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: 63.    Total self citations: 31 (1.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri248
   Updated: 2024-11-04    RAS profile: 2021-06-03    
   Missing citations? Add them    Incorrect content? Let us know

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)

Yu, Jun (25)

Bauwens, Luc (25)

van den Brink, Rene (18)

van Dijk, Herman (15)

Cumming, Douglas (15)

Cites to:

Keane, Michael (14)

Razin, Assaf (11)

Hendry, David (10)

Milesi-Ferretti, Gian Maria (10)

Shephard, Neil (9)

Rossi, Peter (8)

Geweke, John (8)

Harvey, Andrew (8)

Shleifer, Andrei (8)

Edwards, Sebastian (8)

Pesaran, Mohammad (7)

Main data

Where Jean-Francois Richard has published?

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Simulation Encompassing: Testing Non-nested Hypotheses. (2008). Monfardini, Chiara ; Mizon, Grayham ; Lu, Maozu . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:70:y:2008:i:s1:p:781-806.

Full description at Econpapers || Download paper

2023Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models. (2008). Rossi, Barbara ; Marcellino, Massimiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:70:y:2008:i:s1:p:867-893.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Unobserved components with stochastic volatility: Simulation?based estimation and signal extraction. (2021). Li, Mengheng ; Koopman, Siem Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:614-627.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Jean-Francois Richard:

YearTitleTypeCited
1987Dynamic Error-in-Variable Models and Limited Information Analysis In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
1987Dynamic error-in-variables models and limited information analysis.(1987) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1990Differential Payments within a Bidder Coalition and the Shapley Value. In: American Economic Review.
[Full Text][Citation analysis]		article66
1996Revenue Effects and Information Processing in English Common Value Auctions. In: American Economic Review.
[Full Text][Citation analysis]		article52
1979EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper49
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1983Exogeneity..(1983) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
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].
[Full Text][Citation analysis]		paper3
2007Dynamic 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
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.
[Full Text][Citation analysis]		article8
2009Determinants 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: 8		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2002Dynamique 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
2000Economic Development, Legality, and the Transplant Effect In: CID Working Papers.
[Full Text][Citation analysis]		paper366
2003Economic development, legality, and the transplant effect.(2003) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 366		article
2000Economic 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: 366		paper
2001Economic 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: 366		paper
2000Economic Development, Legality, and the Transplant Effect.(2000) In: CID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 366		paper
2009Efficient Likelihood Evaluation of State-Space Representations In: Working Papers.
[Full Text][Citation analysis]		paper10
2013Efficient 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
2009Efficient likelihood evaluation of state-space representations.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1989A 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
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.
[Full Text][Citation analysis]		paper3
2006Tax interaction dynamics among Belgian municipalities 1984-1997.(2006) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2005Tax 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
2006Tax Interaction Dynamics Among Belgian Municipalities 1984-1997.(2006) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 3		chapter
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.
[Citation analysis]		paper0
1974Production planning over time: Some generalizations In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1974Bayesian inference in error-in-variables models In: LIDAM Reprints CORE.
[Citation analysis]		paper4
1974Bayesian 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
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
1973Bayesian analysis of simultaneous equation models In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1977Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process In: LIDAM Reprints CORE.
[Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
1980On the evaluation of poly-t density functions In: LIDAM Reprints CORE.
[Citation analysis]		paper11
1980On 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
1980Can policy instruments be treated as exogenous variables In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1982Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard In: LIDAM Reprints CORE.
[Citation analysis]		paper2
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		chapter
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
1987Exogeneity and control in econometric series modelling In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1986Structural time series modeling: a Bayesian approach In: LIDAM Reprints CORE.
[Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
1996Encompassing and Specificity In: Econometric Theory.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
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.
[Full Text][Citation analysis]		article1
2010Efficient estimation of probit models with correlated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1981Specification and inference in linear models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1988Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
1991Bayesian multivariate exogeneity analysis : An application to a UK money demand equation In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1989BAYESIAN 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
1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1995Bayesian model selection and prediction with empirical applications discussion In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1997Game theory econometric models: application to procurements in the space industry In: European Economic Review.
[Full Text][Citation analysis]		article6
1996Game 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
2003Univariate and multivariate stochastic volatility models: estimation and diagnostics In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article161
2015Stochastic volatility and leverage: Application to a panel of S&P500 stocks In: Finance Research Letters.
[Full Text][Citation analysis]		article1
1994Numerical Analysis of Asymmetric First Price Auctions In: Games and Economic Behavior.
[Full Text][Citation analysis]		article90
2016Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
1996Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative. In: Toulouse - GREMAQ.
[Citation analysis]		paper7
1996Bayesian 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
1997Equilibre approximatif et regle intuitive: une application aux appels doffres dans lindustrie spatiale In: Toulouse - GREMAQ.
[Citation analysis]		paper1
1998Équilibre 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
1998Empirical Game Theoretic Models: Constrained Equilibrium & Simulation. In: Toulouse - GREMAQ.
[Citation analysis]		paper3
1998Identification and Estimation of a Game Theoretic Models. In: Toulouse - GREMAQ.
[Citation analysis]		paper2
1995Bider Collusion at Forest Service Timber Sales. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper150
1997Bidder 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
2020Balanced Growth Approach to Tracking Recessions In: Econometrics.
[Full Text][Citation analysis]		article0
2006Timing structural change: a conditional probabilistic approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3
2006Timing 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
2008Approximation of Nash equilibria in Bayesian games In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9
1993Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article82
2000Empirical Game Theoretic Models: Computational Issues. In: Computational Economics.
[Full Text][Citation analysis]		article2
2008Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions In: Computational Economics.
[Full Text][Citation analysis]		article21
2019Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels In: Computational Economics.
[Full Text][Citation analysis]		article0
2016Finite 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
2016Finite 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
2011Coordinated Effects in the 2010 Horizontal Merger Guidelines In: Review of Industrial Organization.
[Full Text][Citation analysis]		article1
1999Nash Equilibrium Approximations in Games of Incomplete Information In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper2
1994Litigation Settlement and Collusion In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article15
2000Bayesian Inference in Dynamic Econometric Models In: OUP Catalogue.
[Citation analysis]		book144
2000Conférence François-Albert Angers (1999). Enchères : théorie économique et réalité In: L'Actualité Economique.
[Full Text][Citation analysis]		article0
1994Curbing Agency Problems in the Procurement Process by Protest Oversight In: RAND Journal of Economics.
[Full Text][Citation analysis]		article12
2005An Integrated Treatment of Monte Carlo Numerical Integration Techniques In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
Estimation of Game Theoretic Models: Computational Issues In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]		paper0
1999Efficient 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]		paper0
2006Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models In: Econometric Reviews.
[Full Text][Citation analysis]		article48
2004Classical 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
2011Book Review: Econometric Modeling and Inference In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2011Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article20
2008Dynamic 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: 20		paper
2008Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors In: Working Papers.
[Full Text][Citation analysis]		paper1
2001Super-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]		article28
2005A Nonlinear Forecasting Model of GDP Growth In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article8
2013Analysis of discrete dependent variable models with spatial correlation In: Economics Working Papers.
[Full Text][Citation analysis]		paper4
2007An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations In: Economics Working Papers.
[Full Text][Citation analysis]		paper3
2007The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation In: Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team