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Jean-Francois Richard

Personal Details

First Name:Jean-Francois
Middle Name:
Last Name:Richard
Suffix:
RePEc Short-ID:pri248
[This author has chosen not to make the email address public]
http://www.econ.pitt.edu/fantin/
Terminal Degree:1973 École des Sciences Économiques de Louvain; Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

Department of Economics
University of Pittsburgh

Pittsburgh, Pennsylvania (United States)
http://www.econ.pitt.edu/

(412)648-1760
(412)648-1793
4S01 W.W. Posvar hall, 230 Bouquet St, Pittsburgh, PA 15260
RePEc:edi:depghus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Khorunzhina, Natalia & Richard, Jean-Francois, 2016. "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels," MPRA Paper 72326, University Library of Munich, Germany.
  2. Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois, 2015. "Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113131, Verein für Socialpolitik / German Economic Association.
  3. 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.
  4. 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.
  5. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard, 2009. "Efficient Likelihood Evaluation of State-Space Representations," Working Papers 2009/15, Czech National Bank.
  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. 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 Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Liesenfeld, Roman & Richard, Jean-François, 2004. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Economics Working Papers 2004-12, Christian-Albrechts-University of Kiel, Department of Economics.
  15. RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali, 2002. "Dynamique des interactions fiscales entre les communes belges 1984-1997," LIDAM Reprints CORE 1613, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. 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.
  17. Jean-François Richard, 1999. "Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units," Computing in Economics and Finance 1999 531, Society for Computational Economics.
  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, 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.
  23. 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.
  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. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, 1987. "Dynamic error-in-variables models and limited information analysis," LIDAM Reprints CORE 771, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. RICHARD, Jean-François, 1987. "Exogeneity and control in econometric series modelling," LIDAM Reprints CORE 742, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  28. Brianza, T. & Phlips, L. & Richard, J.-F., 1987. "Futures markets, inventories and monopoly," LIDAM Discussion Papers CORE 1987025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  29. Hendry, D.F. & Richard, J.-F., 1987. "Recent developments in the theory of encompassing," LIDAM Discussion Papers CORE 1987022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  30. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, 1986. "Structural time series modeling: a Bayesian approach," LIDAM Reprints CORE 745, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  31. Phlips, L. & Richard, J.-F., 1986. "A dynamic oligopoly model with demand inertia and inventories," LIDAM Discussion Papers CORE 1986003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  32. Lubrano, M. & Pierse, R.G. & Richard, J.-F., 1986. "Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity," LIDAM Reprints CORE 712, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. BAUWENS, Luc & RICHARD, Jean-François, 1985. "A 1-1 poly-t random variable generator with application to Monte Carlo integration," LIDAM Reprints CORE 644, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  34. RICHARD, Jean-François, 1984. "Classical and Bayesian inference in incomplete simultaneous equation models," LIDAM Reprints CORE 593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  35. DREZE, Jacques H. & RICHARD, Jean-François, 1983. "Bayesian analysis of siultaneous equation systems," LIDAM Reprints CORE 556, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  36. HENDRY, David F. & RICHARD, Jean-François, 1983. "The econometric analysis of economic time series," LIDAM Reprints CORE 531, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. QUANDT, Richard E., 1982. "Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard," LIDAM Reprints CORE 491, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  38. HENRY, David F. & RICHARD, Jean-François, 1982. "On the formulation of empirical models in dynamic econometrics," LIDAM Reprints CORE 502, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  39. RICHARD, Jean-François & TOMPA, Hans, 1980. "On the evaluation of poly-t density functions," LIDAM Reprints CORE 395, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  40. RICHARD, Jean-François, 1980. "Models with several regimes and changes in exogeneity," LIDAM Reprints CORE 392, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  41. Richard, J.-F., 1980. "Can policy instruments be treated as exogenous variables," LIDAM Reprints CORE 439, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  42. 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, 1983. "Exogeneity," LIDAM Reprints CORE 516, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois, 1979. "Exogeneity," Economic Research Papers 269060, University of Warwick - Department of Economics.
  43. RICHARD, Jean-François, 1977. "Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process," LIDAM Reprints CORE 317, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  44. RICHARD, Jean-François, 1975. "A note on the information matrix of the multivariate normal distribution," LIDAM Reprints CORE 207, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  45. FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François, 1974. "Bayesian inference in error-in-variables models," LIDAM Reprints CORE 201, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  46. RICHARD, Jean-François, 1974. "Production planning over time: Some generalizations," LIDAM Reprints CORE 174, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  47. ZELLNER, Arnold & RICHARD, Jean-François, 1973. "Use of prior information in the analysis and estimation of Cobb-Douglas production function models," LIDAM Reprints CORE 133, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  48. RICHARD, Jean-François, 1973. "Bayesian analysis of simultaneous equation models," LIDAM Reprints CORE 220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. RICHARD, Jean-François, 1973. "Approches classiques et bayésiennes des systèmes interdépendants," LIDAM Reprints CORE 165, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  50. Kunreuther, H. & Richard, J.-F., 1971. "Optimal pricing and inventory decisions for non-seasonal items," LIDAM Reprints CORE 77, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  51. Jean-Pierre Florens & Jean-François Richard, "undated". "Estimation of Game Theoretic Models: Computational Issues," Computing in Economics and Finance 1997 111, Society for Computational Economics.

