Jean-Francois Richard : Citation Profile

Are you Jean-Francois Richard?

University of Pittsburgh

21

H index

30

i10 index

2202

Citations

RESEARCH PRODUCTION:

59

Articles

63

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   49 years (1971 - 2020). See details.
   Cites by year: 44
   Journals where Jean-Francois Richard has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 31 (1.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri248
   Updated: 2024-11-08    RAS profile: 2021-06-03    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Francois Richard.

Is cited by:

Ericsson, Neil (48)

Hendry, David (46)

Steel, Mark (45)

Koopman, Siem Jan (38)

Kleppe, Tore (31)

Asai, Manabu (28)

Bauwens, Luc (25)

Yu, Jun (25)

van den Brink, Rene (18)

Lucas, Andre (15)

Cumming, Douglas (15)

Cites to:

Keane, Michael (14)

Razin, Assaf (11)

Milesi-Ferretti, Gian Maria (10)

Hendry, David (10)

Shephard, Neil (9)

Rossi, Peter (8)

Geweke, John (8)

Harvey, Andrew (8)

Edwards, Sebastian (8)

Shleifer, Andrei (8)

Mejía, Luis Fernando (7)

Main data

Where Jean-Francois Richard has published?

Journals with more than one article published# docs
Journal of Econometrics13
Econometrica3
Computational Economics3
Journal of Business & Economic Statistics3
The Review of Economic Studies3
Journal of Applied Econometrics3
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2
Économie et Prévision2
American Economic Review2
European Economic Review2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics9
William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan2

Recent works citing Jean-Francois Richard (2024 and 2023)

YearTitle of citing document
2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Sequential Cursed Equilibrium. (2022). Li, Shengwu ; Cohen, Shani. In: Papers. RePEc:arx:papers:2212.06025.

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2023Complexity of Equilibria in First-Price Auctions under General Tie-Breaking Rules. (2023). Peng, Binghui ; Chen, XI. In: Papers. RePEc:arx:papers:2303.16388.

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2024Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454.

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2024Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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2023Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (2023). Ombao, Hernando ; Barretosouza, Wagner. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:206-222.

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2023Capital Structure Determinants: New Evidence from the MENA Region Countries. (2023). Jilani, Faouzi ; Hamzaoui, Nessrine ; ben Hamouda, Raja Zekri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-16.

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2023Small area estimation of general finite-population parameters based on grouped data. (2023). Kobayashi, Genya ; Kawakubo, Yuki. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s016794732300052x.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2024Effects of bid protests against government agencies on firm performance: Role of interorganisational relationship. (2024). Josephson, Brett W ; Lee, Ju-Yeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:520-540.

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2023Estimating damages from bidding rings in first-price auctions. (2023). Willington, Manuel ; Gabrielli, Florencia M. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300216x.

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2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Xu, Chen ; Li, Chenxu ; Ait-Sahalia, Yacine. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2024Estimation and inference of seller’s expected revenue in first-price auctions. (2024). Zincenko, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000800.

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2023Policy competition, imitation and coordination under uncertainty. (2023). Hefeker, Carsten. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522000644.

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2023Learning equilibrium in bilateral bargaining games. (2023). Pieroth, Fabian R ; Oberlechner, Matthias ; Kohring, Nils ; Bichler, Martin. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:660-678.

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2024Economic policy uncertainty and stock market volatility in China: Evidence from SV-MIDAS-t model. (2024). Li, Yong ; Yin, Jiyuan ; Wang, Nianling. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400022x.

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2024Does downside risk in the stock market differ by legal origin? The impact of property rights and the rule of law on stock markets. (2024). Tomita, Yosuke. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001029.

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2023Who are you? Cartel detection using unlabeled data. (2023). Silveira, Douglas ; Cajueiro, Daniel O ; de Moraes, Lucas B. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:88:y:2023:i:c:s0167718723000139.

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2023Flagging cartel participants with deep learning based on convolutional neural networks. (2023). Imhof, David ; Huber, Martin. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:89:y:2023:i:c:s0167718723000280.

