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 0 0 0 233 0 1 7 814
Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors 0 0 0 19 0 0 5 47
Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models 0 0 1 174 1 1 11 417
Bayesian Semiparametric Forecasts of Real Interest Rate Data 0 0 0 40 1 2 4 42
Bayesian estimation of an extended local scale stochastic volatility model 0 0 2 150 2 2 12 297
Comparing smooth transition and Markov switching autoregressive models of US Unemployment 0 0 2 305 0 0 9 671
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY 0 0 0 0 1 1 5 184
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 0 0 0 0 0
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 1 0 0 5 16
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 1 3 7 737
Full maximum likelihood estimation of dynamic demand models 0 0 0 1 0 0 2 7
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS 0 0 0 0 1 1 7 202
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 0 0 5
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 0 0 0 0 0
Joint tests for regularity and autocorrelation in allocation systems 0 0 0 0 0 0 0 0
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression 0 0 0 0 1 1 2 13
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY 0 0 0 0 1 1 2 356
On fractional demand systems and budget share positivity 0 0 0 0 0 0 0 0
On fractional demand systems and budget share positivity 0 0 0 2 0 0 2 19
On the estimated variances of regression coefficients in misspecified error components models 0 0 0 0 0 0 0 0
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 0 0 4 11
Total Working Papers 0 0 5 933 9 13 84 3,838


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 3 143
A note on the maximum likehood estimation of allocation systems 0 0 1 22 0 0 1 133
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 25 0 0 6 109
Bayesian estimation of generalized hyperbolic skewed student GARCH models 0 0 0 9 1 1 3 61
Comparing smooth transition and Markov switching autoregressive models of US unemployment 0 0 1 150 0 0 5 423
Exact small-sample inference in stationary, fully regular, dynamic demand models 0 0 2 17 0 0 2 102
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 1 1 43 0 2 3 133
Joint Tests for Regularity and Autocorrelation in Allocation Systems 0 0 0 12 0 0 1 102
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression 0 0 0 0 0 0 3 15
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models 0 0 1 16 0 0 4 74
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 142 0 0 4 477
Total Journal Articles 0 1 6 476 1 3 35 1,892


Statistics updated 2020-09-04