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 0 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 1 0 0 1 19
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 0 0 0 1 1
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 0 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 1 1 23
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 0 1 1 2
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 0 1 1 14
Total Working Papers 0 0 0 73 0 5 10 1,715
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 0 1 2 153 0 2 7 446
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 0 2 2 108
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 0 2 2 81
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 144 0 1 2 488
Total Journal Articles 0 1 2 489 0 7 19 1,991

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12