Jean-Francois Richard

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Affiliations

• University of Pittsburgh / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Dynamic Error-in-Variable Models and Limited Information Analysis (repec:adr:anecst:y:1987:i:6-7:p:289-310)
  by Jean-Pierre Florens & Michel Mouchart & Jean-François Richard
• Differential Payments within a Bidder Coalition and the Shapley Value (repec:aea:aecrev:v:80:y:1990:i:3:p:493-510)
  by Graham, Daniel A & Marshall, Robert C & Richard, Jean-Francois
• Revenue Effects and Information Processing in English Common Value Auctions (repec:aea:aecrev:v:86:y:1996:i:3:p:442-60)
  by Levin, Dan & Kagel, John H & Richard, Jean-Francois
• Exogeneity (repec:ags:uwarer:269060)
  by Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois
• Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation (repec:anp:en2008:200807141048250)
  by Guilherme Valle Moura & Roman Liesenfeld & Jean-Francois Richard
• Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out) (repec:bes:jnlbes:v:10:y:1992:i:1:p:31-44)
  by Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A
• Posterior Probabilities of the Independence Axiom with Nonexperimental Data (or Buckle Up and Fan Out): Reply (repec:bes:jnlbes:v:10:y:1992:i:1:p:48-49)
  by Marshall, Robert C & Richard, Jean-Francois & Zarkin, Gary A
• Estimation of Dynamic Bivariate Mixture Models: Comments on Watanabe (2000) (repec:bes:jnlbes:v:21:y:2003:i:4:p:570-76)
  by Liesenfeld, Roman & Richard, Jean-Francois
• Econometric Modelling of UK House Prices Using Accelerated Importance Sampling (repec:bla:obuest:v:58:y:1996:i:4:p:601-13)
  by Richard, Jean-Francois & Zhang, Wei
• Parametric and Non‐parametric Encompassing Procedures (repec:bla:obuest:v:70:y:2008:i:s1:p:751-780)
  by Christophe Bontemps & Jean‐Pierre Florens & Jean‐François Richard
• Determinants and Dynamics of Current Account Reversals: An Empirical Analysis (repec:bla:obuest:v:72:y:2010:i:4:p:486-517)
  by Roman Liesenfeld & Guilherme Valle Moura & Jean‐François Richard
• The Impact of Delivery Synergies on Bidding in the Georgia School Milk Market (repec:bpj:bejeap:v:topics.6:y:2006:i:1:n:5)
  by Marshall Robert C. & Raiff Matthew E. & Richard Jean-Francois & Schulenberg Steven P.
• Dynamique des interactions fiscales entre les communes belges. 1984-1997 (repec:cai:ecoldc:ecop_156_0001)
  by Jean-François Richard & Henry Tulkens & Magali Verdonck
• Economic Development, Legality, and the Transplant Effect (repec:cid:wpfacu:39a)
  by Daniel Berkowitz & Katharina Pistor & Jean-Francois Richard
• Efficient Likelihood Evaluation of State-Space Representations (repec:cnb:wpaper:2009/15)
  by David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard
• A dynamic oligopoly model with demand inertia and inventories (repec:cor:louvco:1986003)
  by Phlips, L. & Richard, J.-F.
• Recent developments in the theory of encompassing (repec:cor:louvco:1987022)
  by Hendry, D.F. & Richard, J.-F.
• Futures markets, inventories and monopoly (repec:cor:louvco:1987025)
  by Brianza, T. & Phlips, L. & Richard, J.-F.
• Tax interaction dynamics among Belgian municipalities 1984-1997 (repec:cor:louvco:2005048)
  by RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali
• Use of prior information in the analysis and estimation of Cobb-Douglas production function models (repec:cor:louvrp:133)
  by ZELLNER, Arnold & RICHARD, Jean-François
• Dynamique des interactions fiscales entre les communes belges 1984-1997 (repec:cor:louvrp:1613)
  by RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali
• Approches classiques et bayésiennes des systèmes interdépendants (repec:cor:louvrp:165)
  by RICHARD, Jean-François
• Production planning over time: Some generalizations (repec:cor:louvrp:174)
  by RICHARD, Jean-François
• Tax interaction dynamics among Belgian municipalities 1984-1997 (repec:cor:louvrp:1953)
  by RICHARD, Jean-François & TULKENS, Henry & VERDONCK, Magali
• Bayesian inference in error-in-variables models (repec:cor:louvrp:201)
  by FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François
• A note on the information matrix of the multivariate normal distribution (repec:cor:louvrp:207)
  by RICHARD, Jean-François
• Bayesian analysis of simultaneous equation models (repec:cor:louvrp:220)
  by RICHARD, Jean-François
• Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process (repec:cor:louvrp:317)
  by RICHARD, Jean-François
• Models with several regimes and changes in exogeneity (repec:cor:louvrp:392)
  by RICHARD, Jean-François
• On the evaluation of poly-t density functions (repec:cor:louvrp:395)
  by RICHARD, Jean-François & TOMPA, Hans
• Can policy instruments be treated as exogenous variables (repec:cor:louvrp:439)
  by Richard, J.-F.
