Access Statistics for Philippe J. Deschamps

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors 0 0 0 20 0 0 1 53
Bayesian Semiparametric Forecasts of Real Interest Rate Data 0 0 0 40 1 1 1 52
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY 0 0 0 0 0 0 0 188
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 0 0 0 1 1
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 1 0 0 1 19
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 1 1 2 752
Full maximum likelihood estimation of dynamic demand models 0 0 0 2 0 0 0 10
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS 0 0 0 0 0 0 0 203
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 0 0 6
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 0 0 2
Joint tests for regularity and autocorrelation in allocation systems 0 0 0 0 0 0 1 7
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression 0 0 0 0 0 0 0 22
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY 0 0 0 0 0 0 0 359
On fractional demand systems and budget share positivity 0 0 0 0 0 0 0 1
On fractional demand systems and budget share positivity 0 0 0 2 0 0 0 23
On the estimated variances of regression coefficients in misspecified error components models 0 0 0 0 1 1 1 2
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 1 1 1 14
Total Working Papers 0 0 0 73 4 4 9 1,714
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A flexible prior distribution for Markov switching autoregressions with Student-t errors 0 0 0 40 0 0 1 147
A note on the maximum likehood estimation of allocation systems 0 0 0 22 0 0 1 137
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 25 0 0 1 115
Bayesian estimation of generalized hyperbolic skewed student GARCH models 0 0 0 14 0 0 2 73
Comparing smooth transition and Markov switching autoregressive models of US unemployment 1 2 2 153 1 4 7 445
Exact small-sample inference in stationary, fully regular, dynamic demand models 0 0 0 19 0 0 1 114
Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty 0 0 0 0 0 0 0 123
Full maximum likelihood estimation of dynamic demand models 0 0 0 43 0 0 0 136
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 12 1 1 1 107
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression 0 0 0 1 0 0 0 23
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models 0 0 0 16 2 2 2 81
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 144 0 0 1 487
Total Journal Articles 1 2 2 489 4 7 17 1,988

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Statistics updated 2025-03-03