Advanced Search
MyIDEAS: Login to follow this author

Jean-Francois Richard

Contents:

This is information that was supplied by Jean-Francois Richard in registering through RePEc. If you are Jean-Francois Richard , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jean-Francois
Middle Name:
Last Name: Richard
Suffix:

RePEc Short-ID: pri248

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.pitt.edu/fantin/
Postal Address:
Phone:

Affiliation

Department of Economics
University of Pittsburgh
Location: Pittsburgh, Pennsylvania (United States)
Homepage: http://www.econ.pitt.edu/
Email:
Phone: (412)648-1760
Fax: (412)648-1793
Postal: 4S01 W.W. Posvar hall, 230 Bouquet St, Pittsburgh, PA 15260
Handle: RePEc:edi:depghus (more details at EDIRC)

Works

as in new window

Working papers

  1. Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan, 2013. "Analysis of discrete dependent variable models with spatial correlation," Economics Working Papers 2013-01, Christian-Albrechts-University of Kiel, Department of Economics.
  2. Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François, 2009. "Determinants and dynamics of current account reversals: an empirical analysis," Economics Working Papers 2009,04, Christian-Albrechts-University of Kiel, Department of Economics.
  3. Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard, 2008. "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] 200807141048250, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  4. Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008. "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers tecipa-321, University of Toronto, Department of Economics.
  5. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers 367, University of Pittsburgh, Department of Economics, revised Sep 2008.
  6. Jung, Robert & Liesenfeld, Roman & Richard, Jean-François, 2008. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Economics Working Papers 2008,12, Christian-Albrechts-University of Kiel, Department of Economics.
  7. David N. DeJong & Hariharan Dharmarajan & Liesenfeld Roman & Richard Jean-Francois, 2007. "Efficient Filtering in State-Space Representations," Working Papers 317, University of Pittsburgh, Department of Economics, revised Nov 2008.
  8. Liesenfeld, Roman & Richard, Jean-François, 2007. "The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation," Economics Working Papers 2007,26, Christian-Albrechts-University of Kiel, Department of Economics.
  9. DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François, 2007. "An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations," Economics Working Papers 2007,25, Christian-Albrechts-University of Kiel, Department of Economics.
  10. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2007. "Efficient Likelihood Evaluation in State-Space Representations," Working Papers 374, University of Pittsburgh, Department of Economics, revised Dec 2008.
  11. Jean-Francois Richard & Roman Liesenfeld, 2007. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Papers 322, University of Pittsburgh, Department of Economics, revised Jan 2004.
  12. Jean-Francois Richard, 2007. "Efficient High-Dimensional Importance Sampling," Working Papers 321, University of Pittsburgh, Department of Economics, revised Jan 2007.
  13. Liesenfeld, Roman & Richard, Jean-François, 2006. "Improving MCMC Using Efficient Importance Sampling," Economics Working Papers 2006,05, Christian-Albrechts-University of Kiel, Department of Economics.
  14. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2005. "On the Structural Stability of U.S. GDP," Working Papers 214, University of Pittsburgh, Department of Economics, revised Jan 2005.
  15. Jean-François, RICHARD & Henry, TULKENS & Magali, Verdonck, 2005. "Tax interaction dynamics among Belgian municipalities, 1984-1997," Discussion Papers (ECON - Département des Sciences Economiques) 2005039, Université catholique de Louvain, Département des Sciences Economiques.
  16. J.F. Richard & R. Liesenfeld, 2005. "An Integrated Treatment of Monte Carlo Numerical Integration Techniques," Computing in Economics and Finance 2005 71, Society for Computational Economics.
  17. Daniel Berkowitz & Karina Pistor & Jean-Francois Richard, 2001. "Economic Development, Legality, and the Transplant Effect," William Davidson Institute Working Papers Series 410, William Davidson Institute at the University of Michigan.
  18. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 1999. "Nash Equilibrium Approximations in Games of Incomplete Information," Department of Economics Working Papers 99-01, Stony Brook University, Department of Economics.
  19. Armantier, O. & Florens, J.-P. & Richard, J.-F., 1998. "Empirical Game Theoretic Models: Constrained Equilibrium & Simulation," Papers 98.498, Toulouse - GREMAQ.
  20. Florens, F. & Protopopescu, C. & Richard, J.-F., 1998. "Identification and Estimation of a Game Theoretic Models," Papers 98.499, Toulouse - GREMAQ.
  21. Armantier, O. & Florens, J.-P. & Richard, J.-F., 1997. "Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale," Papers 97.487, Toulouse - GREMAQ.