• Econometric disequilibrium models. With comments by D.F. Hendry, A. Monfort and J.F. Richard (repec:cor:louvrp:491)
  by QUANDT, Richard E.
• On the formulation of empirical models in dynamic econometrics (repec:cor:louvrp:502)
  by HENRY, David F. & RICHARD, Jean-François
• Exogeneity (repec:cor:louvrp:516)
  by ENGLE, Robert F. & HENDRY, David F. & RICHARD, Jean-François
• The econometric analysis of economic time series (repec:cor:louvrp:531)
  by HENDRY, David F. & RICHARD, Jean-François
• Bayesian analysis of siultaneous equation systems (repec:cor:louvrp:556)
  by DREZE, Jacques H. & RICHARD, Jean-François
• Classical and Bayesian inference in incomplete simultaneous equation models (repec:cor:louvrp:593)
  by RICHARD, Jean-François
• A 1-1 poly-t random variable generator with application to Monte Carlo integration (repec:cor:louvrp:644)
  by BAUWENS, Luc & RICHARD, Jean-François
• Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity (repec:cor:louvrp:712)
  by Lubrano, M. & Pierse, R.G. & Richard, J.-F.
• Exogeneity and control in econometric series modelling (repec:cor:louvrp:742)
  by RICHARD, Jean-François
• Structural time series modeling: a Bayesian approach (repec:cor:louvrp:745)
  by FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François
• Optimal pricing and inventory decisions for non-seasonal items (repec:cor:louvrp:77)
  by Kunreuther, H. & Richard, J.-F.
• Dynamic error-in-variables models and limited information analysis (repec:cor:louvrp:771)
  by FLORENS, Jean-Pierre & MOUCHART, Michel & RICHARD, Jean-François
• A dynamic oligopoly model with demand inertia and inventories (repec:cor:louvrp:851)
  by PHLIPS, Louis & RICHARD, Jean-François
• Tax interaction dynamics among Belgian municipalities, 1984-1997 (repec:ctl:louvec:2005039)
  by Jean-François, RICHARD & Henry, TULKENS & Magali, Verdonck
• Encompassing and Specificity (repec:cup:etheor:v:12:y:1996:i:04:p:620-656_00)
  by Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François
• Optimal Pricing and Inventory Decisions for Non-Seasonal Items (repec:ecm:emetrp:v:39:y:1971:i:1:p:173-75)
  by Kunreuther, Howard & Richard, Jean Francois
• Exogeneity (repec:ecm:emetrp:v:51:y:1983:i:2:p:277-304)
  by Engle, Robert F & Hendry, David F & Richard, Jean-Francois
• The Encompassing Principle and Its Application to Testing Non-nested Hypotheses (repec:ecm:emetrp:v:54:y:1986:i:3:p:657-78)
  by Mizon, Grayham E & Richard, Jean-Francois
• Improving MCMC, using efficient importance sampling (repec:eee:csdana:v:53:y:2008:i:2:p:272-288)
  by Liesenfeld, Roman & Richard, Jean-François
• Bayesian analysis of simultaneous equation systems (repec:eee:ecochp:1-09)
  by Dreze, Jacques H. & Richard, Jean-Francois
• Phantom bidding against heterogeneous bidders (repec:eee:ecolet:v:32:y:1990:i:1:p:13-17)
  by Graham, Daniel A. & Marshall, Robert C. & Richard, Jean-Francois
• On the evaluation of poly-t density functions (repec:eee:econom:v:12:y:1980:i:3:p:335-351)
  by Richard, J. -F. & Tompa, H.
