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	0	5	58
Bayesian Semiparametric Forecasts of Real Interest Rate Data	0	0	0	40	0	0	11	63
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY	0	0	0	0	0	0	6	194
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty	0	0	0	1	0	0	8	27
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty	0	0	0	0	0	0	4	5
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models	0	0	0	8	0	0	4	756
Full maximum likelihood estimation of dynamic demand models	0	0	0	2	0	0	4	14
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS	0	0	0	0	1	2	10	213
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	0	0	0	4	10
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	0	0	0	5	7
Joint tests for regularity and autocorrelation in allocation systems	0	0	0	0	0	0	6	13
Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression	0	0	0	0	0	1	11	34
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY	0	0	0	0	0	0	9	368
On fractional demand systems and budget share positivity	0	0	0	0	0	0	8	9
On fractional demand systems and budget share positivity	0	0	0	2	0	0	3	26
On the estimated variances of regression coefficients in misspecified error components models	0	0	0	0	0	0	3	5
Pricing for congestion in telephone networks: A numerical example	0	0	0	0	0	0	5	19
Total Working Papers	0	0	0	73	1	3	106	1,821

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	0	0	11	158
A note on the maximum likehood estimation of allocation systems	0	0	0	22	1	1	9	147
Bayesian estimation of an extended local scale stochastic volatility model	0	0	1	26	0	0	10	125
Bayesian estimation of generalized hyperbolic skewed student GARCH models	0	0	0	14	0	0	19	94
Comparing smooth transition and Markov switching autoregressive models of US unemployment	0	0	0	153	1	1	20	471
Exact small-sample inference in stationary, fully regular, dynamic demand models	0	0	0	19	0	1	11	125
Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty	0	0	0	0	1	3	9	132
Full maximum likelihood estimation of dynamic demand models	0	0	0	43	1	2	9	147
Joint Tests for Regularity and Autocorrelation in Allocation Systems	0	0	0	12	1	2	13	122
Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression	0	0	1	2	0	0	12	35
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models	0	0	0	16	0	1	10	92
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model	0	0	0	144	0	0	7	496
Total Journal Articles	0	0	2	491	5	11	140	2,144

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Statistics updated 2026-09-10