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
A flexible prior distribution for Markov switching autoregressions with Student-t errors 1 1 2 233 1 1 2 807
Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors 0 0 1 19 1 2 8 42
Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models 1 2 2 173 2 4 9 406
Bayesian Semiparametric Forecasts of Real Interest Rate Data 0 0 2 40 2 3 12 38
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 148 0 0 4 285
Comparing smooth transition and Markov switching autoregressive models of US Unemployment 0 0 1 303 0 3 12 662
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY 0 0 0 0 0 0 0 179
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 1 0 1 3 11
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 0 0 2 730
Full maximum likelihood estimation of dynamic demand models 0 0 0 1 0 0 0 5
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS 0 0 0 0 0 0 0 195
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 0 0 5
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression 0 0 0 0 0 0 0 11
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY 0 0 0 0 0 0 0 354
On fractional demand systems and budget share positivity 0 0 0 2 0 0 1 17
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 0 0 0 7
Total Working Papers 2 3 8 928 6 14 53 3,754


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 0 140
A note on the maximum likehood estimation of allocation systems 0 0 1 21 0 0 1 132
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 25 0 0 1 103
Bayesian estimation of generalized hyperbolic skewed student GARCH models 0 0 0 9 0 0 2 58
Comparing smooth transition and Markov switching autoregressive models of US unemployment 0 0 1 149 1 1 6 418
Exact small-sample inference in stationary, fully regular, dynamic demand models 0 0 0 15 0 0 0 100
Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty 0 0 0 0 0 0 0 120
Full maximum likelihood estimation of dynamic demand models 0 0 0 42 0 0 0 130
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 12 0 0 0 101
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression 0 0 0 0 0 1 2 12
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models 0 0 0 15 0 0 0 70
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 142 0 0 0 473
Total Journal Articles 0 0 2 470 1 2 12 1,857


Statistics updated 2019-09-09