• Efficient high-dimensional importance sampling (repec:eee:econom:v:141:y:2007:i:2:p:1385-1411)
  by Richard, Jean-Francois & Zhang, Wei
• The dynamic invariant multinomial probit model: Identification, pretesting and estimation (repec:eee:econom:v:155:y:2010:i:2:p:117-127)
  by Liesenfeld, Roman & Richard, Jean-François
• Efficient estimation of probit models with correlated errors (repec:eee:econom:v:156:y:2010:i:2:p:367-376)
  by Liesenfeld, Roman & Richard, Jean-François
• Specification and inference in linear models (repec:eee:econom:v:16:y:1981:i:1:p:153-153)
  by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
• Model formulation to simplify selection when specification is uncertain (repec:eee:econom:v:16:y:1981:i:1:p:159-159)
  by Hendry, David F. & Richard, Jean-Francois
• On the formulation of empirical models in dynamic econometrics (repec:eee:econom:v:20:y:1982:i:1:p:3-33)
  by Hendry, David F. & Richard, Jean-Francois
• A 1-1 poly-t random variable generator with application to Monte Carlo integration (repec:eee:econom:v:29:y:1985:i:1-2:p:19-46)
  by Bauwens, Luc & Richard, Jean-Francois
• A note on the information matrix of the multivariate normal distribution (repec:eee:econom:v:3:y:1975:i:1:p:57-60)
  by Richard, Jean-Francois
• Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior density (repec:eee:econom:v:38:y:1988:i:1-2:p:7-37)
  by Richard, J. F. & Steel, M. F. J.
• Bayesian multivariate exogeneity analysis : An application to a UK money demand equation (repec:eee:econom:v:49:y:1991:i:1-2:p:239-274)
  by Steel, Mark F. J. & Richard, Jean-Francois
• Encompassing in stationary linear dynamic models (repec:eee:econom:v:63:y:1994:i:1:p:245-270)
  by Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois
• Bayesian model selection and prediction with empirical applications discussion (repec:eee:econom:v:69:y:1995:i:1:p:337-349)
  by Richard, Jean-Francois
• Game theory econometric models: application to procurements in the space industry (repec:eee:eecrev:v:41:y:1997:i:3-5:p:951-959)
  by Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-Francois
• Economic development, legality, and the transplant effect (repec:eee:eecrev:v:47:y:2003:i:1:p:165-195)
  by Berkowitz, Daniel & Pistor, Katharina & Richard, Jean-Francois
• Univariate and multivariate stochastic volatility models: estimation and diagnostics (repec:eee:empfin:v:10:y:2003:i:4:p:505-531)
  by Liesenfeld, Roman & Richard, Jean-Francois
• Stochastic volatility and leverage: Application to a panel of S&P500 stocks (repec:eee:finlet:v:12:y:2015:i:c:p:67-76)
  by Ozturk, Serda Selin & Richard, Jean-Francois
• Numerical Analysis of Asymmetric First Price Auctions (repec:eee:gamebe:v:7:y:1994:i:2:p:193-220)
  by Marshall Robert C. & Meurer Michael J. & Richard Jean-Francois & Stromquist Walter
• Bayesian inference in error-in-variables models (repec:eee:jmvana:v:4:y:1974:i:4:p:419-452)
  by Florens, J. -P. & Mouchart, M. & Richard, J. -F.
• A dynamic oligopoly model with demand inertia and inventories (repec:eee:matsoc:v:18:y:1989:i:1:p:1-32)
  by Phlips, Louis & Richard, Jean-Francois
• Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables (repec:eme:aecozz:s0731-905320160000037009)
  by Roman Liesenfeld & Jean-François Richard & Jan Vogler
• Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative (repec:fth:gremaq:96.436)
  by Florens, J.P. & Richard, J.F. & Rolin, J.M.
• Equilibre approximatif et regle intuitive: une application aux appels d'offres dans l'industrie spatiale (repec:fth:gremaq:97.487)
  by Armantier, O. & Florens, J.-P. & Richard, J.-F.
• Empirical Game Theoretic Models: Constrained Equilibrium & Simulation (repec:fth:gremaq:98.498)
  by Armantier, O. & Florens, J.-P. & Richard, J.-F.
• Identification and Estimation of a Game Theoretic Models (repec:fth:gremaq:98.499)
  by Florens, F. & Protopopescu, C. & Richard, J.-F.
• Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative (repec:fth:louvis:9608)
  by Florens, J-P & Richard, J-F & Rolin, J-M
• Bider Collusion at Forest Service Timber Sales (repec:fth:pensta:7-95-3)
  by Marshall, R.C. & Richard J.F.
• Bayesian Multivariate Exogeneity Analysis: An Application To A Uk Money Demand Equation (repec:fth:tilbur:8929)
  by Steel, M.F.J. & Richard, J.F.
• Balanced Growth Approach to Tracking Recessions (repec:gam:jecnmx:v:8:y:2020:i:2:p:14-:d:349491)
  by Marta Boczoń & Jean-François Richard
• Game Theory Econometric Models: Application to Procurements in the Space Industry (repec:ide:wpaper:722)
  by Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-François
• Timing structural change: a conditional probabilistic approach (repec:jae:japmet:v:21:y:2006:i:2:p:175-190)
  by David N. DeJong & Roman Liesenfeld & Jean-Francois Richard
• Approximation of Nash equilibria in Bayesian games (repec:jae:japmet:v:23:y:2008:i:7:p:965-981)
  by Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard
• Accelerated Gaussian Importance Sampler with Application to Dynamic Latent Variable Models (repec:jae:japmet:v:8:y:1993:i:s:p:s153-73)
  by Danielsson, J & Richard, J-F
• Empirical Game Theoretic Models: Computational Issues (repec:kap:compec:v:15:y:2000:i:1-2:p:3-24)
  by Armantier, Olivier & Richard, Jean-Francois
• Numerical Solutions of Asymmetric, First-Price, Independent Private Values Auctions (repec:kap:compec:v:32:y:2008:i:3:p:245-278)
  by Wayne-Roy Gayle & Jean Richard
• Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels (repec:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9777-2)
  by Natalia Khorunzhina & Jean-François Richard
• Coordinated Effects in the 2010 Horizontal Merger Guidelines (repec:kap:revind:v:39:y:2011:i:1:p:39-56)
  by Wayne-Roy Gayle & Robert Marshall & Leslie Marx & Jean-François Richard
• Nash Equilibrium Approximations in Games of Incomplete Information (repec:nys:sunysb:99-01)
  by Olivier Armantier & Jean-Pierre Florens & Jean-Francois Richard
• Litigation Settlement and Collusion (repec:oup:qjecon:v:109:y:1994:i:1:p:211-239.)
  by Robert C. Marshall & Michael J. Meurer & Jean-Francois Richard
• Models with Several Regimes and Changes in Exogeneity (repec:oup:restud:v:47:y:1980:i:1:p:1-20.)
  by J.-F. Richard
• Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity (repec:oup:restud:v:53:y:1986:i:4:p:603-634.)
  by M. Lubrano & R. G. Pierse & J.-F. Richard
• Efficient Likelihood Evaluation of State-Space Representations (repec:oup:restud:v:80:y:2013:i:2:p:538-567)
  by Roman Liesenfeld & Guilherme V. Moura & Jean-François Richard & Hariharan Dharmarajan
• Bayesian Inference in Dynamic Econometric Models (repec:oxp:obooks:9780198773139)
  by Bauwens, Luc & Lubrano, Michel & Richard, Jean-Francois
• On the Structural Stability of U.S. GDP (repec:pit:wpaper:214)
  by David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard
• Efficient Filtering in State-Space Representations (repec:pit:wpaper:317)
  by David N. DeJong & Hariharan Dharmarajan & Liesenfeld Roman & Richard Jean-Francois
• Efficient High-Dimensional Importance Sampling (repec:pit:wpaper:321)
  by Jean-Francois Richard
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (repec:pit:wpaper:322)
  by Jean-Francois Richard & Roman Liesenfeld
• Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes (repec:pit:wpaper:367)
  by David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard
• Efficient Likelihood Evaluation in State-Space Representations (repec:pit:wpaper:374)
  by David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Guilherme Moura & Jean-Francois Richard
• Finite Gaussian Mixture Approximations to Analytically Intractable Density Kerkels (repec:pit:wpaper:5980)
  by Jean-Francois Richard
• Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels (repec:pra:mprapa:72326)
  by Khorunzhina, Natalia & Richard, Jean-Francois
• Équilibre approximatif et règle intuitive : une application aux appels d'offres dans l'industrie spatiale (repec:prs:ecoprv:ecop_0249-4744_1998_num_132_1_5907)
  by Olivier Armantier & Jean-Pierre Florens & Jean-François Richard
• Dynamique des interactions fiscales entre les communes belges 1984-1997 (repec:prs:ecoprv:ecop_0249-4744_2002_num_156_5_6878)
  by Jean-François Richard & Henry Tulkens & Magali Verdonck
• Conférence François-Albert Angers (1999). Enchères : théorie économique et réalité (repec:ris:actuec:v:76:y:2000:i:2:p:173-198)
  by Jean-François Richard
• Curbing Agency Problems in the Procurement Process by Protest Oversight (repec:rje:randje:v:25:y:1994:i:summer:p:297-318)
  by Robert C. Marshall & Michael J. Meurer & Jean-Francois Richard