  22. Florens, J-P & Richard, J-F & Rolin, J-M, 1996. "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers 9608, Catholique de Louvain - Institut de statistique.
  23. Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-François, 1996. "Game Theory Econometric Models: Application to Procurements in the Space Industry," IDEI Working Papers 62, Institut d'Économie Industrielle (IDEI), Toulouse.
  24. Marshall, R.C. & Richard J.F., 1995. "Bider Collusion at Forest Service Timber Sales," Papers 7-95-3, Pennsylvania State - Department of Economics.
  25. Steel, M.F.J. & Richard, J.F., 1989. "Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation," Papers 8929, Tilburg - Center for Economic Research.
  26. Brianza, T. & Phlips, L. & Richard, J.-F., 1987. "Futures markets, inventories and monopoly," CORE Discussion Papers 1987025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Hendry, D.F. & Richard, J.-F., 1987. "Recent developments in the theory of encompassing," CORE Discussion Papers 1987022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  28. Phlips, L. & Richard, J.-F., 1986. "A dynamic oligopoly model with demand inertia and inventories," CORE Discussion Papers 1986003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1979. "Exogeneity," The Warwick Economics Research Paper Series (TWERPS) 162, University of Warwick, Department of Economics.
    • Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
    • ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François, . "Exogeneity," CORE Discussion Papers RP -516, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  30. HENDRY, David F. & RICHARD, Jean-François, . "The econometric analysis of economic time series," CORE Discussion Papers RP -531, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. Kunreuther, H. & Richard, J.-F., . "Optimal pricing and inventory decisions for non-seasonal items," CORE Discussion Papers RP -77, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  32. Richard, J.-F., . "Can policy instruments be treated as exogenous variables," CORE Discussion Papers RP -439, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. RICHARD, Jean-François, . "A note on the information matrix of the multivariate normal distribution," CORE Discussion Papers RP -207, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. RICHARD, Jean-François, . "Bayesian analysis of simultaneous equation models," CORE Discussion Papers RP -220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  35. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, . "Dynamic error-in-variables models and limited information analysis," CORE Discussion Papers RP -771, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  36. DREZE, Jacques H. & RICHARD, Jean-François, . "Bayesian analysis of siultaneous equation systems," CORE Discussion Papers RP -556, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali, . "Dynamique des interactions fiscales entre les communes belges 1984-1997," CORE Discussion Papers RP -1613, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  38. RICHARD, Jean-François, . "Production planning over time: Some generalizations," CORE Discussion Papers RP -174, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  39. RICHARD, Jean-François, . "Approches classiques et bayésiennes des systèmes interdépendants," CORE Discussion Papers RP -165, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. RICHARD, Jean-François, . "Classical and Bayesian inference in incomplete simultaneous equation models," CORE Discussion Papers RP -593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  41. ZELLNER, Arnold & RICHARD, Jean-François, . "Use of prior information in the analysis and estimation of Cobb-Douglas production function models," CORE Discussion Papers RP -133, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  42. RICHARD, Jean-François, . "Models with several regimes and changes in exogeneity," CORE Discussion Papers RP -392, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  43. HENRY, David F. & RICHARD, Jean-François, . "On the formulation of empirical models in dynamic econometrics," CORE Discussion Papers RP -502, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  44. RICHARD, Jean-François, . "Exogeneity and control in econometric series modelling," CORE Discussion Papers RP -742, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  45. Lubrano, M. & Pierse, R.G. & Richard, J.-F., . "Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity," CORE Discussion Papers RP -712, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  46. RICHARD, Jean-François & TOMPA, Hans, . "On the evaluation of poly-t density functions," CORE Discussion Papers RP -395, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  47. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, . "Bayesian inference in error-in-variables models," CORE Discussion Papers RP -201, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  48. BAUWENS, Luc & RICHARD, Jean-François, . "A 1-1 poly-t random variable generator with application to Monte Carlo integration," CORE Discussion Papers RP -644, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. RICHARD, Jean-François, . "Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process," CORE Discussion Papers RP -317, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  50. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, . "Structural time series modeling: a Bayesian approach," CORE Discussion Papers RP -745, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Roman Liesenfeld & Guilherme V. Moura & Jean-François Richard & Hariharan Dharmarajan, 2013. "Efficient Likelihood Evaluation of State-Space Representations," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 538-567.
