21
H index
31
i10 index
2223
Citations
Jean-Francois Richard : Citation Profile
University of Pittsburgh | RESEARCH PRODUCTION: 61 Articles 63 Papers 1 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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49 years (1971 - 2020). 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:
| Cites to:
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Main data
Where Jean-Francois Richard has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 9 |
| William Davidson Institute Working Papers Series / William Davidson Institute at the University of Michigan | 2 |
Recent works citing Jean-Francois Richard (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Latent 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Good 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. Full description at Econpapers || Download paper |
| 2024 | Give me a U, give me a V, give me an L!: How effective are countercyclical policies in shaping the output dynamic during recessions. (2024). Pearrieta, Luis Castro ; Castaeda, Gonzalo. In: Metroeconomica. RePEc:bla:metroe:v:75:y:2024:i:1:p:107-133. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper |
| 2024 | Effects 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. Full description at Econpapers || Download paper |
| 2024 | Maximum 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. Full description at Econpapers || Download paper |
| 2024 | Estimation 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. Full description at Econpapers || Download paper |
| 2024 | Economic 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. Full description at Econpapers || Download paper |
| 2024 | Does 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. Full description at Econpapers || Download paper |
| 2024 | Optimizing joint allocation and pricing policies for a one-warehouse multi-retailer system with lost sales. (2024). Tuninan, Tuberk ; Gullu, Refik ; Aras, Necati. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s092552732400149x. Full description at Econpapers || Download paper |
| 2024 | Introduction 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. Full description at Econpapers || Download paper |
| 2024 | Identification 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. Full description at Econpapers || Download paper |
| 2025 | Early contributors and fair rewards in crowdfunding. (2025). Deschamps, Marc ; Refait-Alexandre, Catherine ; Bal, Sylvain ; Sekli, Guillaume. In: Theory and Decision. RePEc:kap:theord:v:98:y:2025:i:1:d:10.1007_s11238-024-09996-6. Full description at Econpapers || Download paper |
| 2024 | The boulevard of broken dreams? Long-run effects of labor-managed socialism. (2024). Rok, Mitja Kovac. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:21:y:2024:i:2:p:167-210. Full description at Econpapers || Download paper |
| 2024 | Un 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. Full description at Econpapers || Download paper |
| 2024 | Procurement auctions with losses. (2024). Heymann, Benjamin ; Jofr, Alejandro. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00513-2. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
Works by Jean-Francois Richard:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Dynamic Error-in-Variable Models and Limited Information Analysis In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1987 | Dynamic error-in-variables models and limited information analysis.(1987) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1990 | Differential Payments within a Bidder Coalition and the Shapley Value. In: American Economic Review. [Full Text][Citation analysis] | article | 67 |
| 1996 | Revenue Effects and Information Processing in English Common Value Auctions. In: American Economic Review. [Full Text][Citation analysis] | article | 51 |
| 1979 | EXOGENEITY In: Economic Research Papers. [Full Text][Citation analysis] | paper | 49 |
| 1983 | Exogeneity.(1983) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 1983 | Exogeneity..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 1979 | Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2008 | Dynamic 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]. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation.(2007) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1992 | Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out). In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 1992 | Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2003 | Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000). In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
| 1996 | Econometric Modelling of UK House Prices Using Accelerated Importance Sampling. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 8 |
| 2008 | Parametric and Non‐parametric Encompassing Procedures* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Determinants and Dynamics of Current Account Reversals: An Empirical Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2009 | Determinants and dynamics of current account reversals: an empirical analysis.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | The 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] | article | 3 |
| 2002 | Dynamique des interactions fiscales entre les communes belges. 1984-1997 In: Economie & Prévision. [Full Text][Citation analysis] | article | 8 |
| 2002 | Dynamique des interactions fiscales entre les communes belges 1984-1997.(2002) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2002 | Dynamique des interactions fiscales entre les communes belges 1984-1997.(2002) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2000 | Economic Development, Legality, and the Transplant Effect In: CID Working Papers. [Full Text][Citation analysis] | paper | 367 |
| 2003 | Economic development, legality, and the transplant effect.(2003) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 367 | article | |
