Details about Philippe J. Deschamps

Access statistics for papers by Philippe J. Deschamps.

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Short-id: pde159

Working Papers

2008

1. Comparing smooth transition and Markov switching autoregressive models of US Unemployment
   DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland
   See Also Journal Article in Journal of Applied Econometrics (2008)

2005

2. A flexible prior distribution for Markov switching autoregressions with Student-t errors
   DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland
   See Also Journal Article in Journal of Econometrics (2006)

1995

3. Full Sample Maximum Likelyhood Estimation of Dynamic Demand Models
   Papers, Universite catholique de Louvain - Center for Operations Research and Economics (CORE)

1990

4. EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY
   Working Papers, Tilburg - Center for Economic Research
   See Also Journal Article in Empirical Economics (1992)
5. JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS
   Working Papers, Tilburg - Center for Economic Research
   See Also Journal Article in Journal of Applied Econometrics (1993)
6. ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY
   Working Papers, Tilburg - Center for Economic Research

Journal Articles

2008

1. Comparing smooth transition and Markov switching autoregressive models of US unemployment
   Journal of Applied Econometrics, 2008, 23, (4), 435-462
   See Also Working Paper (2008)

2006

2. A flexible prior distribution for Markov switching autoregressions with Student-t errors
   Journal of Econometrics, 2006, 133, (1), 153-190
   See Also Working Paper (2005)

2003

3. Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model
   Journal of Applied Econometrics, 2003, 18, (2), 209-236

2000

4. Exact small-sample inference in stationary, fully regular, dynamic demand models
   Journal of Econometrics, 2000, 97, (1), 51-91

1998

5. Full maximum likelihood estimation of dynamic demand models
   Journal of Econometrics, 1998, 82, (2), 335-359 View citations

1993

6. Joint Tests for Regularity and Autocorrelation in Allocation Systems
   Journal of Applied Econometrics, 1993, 8, (2), 195-211
   See Also Working Paper (1990)

1992

7. Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty
   Empirical Economics, 1992, 17, (3), 419-50
   See Also Working Paper (1990)

1988

8. A note on the maximum likehood estimation of allocation systems
   Computational Statistics & Data Analysis, 1988, 6, (2), 109-112

Editor

1. DQE Working Papers
   Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland