Econometrics, 2006, 21, (2), 175-190 View citations (3)
    Also in Journal of Applied Econometrics, 2006, 21, (2), 175-190 (2006)

2005

20. A Nonlinear Forecasting Model of GDP Growth
    The Review of Economics and Statistics, 2005, 87, (4), 697-708 View citations (9)

2003

21. Economic development, legality, and the transplant effect
    European Economic Review, 2003, 47, (1), 165-195 View citations (314)
    See also Working Paper Economic Development, Legality, and the Transplant Effect, William Davidson Institute Working Papers Series (2001) View citations (74) (2001)
22. Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)
    Journal of Business & Economic Statistics, 2003, 21, (4), 570-76 View citations (5)
23. Univariate and multivariate stochastic volatility models: estimation and diagnostics
    Journal of Empirical Finance, 2003, 10, (4), 505-531 View citations (167)

2002

24. Dynamique des interactions fiscales entre les communes belges 1984-1997
    Économie et Prévision, 2002, 156, (5), 1-14 View citations (3)
    Also in Economie & Prévision, 2002, 156, (5), 1-14 (2002) View citations (3)
    See also Working Paper Dynamique des interactions fiscales entre les communes belges 1984-1997, LIDAM Reprints CORE (2002) View citations (7) (2002)

2001

25. 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 View citations (29)

2000

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

1998

28. Équilibre approximatif et règle intuitive: une application aux appels d'offres dans l'industrie spatiale
    Économie et Prévision, 1998, 132, (1), 179-190 View citations (1)
    See also Working Paper Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale, Working Papers (1997) View citations (2) (1997)

1997

29. Bidder Collusion at Forest Service Timber Sales
    Journal of Political Economy, 1997, 105, (4), 657-99 View citations (151)
    See also Working Paper Bider Collusion at Forest Service Timber Sales, Working Papers (1995) (1995)
30. Game theory econometric models: application to procurements in the space industry
    European Economic Review, 1997, 41, (3-5), 951-959 View citations (6)
    See also Working Paper Game Theory Econometric Models: Application to Procurements in the Space Industry, IDEI Working Papers (1996) View citations (1) (1996)

1996

31. Econometric Modelling of UK House Prices Using Accelerated Importance Sampling
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 601-13 View citations (9)
32. Encompassing and Specificity
    Econometric Theory, 1996, 12, (4), 620-656 View citations (7)
33. Revenue Effects and Information Processing in English Common Value Auctions
    American Economic Review, 1996, 86, (3), 442-60 View citations (52)

1995

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

1994

35. Curbing Agency Problems in the Procurement Process by Protest Oversight
    RAND Journal of Economics, 1994, 25, (2), 297-318 View citations (12)
36. Encompassing in stationary linear dynamic models
    Journal of Econometrics, 1994, 63, (1), 245-270 View citations (10)
37. Litigation Settlement and Collusion
    The Quarterly Journal of Economics, 1994, 109, (1), 211-239 View citations (15)
38. Numerical Analysis of Asymmetric First Price Auctions
    Games and Economic Behavior, 1994, 7, (2), 193-220 View citations (95)

1993

39. Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models
    Journal of Applied Econometrics, 1993, 8, (S), S153-73 View citations (84)

1992

40. 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
41. 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

42. Bayesian multivariate exogeneity analysis: An application to a UK money demand equation
    Journal of Econometrics, 1991, 49, (1-2), 239-274 View citations (9)
    See also Working Paper BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION, Working Papers (1989) (1989)

1990

43. Differential Payments within a Bidder Coalition and the Shapley Value
    American Economic Review, 1990, 80, (3), 493-510 View citations (68)
44. Phantom bidding against heterogeneous bidders
    Economics Letters, 1990, 32, (1), 13-17 View citations (22)

1989

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

1988

46. 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 View citations (25)

1987

47. Dynamic Error-in-Variable Models and Limited Information Analysis
    Annals of Economics and Statistics, 1987, (6-7), 289-310
    See also Working Paper Dynamic error-in-variables models and limited information analysis, LIDAM Reprints CORE (1987) View citations (1) (1987)

1986

48. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    The Review of Economic Studies, 1986, 53, (4), 603-634 View citations (8)
    See also Working Paper Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity, LIDAM Reprints CORE (1986) View citations (5) (1986)
49. The Encompassing Principle and Its Application to Testing Non-nested Hypotheses
    Econometrica, 1986, 54, (3), 657-78 View citations (216)

1985

50. A 1-1 poly-t random variable generator with application to Monte Carlo integration
    Journal of Econometrics, 1985, 29, (1-2), 19-46 View citations (13)
    See also Working Paper A 1-1 poly-t random variable generator with application to Monte Carlo integration, LIDAM Reprints CORE (1985) View citations (8) (1985)

1983

51. Exogeneity
    Econometrica, 1983, 51, (2), 277-304 View citations (49)
    See also Working Paper Exogeneity, LIDAM Reprints CORE (1983) (1983)

1982

52. On the formulation of empirical models in dynamic econometrics
    Journal of Econometrics, 1982, 20, (1), 3-33 View citations (162)
    See also Working Paper On the formulation of empirical models in dynamic econometrics, LIDAM Reprints CORE (1982) View citations (121) (1982)

1981

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

1980

55. Models with Several Regimes and Changes in Exogeneity
    The Review of Economic Studies, 1980, 47, (1), 1-20 View citations (25)
    See also Working Paper Models with several regimes and changes in exogeneity, LIDAM Reprints CORE (1980) View citations (21) (1980)
56. On the evaluation of poly-t density functions
    Journal of Econometrics, 1980, 12, (3), 335-351 View citations (11)
    See also Working Paper On the evaluation of poly-t density functions, LIDAM Reprints CORE (1980) View citations (10) (1980)

1975

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

1974

58. Bayesian inference in error-in-variables models
    Journal of Multivariate Analysis, 1974, 4, (4), 419-452 View citations (4)
    See also Working Paper Bayesian inference in error-in-variables models, LIDAM Reprints CORE (1974) View citations (2) (1974)

1971

59. Optimal Pricing and Inventory Decisions for Non-Seasonal Items
    Econometrica, 1971, 39, (1), 173-75 View citations (25)
    See also Working Paper Optimal pricing and inventory decisions for non-seasonal items, LIDAM Reprints CORE (1971) View citations (23) (1971)

Books

2000

1. Bayesian Inference in Dynamic Econometric Models
   OUP Catalogue, Oxford University Press View citations (142)

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 View citations (1)

2006

2. Tax Interaction Dynamics Among Belgian Municipalities 1984-1997
   Springer
   See also Working Paper Tax interaction dynamics among Belgian municipalities 1984-1997, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) (2006)

1983

3. Bayesian analysis of simultaneous equation systems
   Chapter 09 in Handbook of Econometrics, 1983, vol. 1, pp 517-598 View citations (49)
   See also Working Paper Bayesian analysis of siultaneous equation systems, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1983) (1983)