Access Statistics for Philippe J. Deschamps

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	5	5	58
Bayesian Semiparametric Forecasts of Real Interest Rate Data	0	0	0	40	4	6	6	58
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY	0	0	0	0	0	2	5	193
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty	0	0	0	1	0	3	4	23
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty	0	0	0	0	0	2	3	4
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models	0	0	0	8	0	2	2	754
Full maximum likelihood estimation of dynamic demand models	0	0	0	2	0	1	1	11
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS	0	0	0	0	0	3	5	208
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	0	0	2	4	10
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	0	0	1	3	5
Joint tests for regularity and autocorrelation in allocation systems	0	0	0	0	0	4	5	12
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression	0	0	0	0	0	5	9	31
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY	0	0	0	0	0	4	5	364
On fractional demand systems and budget share positivity	0	0	0	2	0	3	3	26
On fractional demand systems and budget share positivity	0	0	0	0	1	4	6	7
On the estimated variances of regression coefficients in misspecified error components models	0	0	0	0	0	2	3	5
Pricing for congestion in telephone networks: A numerical example	0	0	0	0	1	3	4	18
Total Working Papers	0	0	0	73	6	52	73	1,787

4 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	4	6	153
A note on the maximum likehood estimation of allocation systems	0	0	0	22	0	4	6	143
Bayesian estimation of an extended local scale stochastic volatility model	0	0	0	25	0	7	7	122
Bayesian estimation of generalized hyperbolic skewed student GARCH models	0	0	0	14	4	8	15	88
Comparing smooth transition and Markov switching autoregressive models of US unemployment	0	0	0	153	2	9	17	462
Exact small-sample inference in stationary, fully regular, dynamic demand models	0	0	0	19	0	5	6	120
Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty	0	0	0	0	0	2	6	129
Full maximum likelihood estimation of dynamic demand models	0	0	0	43	0	3	5	141
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	12	1	7	10	117
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression	0	0	1	2	0	5	11	34
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models	0	0	0	16	0	7	8	89
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model	0	0	0	144	0	5	9	496
Total Journal Articles	0	0	1	490	8	66	106	2,094

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Statistics updated 2026-03-04