Articles

  1. Marta Boczoń & Jean-François Richard, 2020. "Balanced Growth Approach to Tracking Recessions," Econometrics, MDPI, Open Access Journal, vol. 8(2), pages 1-35, April.
  2. Natalia Khorunzhina & Jean-François Richard, 2019. "Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 991-1017, March.
  3. Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017. "Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 600-620, April.
  4. Ozturk, Serda Selin & Richard, Jean-Francois, 2015. "Stochastic volatility and leverage: Application to a panel of S&P500 stocks," Finance Research Letters, Elsevier, vol. 12(C), pages 67-76.
  5. 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.
  6. Jean-Fran�ois Richard, 2011. "Book Review: Econometric Modeling and Inference," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 577-581, October.
  7. Robert C. Jung & Roman Liesenfeld & Jean-François Richard, 2011. "Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 73-85, January.
  8. Wayne-Roy Gayle & Robert Marshall & Leslie Marx & Jean-François Richard, 2011. "Coordinated Effects in the 2010 Horizontal Merger Guidelines," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 39(1), pages 39-56, August.
  9. 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, August.
  10. 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.
  11. 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.
  12. 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.
  13. Liesenfeld, Roman & Richard, Jean-François, 2008. "Improving MCMC, using efficient importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 272-288, December.
  14. Wayne-Roy Gayle & Jean Richard, 2008. "Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions," Computational Economics, Springer;Society for Computational Economics, vol. 32(3), pages 245-278, October.
  15. 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.
  16. Richard, Jean-Francois & Zhang, Wei, 2007. "Efficient high-dimensional importance sampling," Journal of Econometrics, Elsevier, vol. 141(2), pages 1385-1411, December.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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 570-576, October.
  22. 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.
  23. 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.
  24. Jean-François Richard & Henry Tulkens & Magali Verdonck, 2002. "Dynamique des interactions fiscales entre les communes belges 1984-1997," Économie et Prévision, Programme National Persée, vol. 156(5), pages 1-14.
  25. 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.
  26. Armantier, Olivier & Richard, Jean-Francois, 2000. "Empirical Game Theoretic Models: Computational Issues," Computational Economics, Springer;Society for Computational Economics, vol. 15(1-2), pages 3-24, April.
  27. 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.
  28. Olivier Armantier & Jean-Pierre Florens & Jean-François Richard, 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.
  29. 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 657-699, August.
  30. 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.
  31. 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 601-613, November.
  32. Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François, 1996. "Encompassing and Specificity," Econometric Theory, Cambridge University Press, vol. 12(4), pages 620-656, October.
  33. 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 442-460, June.
  34. Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
  35. Robert C. Marshall & Michael J. Meurer & Jean-Francois Richard, 1994. "Litigation Settlement and Collusion," The Quarterly Journal of Economics, Oxford University Press, vol. 109(1), pages 211-239.
  36. 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.
  37. 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.
  38. 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.
  39. 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 153-173, Suppl. De.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. Jean-Pierre Florens & Michel Mouchart & Jean-François Richard, 1987. "Dynamic Error-in-Variable Models and Limited Information Analysis," Annals of Economics and Statistics, GENES, issue 6-7, pages 289-310.
  48. 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 657-678, May.
  49. M. Lubrano & R. G. Pierse & J.-F. Richard, 1986. "Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 603-634.
  50. 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.
  51. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983. "Exogeneity," Econometrica, Econometric Society, vol. 51(2), pages 277-304, March.
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. J.-F. Richard, 1980. "Models with Several Regimes and Changes in Exogeneity," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 1-20.
  57. 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.
  58. 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.
  59. Kunreuther, Howard & Richard, Jean Francois, 1971. "Optimal Pricing and Inventory Decisions for Non-Seasonal Items," Econometrica, Econometric Society, vol. 39(1), pages 173-175, January.

Chapters

  1. Roman Liesenfeld & Jean-François Richard & Jan Vogler, 2016. "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Advances in Econometrics, in: Badi H. Baltagi & James P. Lesage & R. Kelley Pace (ed.), Spatial Econometrics: Qualitative and Limited Dependent Variables, volume 37, pages 35-77, Emerald Publishing Ltd.
  2. Jean François Richard & Henry Tulkens & Magali Verdonck, 2006. "Tax Interaction Dynamics Among Belgian Municipalities 1984-1997," Springer Books, in: Parkash Chander & Jacques Drèze & C. Knox Lovell & Jack Mintz (ed.), Public goods, environmental externalities and fiscal competition, chapter 0, pages 534-556, Springer.
  3. 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.

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  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Euclidian citation score
  27. Closeness measure in co-authorship network
  28. Betweenness measure in co-authorship network
  29. Breadth of citations across fields
  30. Wu-Index
  31. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2006-08-05 2007-06-30 2007-11-03 2007-11-03 2008-06-27 2008-09-20 2009-09-19 2013-02-03 2016-02-17. Author is listed
  2. NEP-DCM: Discrete Choice Models (3) 2007-06-30 2007-11-03 2009-09-19
  3. NEP-DEV: Development (3) 2000-11-29 2001-02-27 2001-10-01
  4. NEP-URE: Urban & Real Estate Economics (3) 2005-12-14 2013-02-03 2016-02-17
  5. NEP-CBA: Central Banking (2) 2007-06-30 2009-09-19
  6. NEP-ETS: Econometric Time Series (2) 2007-11-03 2009-09-19
  7. NEP-GEO: Economic Geography (2) 2005-12-14 2013-02-03
  8. NEP-ORE: Operations Research (2) 2013-02-03 2016-07-16
  9. NEP-DGE: Dynamic General Equilibrium (1) 2009-09-19
  10. NEP-GER: German Papers (1) 2016-07-16
  11. NEP-IFN: International Finance (1) 2007-06-30
  12. NEP-LAW: Law & Economics (1) 2001-02-27
  13. NEP-MST: Market Microstructure (1) 2008-09-20
  14. NEP-OPM: Open Economy Macroeconomics (1) 2009-09-19
  15. NEP-PKE: Post Keynesian Economics (1) 2001-10-01

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