| 2000 | Economic Development, Legality, and the Transplant Effect.(2000) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 367 | paper | |
| 2001 | Economic Development, Legality, and the Transplant Effect.(2001) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 367 | paper | |
| 2000 | Economic Development, Legality, and the Transplant Effect.(2000) In: CID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 367 | paper | |
| 2009 | Efficient Likelihood Evaluation of State-Space Representations In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Efficient Likelihood Evaluation of State-Space Representations.(2013) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2009 | Efficient likelihood evaluation of state-space representations.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1986 | A dynamic oligopoly model with demand inertia and inventories In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 5 |
| 1989 | A dynamic oligopoly model with demand inertia and inventories.(1989) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1989 | A dynamic oligopoly model with demand inertia and inventories.(1989) In: Mathematical Social Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 1987 | Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 13 |
| 1987 | Futures markets, inventories and monopoly In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 0 |
| 2005 | Tax interaction dynamics among Belgian municipalities 1984-1997 In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Tax interaction dynamics among Belgian municipalities 1984-1997.(2006) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Tax interaction dynamics among Belgian municipalities, 1984-1997.(2005) In: Discussion Papers (ECON - Département des Sciences Economiques). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2006 | Tax Interaction Dynamics Among Belgian Municipalities 1984-1997.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
| 1973 | Use of prior information in the analysis and estimation of Cobb-Douglas production function models In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1973 | Approches classiques et bayésiennes des systèmes interdépendants In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1974 | Production planning over time: Some generalizations In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1974 | Bayesian inference in error-in-variables models In: LIDAM Reprints CORE. [Citation analysis] | paper | 4 |
| 1974 | Bayesian inference in error-in-variables models.(1974) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1975 | A note on the information matrix of the multivariate normal distribution In: LIDAM Reprints CORE. [Citation analysis] | paper | 1 |
| 1975 | A note on the information matrix of the multivariate normal distribution.(1975) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1973 | Bayesian analysis of simultaneous equation models In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1977 | Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1980 | Models with several regimes and changes in exogeneity In: LIDAM Reprints CORE. [Citation analysis] | paper | 25 |
| 1980 | Models with Several Regimes and Changes in Exogeneity.(1980) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 1980 | On the evaluation of poly-t density functions In: LIDAM Reprints CORE. [Citation analysis] | paper | 11 |
| 1980 | On the evaluation of poly-t density functions.(1980) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 1980 | Can policy instruments be treated as exogenous variables In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1982 | Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard In: LIDAM Reprints CORE. [Citation analysis] | paper | 2 |
| 1982 | On the formulation of empirical models in dynamic econometrics In: LIDAM Reprints CORE. [Citation analysis] | paper | 160 |
| 1982 | On the formulation of empirical models in dynamic econometrics.(1982) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | article | |
| 1983 | The econometric analysis of economic time series In: LIDAM Reprints CORE. [Citation analysis] | paper | 77 |
| 1983 | Bayesian analysis of siultaneous equation systems In: LIDAM Reprints CORE. [Citation analysis] | paper | 49 |
| 1983 | Bayesian analysis of simultaneous equation systems.(1983) In: Handbook of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | chapter | |
| 1984 | Classical and Bayesian inference in incomplete simultaneous equation models In: LIDAM Reprints CORE. [Citation analysis] | paper | 4 |
| 1985 | A 1-1 poly-t random variable generator with application to Monte Carlo integration In: LIDAM Reprints CORE. [Citation analysis] | paper | 13 |
| 1985 | A 1-1 poly-t random variable generator with application to Monte Carlo integration.(1985) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1986 | Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity In: LIDAM Reprints CORE. [Citation analysis] | paper | 8 |
| 1986 | Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity.(1986) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 1987 | Exogeneity and control in econometric series modelling In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1986 | Structural time series modeling: a Bayesian approach In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1971 | Optimal pricing and inventory decisions for non-seasonal items In: LIDAM Reprints CORE. [Citation analysis] | paper | 25 |
| 1971 | Optimal Pricing and Inventory Decisions for Non-Seasonal Items..(1971) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 1996 | Encompassing and Specificity In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 1986 | The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 213 |
| 2008 | Improving MCMC, using efficient importance sampling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2006 | Improving MCMC Using Efficient Importance Sampling.(2006) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1990 | Phantom bidding against heterogeneous bidders In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2007 | Efficient high-dimensional importance sampling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 2010 | The dynamic invariant multinomial probit model: Identification, pretesting and estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Efficient estimation of probit models with correlated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1981 | Specification and inference in linear models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1981 | Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1988 | Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 1991 | Bayesian multivariate exogeneity analysis : An application to a UK money demand equation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1989 | BAYESIAN MULTIVARIATE EXOGENEITY ANALYSIS: AN APPLICATION TO A UK MONEY DEMAND EQUATION..(1989) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1994 | Encompassing in stationary linear dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1995 | Bayesian model selection and prediction with empirical applications discussion In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Game theory econometric models: application to procurements in the space industry In: European Economic Review. [Full Text][Citation analysis] | article | 6 |
| 1996 | Game Theory Econometric Models: Application to Procurements in the Space Industry.(1996) In: IDEI Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2003 | Univariate and multivariate stochastic volatility models: estimation and diagnostics In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 162 |
| 2015 | Stochastic volatility and leverage: Application to a panel of S&P500 stocks In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | Numerical Analysis of Asymmetric First Price Auctions In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 91 |
| 2016 | Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 1996 | Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative. In: Toulouse - GREMAQ. [Citation analysis] | paper | 7 |
| 1996 | Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative.(1996) In: Catholique de Louvain - Institut de statistique. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1997 | Equilibre approximatif et regle intuitive: une application aux appels doffres dans lindustrie spatiale In: Toulouse - GREMAQ. [Citation analysis] | paper | 1 |
| 1998 | Équilibre approximatif et règle intuitive : une application aux appels doffres dans lindustrie spatiale.(1998) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1998 | Empirical Game Theoretic Models: Constrained Equilibrium & Simulation. In: Toulouse - GREMAQ. [Citation analysis] | paper | 3 |
| 1998 | Identification and Estimation of a Game Theoretic Models. In: Toulouse - GREMAQ. [Citation analysis] | paper | 2 |
| 1995 | Bider Collusion at Forest Service Timber Sales. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 150 |
| 1997 | Bidder Collusion at Forest Service Timber Sales..(1997) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | article | |
| 2020 | Balanced Growth Approach to Tracking Recessions In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Timing structural change: a conditional probabilistic approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Timing structural change: a conditional probabilistic approach.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2008 | Approximation of Nash equilibria in Bayesian games In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 82 |
| 2000 | Empirical Game Theoretic Models: Computational Issues. In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions In: Computational Economics. [Full Text][Citation analysis] | article | 22 |
| 2019 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels.(2016) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Coordinated Effects in the 2010 Horizontal Merger Guidelines In: Review of Industrial Organization. [Full Text][Citation analysis] | article | 1 |
| 1999 | Nash Equilibrium Approximations in Games of Incomplete Information In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1994 | Litigation Settlement and Collusion In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 15 |
| 2000 | Bayesian Inference in Dynamic Econometric Models In: OUP Catalogue. [Citation analysis] | book | 142 |
| 2000 | Conférence François-Albert Angers (1999). Enchères : théorie économique et réalité In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
| 1994 | Curbing Agency Problems in the Procurement Process by Protest Oversight In: RAND Journal of Economics. [Full Text][Citation analysis] | article | 12 |
| 2005 | An Integrated Treatment of Monte Carlo Numerical Integration Techniques In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| Estimation of Game Theoretic Models: Computational Issues In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1999 | Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 2006 | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 48 |
| 2004 | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2011 | Book Review: Econometric Modeling and Inference In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2011 | Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
| 2008 | Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2008 | Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The WinnerS Curse In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
| 2005 | A Nonlinear Forecasting Model of GDP Growth In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2017 | Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2015 | Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Analysis of discrete dependent variable models with spatial correlation In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations In: Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
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