  2. Jean-Francois Richard, 2011. "Book Review: Econometric Modeling and Inference," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 577-581.
  3. Wayne-Roy Gayle & Robert Marshall & Leslie Marx & Jean-François Richard, 2011. "Coordinated Effects in the 2010 Horizontal Merger Guidelines," Review of Industrial Organization, Springer, vol. 39(1), pages 39-56, August.
  4. Roman Liesenfeld & Guilherme Valle Moura & Jean-François Richard, 2010. "Determinants and Dynamics of Current Account Reversals: An Empirical Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 486-517, 08.
  5. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  6. Liesenfeld, Roman & Richard, Jean-François, 2010. "The dynamic invariant multinomial probit model: Identification, pretesting and estimation," Journal of Econometrics, Elsevier, vol. 155(2), pages 117-127, April.
  7. Christophe Bontemps & Jean-Pierre Florens & Jean-François Richard, 2008. "Parametric and Non-parametric Encompassing Procedures," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 751-780, December.
  8. Wayne-Roy Gayle & Jean Richard, 2008. "Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions," Computational Economics, Society for Computational Economics, vol. 32(3), pages 245-278, October.
  9. Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard, 2008. "Approximation of Nash equilibria in Bayesian games," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(7), pages 965-981.
  10. Liesenfeld, Roman & Richard, Jean-François, 2008. "Improving MCMC, using efficient importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.
  11. Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
  12. Roman Liesenfeld & Jean-Francois Richard, 2006. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 335-360.
  13. Marshall Robert C. & Raiff Matthew E. & Richard Jean-Francois & Schulenberg Steven P., 2006. "The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 6(1), pages 1-51, February.
  14. David N. DeJong & Roman Liesenfeld & Jean-Francois Richard, 2006. "Timing structural change: a conditional probabilistic approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 175-190.
  15. David N. DeJong & Roman Liesenfeld & Jean-François Richard, 2005. "A Nonlinear Forecasting Model of GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 697-708, November.
  16. Liesenfeld, Roman & Richard, Jean-Francois, 2003. "Univariate and multivariate stochastic volatility models: estimation and diagnostics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 505-531, September.
  17. Berkowitz, Daniel & Pistor, Katharina & Richard, Jean-Francois, 2003. "Economic development, legality, and the transplant effect," European Economic Review, Elsevier, vol. 47(1), pages 165-195, February.
  18. Liesenfeld, Roman & Richard, Jean-Francois, 2003. "Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000)," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 570-76, October.
  19. Magali Verdonck & Henry Tulkens & Jean-François Richard, 2002. "Dynamique des interactions fiscales entre les communes belges 1984-1997," Économie et Prévision, Programme National Persée, vol. 156(5), pages 1-14.
  20. John H. Kagel & Jean-Francois Richard, 2001. "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, MIT Press, vol. 83(3), pages 408-419, August.
  21. Armantier, Olivier & Richard, Jean-Francois, 2000. "Empirical Game Theoretic Models: Computational Issues," Computational Economics, Society for Computational Economics, vol. 15(1-2), pages 3-24, April.
  22. Richard, Jean-François, 2000. "Conférence François-Albert Angers (1999). Enchères : théorie économique et réalité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 76(2), pages 173-198, juin.
  23. Jean-François Richard & Jean-Pierre Florens & Olivier Armantier, 1998. "Équilibre approximatif et règle intuitive : une application aux appels d'offres dans l'industrie spatiale," Économie et Prévision, Programme National Persée, vol. 132(1), pages 179-190.
  24. Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-Francois, 1997. "Game theory econometric models: application to procurements in the space industry," European Economic Review, Elsevier, vol. 41(3-5), pages 951-959, April.
  25. Baldwin, Laura H & Marshall, Robert C & Richard, Jean-Francois, 1997. "Bidder Collusion at Forest Service Timber Sales," Journal of Political Economy, University of Chicago Press, vol. 105(4), pages 657-99, August.