• An Integrated Treatment of Monte Carlo Numerical Integration Techniques (repec:sce:scecf5:71)
  by J.F. Richard & R. Liesenfeld
• Estimation of Game Theoretic Models: Computational Issues (repec:sce:scecf7:111)
  by Jean-Pierre Florens & Jean-François Richard
• Efficient Monte Carlo Likelihood Analysis of Panel Data Models with Unobserved Heterogeneity in Time and across Individual Units (repec:sce:scecf9:531)
  by Jean-François Richard
• Tax Interaction Dynamics Among Belgian Municipalities 1984-1997 (repec:spr:sprchp:978-0-387-25534-7_26)
  by Jean François Richard & Henry Tulkens & Magali Verdonck
• Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative (repec:spr:sprchp:978-3-031-61329-6_7)
  by Jean-Pierre Florens & Jean-François Richard & Jean-Marie Rolin
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (repec:taf:emetrv:v:25:y:2006:i:2-3:p:335-360)
  by Roman Liesenfeld & Jean-Francois Richard
• Book Review: Econometric Modeling and Inference (repec:taf:emetrv:v:30:y:2011:i:5:p:577-581)
  by Jean-Fran�ois Richard
• Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (repec:taf:jnlbes:v:29:y:2011:i:1:p:73-85)
  by Robert C. Jung & Roman Liesenfeld & Jean-François Richard
• Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors (repec:tor:tecipa:tecipa-321)
  by Martin Burda & Roman Liesenfeld & Jean-Francois Richard
• Super-Experienced Bidders In First-Price Common-Value Auctions: Rules Of Thumb, Nash Equilibrium Bidding, And The Winner'S Curse (repec:tpr:restat:v:83:y:2001:i:3:p:408-419)
  by John H. Kagel & Jean-Francois Richard
• A Nonlinear Forecasting Model of GDP Growth (repec:tpr:restat:v:87:y:2005:i:4:p:697-708)
  by David N. DeJong & Roman Liesenfeld & Jean-François Richard
• Bidder Collusion at Forest Service Timber Sales (repec:ucp:jpolec:v:105:y:1997:i:4:p:657-99)
  by Baldwin, Laura H & Marshall, Robert C & Richard, Jean-Francois
• Economic Development, Legality, and the Transplant Effect (repec:wdi:papers:2000-308)
  by Daniel Berkowitz & Katharina Pistor & Jean-Francois Richard
• Economic Development, Legality, and the Transplant Effect (repec:wdi:papers:2001-410)
  by Daniel Berkowitz & Karina Pistor & Jean-Francois Richard
• Timing structural change: a conditional probabilistic approach (repec:wly:japmet:v:21:y:2006:i:2:p:175-190)
  by David N. DeJong & Roman Liesenfeld & Jean‐Francois Richard
• Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes (repec:wly:japmet:v:32:y:2017:i:3:p:600-620)
  by Roman Liesenfeld & Jean‐François Richard & Jan Vogler
• Economic Development, Legality, and the Transplant Effect (repec:wop:cidhav:39)
  by Daniel Berkowitz & Katharina Pistor & Jean-Francois Richard
• Exogeneity (repec:wrk:warwec:162)
  by Engle, Robert F & Hendry, David F & Richard, Jean-Francois
• Efficient likelihood evaluation of state-space representations (repec:zbw:cauewp:200902)
  by DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François
• Determinants and dynamics of current account reversals: an empirical analysis (repec:zbw:cauewp:200904)
  by Liesenfeld, Roman & Moura, Guilherme V. & Richard, Jean-François
• Analysis of discrete dependent variable models with spatial correlation (repec:zbw:cauewp:201301)
  by Liesenfeld, Roman & Richard, Jean-François & Vogler, Jan
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (repec:zbw:cauewp:2443)
  by Liesenfeld, Roman & Richard, Jean-François
• Improving MCMC Using Efficient Importance Sampling (repec:zbw:cauewp:4349)
  by Liesenfeld, Roman & Richard, Jean-François
• Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation (repec:zbw:cauewp:5584)
  by Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman
• An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations (repec:zbw:cauewp:6339)
  by DeJong, David Neil & Dharmarajan, Hariharan & Liesenfeld, Roman & Richard, Jean-François
• The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation (repec:zbw:cauewp:6340)
  by Liesenfeld, Roman & Richard, Jean-François
• Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (repec:zbw:cauewp:7365)
  by Jung, Robert & Liesenfeld, Roman & Richard, Jean-François
• Likelihood based inference and prediction in spatio-temporal panel count models for urban crimes (repec:zbw:vfsc15:113131)
  by Vogler, Jan & Liesenfeld, Roman & Richard, Jean-Francois