Details about Philippe J. Deschamps

Access statistics for papers by Philippe J. Deschamps.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pde159

Working Papers

2016

1. Bayesian Semiparametric Forecasts of Real Interest Rate Data
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

2015

2. Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1997

3. Full maximum likelihood estimation of dynamic demand models
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
   See also Journal Article Full maximum likelihood estimation of dynamic demand models, Journal of Econometrics, Elsevier (1998) View citations (3) (1998)

1996

4. Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)
   See also Journal Article Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression, Annals of Economics and Statistics, GENES (1996) View citations (8) (1996)

1995

5. Full Sample Maximum Likelihood Estimation of Dynamic Demand Models
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

1990

6. EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY
   Working Papers, Tilburg - Center for Economic Research
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)
   See also Journal Article Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty, Empirical Economics, Springer (1992) View citations (9) (1992)
7. JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS
   Working Papers, Tilburg - Center for Economic Research
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)
   See also Journal Article Joint Tests for Regularity and Autocorrelation in Allocation Systems, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1993) View citations (5) (1993)
8. ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY
   Working Papers, Tilburg - Center for Economic Research
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1990)

1977

9. Pricing for congestion in telephone networks: A numerical example
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Journal Articles

2012

1. Bayesian estimation of generalized hyperbolic skewed student GARCH models
   Computational Statistics & Data Analysis, 2012, 56, (11), 3035-3054 View citations (9)

2011

2. Bayesian estimation of an extended local scale stochastic volatility model
   Journal of Econometrics, 2011, 162, (2), 369-382 View citations (3)

2008

3. Comparing smooth transition and Markov switching autoregressive models of US unemployment
   Journal of Applied Econometrics, 2008, 23, (4), 435-462 View citations (57)

2006

4. A flexible prior distribution for Markov switching autoregressions with Student-t errors
   Journal of Econometrics, 2006, 133, (1), 153-190 View citations (12)

2003

5. Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model
   Journal of Applied Econometrics, 2003, 18, (2), 209-236 View citations (9)

2000

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

1998

7. Full maximum likelihood estimation of dynamic demand models
   Journal of Econometrics, 1998, 82, (2), 335-359 View citations (3)
   See also Working Paper Full maximum likelihood estimation of dynamic demand models, LIDAM Reprints CORE (1997) View citations (1) (1997)

1996

8. Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression
   Annals of Economics and Statistics, 1996, (43), 149-169 View citations (8)
   See also Working Paper Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression, LIDAM Reprints CORE (1996) View citations (8) (1996)

1993

9. Joint Tests for Regularity and Autocorrelation in Allocation Systems
   Journal of Applied Econometrics, 1993, 8, (2), 195-211 View citations (5)
   See also Working Paper JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS, Working Papers (1990) (1990)

1992

10. Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty
    Empirical Economics, 1992, 17, (3), 419-50 View citations (9)
    See also Working Paper EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY, Working Papers (1990) (1990)

1991

11. On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models
    Econometric Theory, 1991, 7, (3), 369-384

1988

12. A note on the maximum likehood estimation of allocation systems
    Computational Statistics & Data Analysis, 1988, 6, (2), 109-112 View citations (3)