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Details about Philippe J. Deschamps

Workplace:Departement für Quantitative Wirtschaftsforschung (Department of Quantitative Economics), Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät (Faculty of Economics and Social Sciences), Université de Fribourg - Universität Freiburg (University of Fribourg), (more information at EDIRC)

Access statistics for papers by Philippe J. Deschamps.

Last updated 2017-09-04. Update your information in the RePEc Author Service.

Short-id: pde159


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Working Papers

2016

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

2015

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

2012

  1. Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models
    DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland Downloads View citations (4)
    See also Journal Article in Computational Statistics & Data Analysis (2012)

2011

  1. A flexible prior distribution for Markov switching autoregressions with Student-t errors
    DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland Downloads
    See also Journal Article in Journal of Econometrics (2006)
  2. Bayesian estimation of an extended local scale stochastic volatility model
    DQE Working Papers, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2011)

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 Downloads View citations (33)
    See also Journal Article in Journal of Applied Econometrics (2008)

1995

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

1990

  1. 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) Downloads

    See also Journal Article in Empirical Economics (1992)
  2. 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) Downloads

    See also Journal Article in Journal of Applied Econometrics (1993)
  3. 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) Downloads

Undated

  1. Full maximum likelihood estimation of dynamic demand models
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Journal of Econometrics (1998)
  2. Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
    See also Journal Article in Annals of Economics and Statistics (1996)
  3. Pricing for congestion in telephone networks: A numerical example
    CORE Discussion Papers RP, 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 Downloads View citations (3)
    See also Working Paper (2012)

2011

  1. Bayesian estimation of an extended local scale stochastic volatility model
    Journal of Econometrics, 2011, 162, (2), 369-382 Downloads View citations (1)
    See also Working Paper (2011)

2008

  1. Comparing smooth transition and Markov switching autoregressive models of US unemployment
    Journal of Applied Econometrics, 2008, 23, (4), 435-462 Downloads View citations (28)
    See also Working Paper (2008)

2006

  1. A flexible prior distribution for Markov switching autoregressions with Student-t errors
    Journal of Econometrics, 2006, 133, (1), 153-190 Downloads View citations (11)
    See also Working Paper (2011)

2003

  1. Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model
    Journal of Applied Econometrics, 2003, 18, (2), 209-236 Downloads View citations (6)

2000

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

1998

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

1996

  1. Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression
    Annals of Economics and Statistics, 1996, (43), 149-169 Downloads View citations (4)
    See also Working Paper

1993

  1. Joint Tests for Regularity and Autocorrelation in Allocation Systems
    Journal of Applied Econometrics, 1993, 8, (2), 195-211 Downloads View citations (5)
    See also Working Paper (1990)

1992

  1. 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)

1991

  1. On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models
    Econometric Theory, 1991, 7, (03), 369-384 Downloads

1988

  1. A note on the maximum likehood estimation of allocation systems
    Computational Statistics & Data Analysis, 1988, 6, (2), 109-112 Downloads View citations (1)
 
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