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2023Target industry takeover competition and the wealth effects of mergers and acquisitions: International evidence. (2023). Loureiro, Gilberto ; Hussain, Tanveer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001336.

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2023Stress tests and information disclosure: An experimental analysis. (2023). Lightle, John ; Korenok, Oleg ; Davis, Douglas ; Cox, Caleb. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002710.

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2023Pricing rules for PES auctions: Evidence from a natural experiment. (2023). Lindsay, Luke ; Collins, Joseph ; Balmford, Ben ; Peacock, James ; Day, Brett. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:122:y:2023:i:c:s0095069623001079.

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2023Does e-procurement matter for economic growth? Subnational evidence from Australia. (2023). Spruk, Rok ; Melon, Lela ; Emery, Thomas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:318-334.

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2023The economics of China’s between-city height competition: A regression discontinuity approach. (2023). Lu, Jiaxuan. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:100:y:2023:i:c:s0166046223000169.

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2023European systemic credit risk transmission using Bayesian networks. (2023). Pavia, Jose M ; Lopez, Jesua ; Ballester, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000405.

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2023Calculating the probability of collusion based on observed price patterns. (2023). Rudholm, Niklas ; Granlund, David. In: Umeå Economic Studies. RePEc:hhs:umnees:1014.

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2023Learning Equilibria in Asymmetric Auction Games. (2023). Heidekruger, Stefan ; Kohring, Nils ; Bichler, Martin. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:3:p:523-542.

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2023Computing Profit-Maximizing Bid Shading Factors in First-Price Sealed-Bid Auctions. (2023). Fagandini, Paulo ; Dierickx, Ingemar. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10321-y.

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2023Auctions: A New Method for Selling Objects with Bimodal Density Functions. (2023). Gomez, Daniel ; Gutierrez, Inmaculada ; Espinola, Rosa ; Castro, Javier. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10259-1.

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2024Introduction to the special issue in honor of John H. Kagel. (2024). Frechette, Guillaume ; Cooper, David J ; Baranski, Andrzej. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:1:d:10.1007_s10683-023-09820-y.

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2024Identification in english auctions with shill bidding. (2024). Marshall, Guillermo. In: Quantitative Marketing and Economics (QME). RePEc:kap:qmktec:v:22:y:2024:i:2:d:10.1007_s11129-023-09274-9.

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2023Is there a risk of a winner’s curse in farmland auctions?. (2023). Huttel, Silke ; Seifert, Stefan. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:50:y:2023:i:3:p:1140-1177..

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2024Un réexamen de l’effet de seuil de la dette publique sur la croissance économique en Afrique subsaharienne. (2024). Norris, Mayo Takemsi ; Togbenu, Fo-Kossi Edem. In: MPRA Paper. RePEc:pra:mprapa:120429.

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2023A Bayesian analysis based on multivariate stochastic volatility model: evidence from green stocks. (2023). Zhang, Jing ; Ma, Ming. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:45:y:2023:i:1:d:10.1007_s10878-022-00936-0.

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2023Axiomatic analysis of liability problems with rooted-tree networks in tort law. (2023). van der Laan, Gerard ; van den Brink, Rene ; Oishi, Takayuki. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:1:d:10.1007_s00199-021-01399-w.

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2023A test to select between spatial weighting matrices. (2023). Tavlas, George ; Gefang, Deborah ; Hall, Stephen G. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00032-9.

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2023Schedule Situations and their Cooperative Games.. (2023). Munich, Lea. In: Working Papers of BETA. RePEc:ulp:sbbeta:2023-08.

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2023The Prospect Theory and First Price Auctions: an Explanation of Overbidding. (2023). Apostolov, Mico ; Dushko, Josheski. In: Econometrics. Advances in Applied Data Analysis. RePEc:vrs:eaiada:v:27:y:2023:i:1:p:33-74:n:3.

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2024The impact of common law on the volume of legal services: An international study. (2024). Melitz, Jacques ; Dia, Enzo. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:32:y:2024:i:1:p:265-297.

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2023Do foreign lenders national cultures affect loan pricing?. (2023). Xu, Alice Liang ; Pappas, Kostas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2006-2036.

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2023Strategy and design of multi?unit auction in grouped asymmetric setting. (2022). Cao, Chunming ; Zheng, Changjun ; Chen, Shiying ; Dong, Zhenhuan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:8:p:3435-3453.

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2023Upstream collusion and corporate social responsibility in downstream competition. (2023). Zhang, Qidi ; Ying, Bin. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1020-1028.

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2023Suspecting Collusion. (2023). Ceesay, Muhammed. In: EconStor Preprints. RePEc:zbw:esprep:268306.

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2023Secret vs Public Rings in Common Value Auctions. (2023). Ceesay, Muhammed. In: EconStor Preprints. RePEc:zbw:esprep:279484.

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Works by Jean-Francois Richard:

YearTitleTypeCited
1987Dynamic Error-in-Variable Models and Limited Information Analysis In: Annals of Economics and Statistics.
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1987Dynamic error-in-variables models and limited information analysis.(1987) In: LIDAM Reprints CORE.
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This paper has nother version. Agregated cites: 1		paper
1990Differential Payments within a Bidder Coalition and the Shapley Value. In: American Economic Review.
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1996Revenue Effects and Information Processing in English Common Value Auctions. In: American Economic Review.
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1979EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper49
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
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1983Exogeneity..(1983) In: Econometrica.
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1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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2008Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
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2007Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation.(2007) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 3		paper
1992Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out). In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1992Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2003Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000). In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
1996Econometric Modelling of UK House Prices Using Accelerated Importance Sampling. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article8
2010Determinants and Dynamics of Current Account Reversals: An Empirical Analysis In: Oxford Bulletin of Economics and Statistics.
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2009Determinants and dynamics of current account reversals: an empirical analysis.(2009) In: Economics Working Papers.
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2006The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]		article3
2002Dynamique des interactions fiscales entre les communes belges. 1984-1997 In: Economie & Prévision.
[Full Text][Citation analysis]		article8
2002Dynamique des interactions fiscales entre les communes belges 1984-1997.(2002) In: LIDAM Reprints CORE.
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2002Dynamique des interactions fiscales entre les communes belges 1984-1997.(2002) In: Économie et Prévision.
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2000Economic Development, Legality, and the Transplant Effect In: CID Working Papers.
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2003Economic development, legality, and the transplant effect.(2003) In: European Economic Review.
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2000Economic Development, Legality, and the Transplant Effect.(2000) In: William Davidson Institute Working Papers Series.
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2001Economic Development, Legality, and the Transplant Effect.(2001) In: William Davidson Institute Working Papers Series.
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2000Economic Development, Legality, and the Transplant Effect.(2000) In: CID Working Papers.
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2009Efficient Likelihood Evaluation of State-Space Representations In: Working Papers.
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2013Efficient Likelihood Evaluation of State-Space Representations.(2013) In: The Review of Economic Studies.
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2009Efficient likelihood evaluation of state-space representations.(2009) In: Economics Working Papers.
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1986A dynamic oligopoly model with demand inertia and inventories In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper5
1989A dynamic oligopoly model with demand inertia and inventories.(1989) In: LIDAM Reprints CORE.
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1989A dynamic oligopoly model with demand inertia and inventories.(1989) In: Mathematical Social Sciences.
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1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper13
1987Futures markets, inventories and monopoly In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper0
2005Tax interaction dynamics among Belgian municipalities 1984-1997 In: LIDAM Discussion Papers CORE.
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2006Tax interaction dynamics among Belgian municipalities 1984-1997.(2006) In: LIDAM Reprints CORE.
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2005Tax interaction dynamics among Belgian municipalities, 1984-1997.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques).
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2006Tax Interaction Dynamics Among Belgian Municipalities 1984-1997.(2006) In: Springer Books.
