Jean-Francois Richard

University of Pittsburgh - Department of Economics

Professor

4901 Wesley Posvar Hall

230 South Bouquet Street

Pittsburgh, PA 15260

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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3,541

CITATIONS
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SSRN RANKINGS

Top 3,182

in Total Papers Citations

173

Scholarly Papers (17)

1.
Downloads 1,620 ( 8,171)
Citation 165

Economic Development, Legality and the Transplant Effect

Number of pages: 49 Posted: 03 Jan 2000
Katharina Pistor, Daniel Berkowitz and Jean-Francois Richard
Columbia University School of Law, University of Pittsburgh - Department of Economics and University of Pittsburgh - Department of Economics
Downloads 1,620 (8,012)
Citation 165

Abstract:

Economic Development, Legality, and the Transplant Effect

European Economic Review, Vol. 47, No. 1, February 2003
Posted: 02 May 2003
Daniel Berkowitz, Katharina Pistor and Jean-Francois Richard
University of Pittsburgh - Department of Economics, Columbia University School of Law and University of Pittsburgh - Department of Economics

Abstract:

2.

A Non-Linear Forecasting Model of GDP Growth

Number of pages: 40 Posted: 13 Aug 2003
David N. DeJong, Roman Liesenfeld and Jean-Francois Richard
University of Pittsburgh - Department of Economics, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 462 (48,891)
Citation 1

Abstract:

business cycles, regime switching, error correction

3.

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity

Number of pages: 37 Posted: 22 Jul 2008 Last Revised: 27 Jul 2008
Robert Jung, Roman Liesenfeld and Jean-Francois Richard
University of Hohenheim - Institute of Economics, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 214 (109,320)
Citation 2

Abstract:

Dynamic latent variables, Importance sampling, Mixture of distribution models, Poisson distribution, Simulated Maximum Likelihood

4.

A Structural Break in U.S. GDP?

Number of pages: 26 Posted: 13 Aug 2003
David N. DeJong, Roman Liesenfeld and Jean-Francois Richard
University of Pittsburgh - Department of Economics, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 181 (138,174)

Abstract:

business cycles, encompassing, regime switching, error correction, conditional heteroscedasticity

5.

Improving MCMC Using Efficient Importance Sampling

Number of pages: 34 Posted: 19 May 2006
Roman Liesenfeld and Jean-Francois Richard
University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 168 (147,573)

Abstract:

Autoregressive models, Bayesian posterior analysis, Dynamic latent variables, Gibbs sampling, Metropolis Hastings, Stochastic volatility

6.

Dynamic Panel Probit Models for Current Account Reversals and Their Efficient Estimation

Number of pages: 46 Posted: 31 May 2007
Roman Liesenfeld, Guilherme valle Moura and Jean-Francois Richard
University of Cologne, Department of Economics, University of Kiel - Faculty of Economics and Social Sciences and University of Pittsburgh - Department of Economics
Downloads 126 (187,625)
Citation 1

Abstract:

Panel data, Dynamic discrete choice, Importance sampling, Monte Carlo integration, State dependence, Spillover effects

7.

Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables

Number of pages: 42 Posted: 04 Jan 2013 Last Revised: 16 Apr 2015
Roman Liesenfeld, Jean-Francois Richard and Jan Vogler
University of Cologne, Department of Economics, University of Pittsburgh - Department of Economics and University of Cologne, Department of Economics
Downloads 124 (158,795)

Abstract:

count data models, discrete choice models, firm location choice, importance sampling, Monte Carlo integration, spatial econometrics

8.

The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation

Number of pages: 45 Posted: 17 Sep 2007
Roman Liesenfeld and Jean-Francois Richard
University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 89 (229,438)
Citation 1

Abstract:

discrete choice, importance sampling, Monte-Carlo integration, panel data, parameter identification, simulated maximum likelihood

9.

Efficient Filtering in State-Space Representations

Number of pages: 30 Posted: 04 Feb 2009
University of Pittsburgh - Department of Economics, University of Pittsburgh, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 85 (244,398)

Abstract:

particle filter, adaption, efficient importance sampling, kernel density approximation

10.

Timing Structural Change: A Conditional Probabilistic Approach

Number of pages: 25 Posted: 13 Aug 2003
David N. DeJong, Roman Liesenfeld and Jean-Francois Richard
University of Pittsburgh - Department of Economics, University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics
Downloads 81 (253,455)

Abstract:

classification analysis, Monte Carlo experimentation, non-parametric approximation

11.

A Stochastic Volatility and Leverage: Application to a Panel of S&P Stocks

Number of pages: 16 Posted: 06 May 2012
Serda Selin Ozturk and Jean-Francois Richard
Istanbul Bilgi University and University of Pittsburgh - Department of Economics
Downloads 72 (242,716)

Abstract:

stochastic volatility, leverage, importance

12.

Efficient Likelihood Evaluation of State-Space Representations

Number of pages: 44 Posted: 11 Feb 2012
University of Pittsburgh - Department of Economics, University of Cologne, Department of Economics, Universidade Federal de Santa Catarina (UFSC) - Department of Economics, University of Pittsburgh - Department of Economics and University of Pittsburgh
Downloads 66 (286,610)
Citation 2

Abstract:

dynamic stochastic general equilibrium model, efficient importance sampling, kernel density approximation, particle filter

13.

Tax Interaction Dynamics Among Belgian Municipalities 1984-1997

CORE Discussion Paper No. 2005/48
Number of pages: 22 Posted: 30 Jun 2006
Jean-Francois Richard, Henry Tulkens and Magali Verdonck
University of Pittsburgh - Department of Economics, Catholic University of Louvain - Center for Operations Research and Econometrics (CORE) and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Downloads 32 (387,173)
Citation 1

Abstract:

14.

Likelihood Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes

Number of pages: 49 Posted: 11 Jun 2015 Last Revised: 16 Jun 2015
Roman Liesenfeld, Jean-Francois Richard and Jan Vogler
University of Cologne, Department of Economics, University of Pittsburgh - Department of Economics and University of Cologne, Department of Economics
Downloads 17 (269,294)

Abstract:

Broken-windows hypothesis, Efficient Importance sampling, Empirical crime model, Out-of-sample crime forecasts, Spatio-temporal econometrics

15.

Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels

Number of pages: 24 Posted: 04 Jul 2016
Natalia Khorunzhina and Jean-Francois Richard
Copenhagen Business School - Faculty of Economics and Business Administration and University of Pittsburgh - Department of Economics
Downloads 0 (421,583)

Abstract:

Finite mixture, Distance measure, Gaussian quadrature, Importance sampling, Adaptive algorithm, Stochastic volatility, Density kernel

16.

Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics

Journal of Empirical Finance, Forthcoming
Posted: 12 Dec 2002
Roman Liesenfeld and Jean-Francois Richard
University of Cologne, Department of Economics and University of Pittsburgh - Department of Economics

Abstract:

Efficient Importance Sampling, Latent Variables, Maximum likelihood

17.

Bidder Collusion at Forest Service Timber Sales

JOURNAL OF POLITICAL ECONOMY, Vol. 105, No. 4, August 1997
Posted: 24 Sep 1997
Laura H. Baldwin, Robert C. Marshall and Jean-Francois Richard
Rand Corporation, Pennsylvania State University, College of the Liberal Arts - Department of Economic and University of Pittsburgh - Department of Economics

Abstract: