Browsing All of EconStor by Author Richard, Jean-François
Showing results 1 to 10 of 10
Year of Publication | Title | Author(s) |
2004 | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models | Liesenfeld, Roman; Richard, Jean-François |
2006 | Improving MCMC Using Efficient Importance Sampling | Liesenfeld, Roman; Richard, Jean-François |
2007 | An Efficient Filtering Approach to Likelihood Approximation for State-Space Representations | DeJong, David Neil; Dharmarajan, Hariharan; Liesenfeld, Roman; Richard, Jean-François |
2007 | Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation | Moura, Guilherme V.; Richard, Jean-François; Liesenfeld, Roman |
2007 | The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation | Liesenfeld, Roman; Richard, Jean-François |
2008 | Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity | Jung, Robert; Liesenfeld, Roman; Richard, Jean-François |
2009 | Determinants and dynamics of current account reversals: an empirical analysis | Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François |
2009 | Efficient likelihood evaluation of state-space representations | DeJong, David Neil; Dharmarajan, Hariharan; Liesenfeld, Roman; Moura, Guilherme V.; Richard, Jean-François |
2013 | Analysis of discrete dependent variable models with spatial correlation | Liesenfeld, Roman; Richard, Jean-François; Vogler, Jan |
2020 | Balanced growth approach to tracking recessions | Boczoń, Marta; Richard, Jean-François |