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1973Use of prior information in the analysis and estimation of Cobb-Douglas production function models In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1973Approches classiques et bayésiennes des systèmes interdépendants In: LIDAM Reprints CORE.
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1974Production planning over time: Some generalizations In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1974Bayesian inference in error-in-variables models In: LIDAM Reprints CORE.
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1974Bayesian inference in error-in-variables models.(1974) In: Journal of Multivariate Analysis.
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1975A note on the information matrix of the multivariate normal distribution In: LIDAM Reprints CORE.
[Citation analysis]		paper1
1975A note on the information matrix of the multivariate normal distribution.(1975) In: Journal of Econometrics.
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1973Bayesian analysis of simultaneous equation models In: LIDAM Reprints CORE.
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1977Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process In: LIDAM Reprints CORE.
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1980Models with several regimes and changes in exogeneity In: LIDAM Reprints CORE.
[Citation analysis]		paper24
1980Models with Several Regimes and Changes in Exogeneity.(1980) In: The Review of Economic Studies.
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1980On the evaluation of poly-t density functions In: LIDAM Reprints CORE.
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1980On the evaluation of poly-t density functions.(1980) In: Journal of Econometrics.
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1980Can policy instruments be treated as exogenous variables In: LIDAM Reprints CORE.
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1982Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard In: LIDAM Reprints CORE.
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1982On the formulation of empirical models in dynamic econometrics In: LIDAM Reprints CORE.
[Citation analysis]		paper158
1982On the formulation of empirical models in dynamic econometrics.(1982) In: Journal of Econometrics.
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1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
[Citation analysis]		paper76
1983Bayesian analysis of siultaneous equation systems In: LIDAM Reprints CORE.
[Citation analysis]		paper49
1983Bayesian analysis of simultaneous equation systems.(1983) In: Handbook of Econometrics.
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1984Classical and Bayesian inference in incomplete simultaneous equation models In: LIDAM Reprints CORE.
[Citation analysis]		paper4
1985A 1-1 poly-t random variable generator with application to Monte Carlo integration In: LIDAM Reprints CORE.
[Citation analysis]		paper13
1985A 1-1 poly-t random variable generator with application to Monte Carlo integration.(1985) In: Journal of Econometrics.
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1986Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity In: LIDAM Reprints CORE.
[Citation analysis]		paper7
1986Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity.(1986) In: The Review of Economic Studies.
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1987Exogeneity and control in econometric series modelling In: LIDAM Reprints CORE.
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1986Structural time series modeling: a Bayesian approach In: LIDAM Reprints CORE.
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1971Optimal pricing and inventory decisions for non-seasonal items In: LIDAM Reprints CORE.
[Citation analysis]		paper24
1971Optimal Pricing and Inventory Decisions for Non-Seasonal Items..(1971) In: Econometrica.
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1996Encompassing and Specificity In: Econometric Theory.
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1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
[Full Text][Citation analysis]		article211
2008Improving MCMC, using efficient importance sampling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2006Improving MCMC Using Efficient Importance Sampling.(2006) In: Economics Working Papers.
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1990Phantom bidding against heterogeneous bidders In: Economics Letters.
[Full Text][Citation analysis]		article22
2007Efficient high-dimensional importance sampling In: Journal of Econometrics.
[Full Text][Citation analysis]		article101
2010The dynamic invariant multinomial probit model: Identification, pretesting and estimation In: Journal of Econometrics.
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2010Efficient estimation of probit models with correlated errors In: Journal of Econometrics.
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1981Specification and inference in linear models In: Journal of Econometrics.
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1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
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1988Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density In: Journal of Econometrics.
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1991Bayesian multivariate exogeneity analysis : An application to a UK money demand equation In: Journal of Econometrics.
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1989BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION..(1989) In: Tilburg - Center for Economic Research.
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1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
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1995Bayesian model selection and prediction with empirical applications discussion In: Journal of Econometrics.
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1997Game theory econometric models: application to procurements in the space industry In: European Economic Review.
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1996Game Theory Econometric Models: Application to Procurements in the Space Industry.(1996) In: IDEI Working Papers.
[Citation analysis]
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