  26. Levin, Dan & Kagel, John H & Richard, Jean-Francois, 1996. "Revenue Effects and Information Processing in English Common Value Auctions," American Economic Review, American Economic Association, vol. 86(3), pages 442-60, June.
  27. Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François, 1996. "Encompassing and Specificity," Econometric Theory, Cambridge University Press, vol. 12(04), pages 620-656, October.
  28. Richard, Jean-Francois & Zhang, Wei, 1996. "Econometric Modelling of UK House Prices Using Accelerated Importance Sampling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 601-13, November.
  29. Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
  30. Marshall, Robert C & Meurer, Michael J & Richard, Jean-Francois, 1994. "Litigation Settlement and Collusion," The Quarterly Journal of Economics, MIT Press, vol. 109(1), pages 211-39, February.
  31. Robert C. Marshall & Michael J. Meurer & Jean-Francois Richard, 1994. "Curbing Agency Problems in the Procurement Process by Protest Oversight," RAND Journal of Economics, The RAND Corporation, vol. 25(2), pages 297-318, Summer.
  32. Marshall Robert C. & Meurer Michael J. & Richard Jean-Francois & Stromquist Walter, 1994. "Numerical Analysis of Asymmetric First Price Auctions," Games and Economic Behavior, Elsevier, vol. 7(2), pages 193-220, September.
  33. Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois, 1994. "Encompassing in stationary linear dynamic models," Journal of Econometrics, Elsevier, vol. 63(1), pages 245-270, July.
  34. Danielsson, J & Richard, J-F, 1993. "Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S153-73, Suppl. De.
  35. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out)," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 31-44, January.
  36. Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A, 1992. "Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 48-49, January.
  37. Steel, Mark F. J. & Richard, Jean-Francois, 1991. "Bayesian multivariate exogeneity analysis : An application to a UK money demand equation," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 239-274.
  38. Graham, Daniel A. & Marshall, Robert C. & Richard, Jean-Francois, 1990. "Phantom bidding against heterogeneous bidders," Economics Letters, Elsevier, vol. 32(1), pages 13-17, January.
  39. Graham, Daniel A & Marshall, Robert C & Richard, Jean-Francois, 1990. "Differential Payments within a Bidder Coalition and the Shapley Value," American Economic Review, American Economic Association, vol. 80(3), pages 493-510, June.
  40. Phlips, Louis & Richard, Jean-Francois, 1989. "A dynamic oligopoly model with demand inertia and inventories," Mathematical Social Sciences, Elsevier, vol. 18(1), pages 1-32, August.
  41. Richard, J. F. & Steel, M. F. J., 1988. "Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 7-37.
  42. Jean-Pierre FLORENS & Michel MOUCHARD & Jean-François RICHARD, 1987. "Dynamic Error-in-Variable Models and Limited Information Analysis," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 289-310.
  43. Richard, Jean-François, 1986. "Instrumental Variables Bivariate Exogeneity Test," Econometric Theory, Cambridge University Press, vol. 2(01), pages 153-156, April.
  44. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-78, May.
  45. Lubrano, M & Pierse, R G & Richard, J-F, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," Review of Economic Studies, Wiley Blackwell, vol. 53(4), pages 603-24, August.
  46. Bauwens, Luc & Richard, Jean-Francois, 1985. "A 1-1 poly-t random variable generator with application to Monte Carlo integration," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 19-46.
  47. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
  48. Hendry, David F. & Richard, Jean-Francois, 1982. "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, vol. 20(1), pages 3-33, October.
  49. Hendry, David F. & Richard, Jean-Francois, 1981. "Model formulation to simplify selection when specification is uncertain," Journal of Econometrics, Elsevier, vol. 16(1), pages 159-159, May.
  50. Florens, J. -P. & Mouchart, M. & Richard, J. -F., 1981. "Specification and inference in linear models," Journal of Econometrics, Elsevier, vol. 16(1), pages 153-153, May.
  51. Richard, J. -F. & Tompa, H., 1980. "On the evaluation of poly-t density functions," Journal of Econometrics, Elsevier, vol. 12(3), pages 335-351, April.
  52. Richard, J-F, 1980. "Models with Several Regimes and Changes in Exogeneity," Review of Economic Studies, Wiley Blackwell, vol. 47(1), pages 1-20, January.
  53. Richard, Jean-Francois, 1975. "A note on the information matrix of the multivariate normal distribution," Journal of Econometrics, Elsevier, vol. 3(1), pages 57-60, February.
  54. Florens, J. -P. & Mouchart, M. & Richard, J. -F., 1974. "Bayesian inference in error-in-variables models," Journal of Multivariate Analysis, Elsevier, vol. 4(4), pages 419-452, December.
  55. Kunreuther, Howard & Richard, Jean Francois, 1971. "Optimal Pricing and Inventory Decisions for Non-Seasonal Items," Econometrica, Econometric Society, vol. 39(1), pages 173-75, January.

