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 0 53
Bayesian Semiparametric Forecasts of Real Interest Rate Data 0 0 0 40 0 0 1 52
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY 0 0 0 0 1 3 3 191
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 1 1 1 1 20
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 0 1 1 1 2
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 0 0 1 752
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 1 2 2 205
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 2 2 8
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 1 2 2 4
Joint tests for regularity and autocorrelation in allocation systems 0 0 0 0 1 1 1 8
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression 0 0 0 0 2 3 4 26
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY 0 0 0 0 0 1 1 360
On fractional demand systems and budget share positivity 0 0 0 0 0 2 2 3
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 0 1 2 3
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 1 1 2 15
Total Working Papers 0 0 0 73 9 20 25 1,735
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 2 2 149
A note on the maximum likehood estimation of allocation systems 0 0 0 22 0 1 2 139
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 25 0 0 0 115
Bayesian estimation of generalized hyperbolic skewed student GARCH models 0 0 0 14 1 5 7 80
Comparing smooth transition and Markov switching autoregressive models of US unemployment 0 0 2 153 1 2 12 453
Exact small-sample inference in stationary, fully regular, dynamic demand models 0 0 0 19 1 1 1 115
Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty 0 0 0 0 3 4 4 127
Full maximum likelihood estimation of dynamic demand models 0 0 0 43 0 0 2 138
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 12 0 1 4 110
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression 0 1 1 2 5 6 6 29
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models 0 0 0 16 0 0 3 82
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 144 1 2 4 491
Total Journal Articles 0 1 3 490 12 24 47 2,028

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Statistics updated 2025-12-06