Chapters

  1. Dreze, Jacques H. & Richard, Jean-Francois, 1983. "Bayesian analysis of simultaneous equation systems," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 9, pages 517-598 Elsevier.

Books

  1. Bauwens, Luc & Lubrano, Michel & Richard, Jean-Francois, 2000. "Bayesian Inference in Dynamic Econometric Models," OUP Catalogue, Oxford University Press, number 9780198773139, September.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2007-06-30 2009-09-19
  2. NEP-DCM: Discrete Choice Models (3) 2007-06-30 2007-11-03 2009-09-19
  3. NEP-DEV: Development (2) 2001-02-27 2001-10-01
  4. NEP-DGE: Dynamic General Equilibrium (1) 2009-09-19
  5. NEP-ECM: Econometrics (10) 2006-08-05 2007-06-30 2007-07-07 2007-11-03 2007-11-03 2008-06-27 2008-09-20 2008-09-20 2009-09-19 2013-02-03. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2007-11-03 2009-09-19
  7. NEP-FDG: Financial Development & Growth (1) 2008-09-20
  8. NEP-FOR: Forecasting (1) 2008-09-20
  9. NEP-GEO: Economic Geography (2) 2005-12-14 2013-02-03
  10. NEP-IFN: International Finance (1) 2007-06-30
  11. NEP-LAW: Law & Economics (1) 2001-02-27
  12. NEP-MAC: Macroeconomics (2) 2006-10-14 2008-09-20
  13. NEP-MST: Market Microstructure (1) 2008-09-20
  14. NEP-OPM: Open Economy Macroeconomics (1) 2009-09-19
  15. NEP-ORE: Operations Research (1) 2013-02-03
  16. NEP-PKE: Post Keynesian Economics (1) 2001-10-01
  17. NEP-URE: Urban & Real Estate Economics (2) 2005-12-14 2013-02-03

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Closeness measure in co-authorship network
  31. Betweenness measure in co-authorship network
  32. Breadth of citations across fields
  33. Wu-Index
  34. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jean-Francois Richard should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.