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 2 233 2 3 7 812
Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors 0 0 1 19 0 0 9 46
Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models 1 1 3 174 3 4 13 413
Bayesian Semiparametric Forecasts of Real Interest Rate Data 0 0 2 40 0 0 10 39
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 148 4 4 9 291
Comparing smooth transition and Markov switching autoregressive models of US Unemployment 0 0 2 305 1 4 12 669
EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY 0 0 0 0 1 3 3 182
Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty 0 0 0 1 1 3 5 15
Full Sample Maximum Likelihood Estimation of Dynamic Demand Models 0 0 0 8 1 3 4 733
Full maximum likelihood estimation of dynamic demand models 0 0 0 1 1 2 2 7
JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS 0 0 0 0 4 6 6 201
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 1 1 12
ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY 0 0 0 0 1 1 1 355
On fractional demand systems and budget share positivity 0 0 0 2 1 1 2 18
Pricing for congestion in telephone networks: A numerical example 0 0 0 0 3 3 3 10
Total Working Papers 1 1 10 931 23 38 87 3,808


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 1 1 141
A note on the maximum likehood estimation of allocation systems 1 1 1 22 1 1 1 133
Bayesian estimation of an extended local scale stochastic volatility model 0 0 0 25 4 4 6 108
Bayesian estimation of generalized hyperbolic skewed student GARCH models 0 0 0 9 1 1 4 60
Comparing smooth transition and Markov switching autoregressive models of US unemployment 0 0 1 149 0 1 5 421
Exact small-sample inference in stationary, fully regular, dynamic demand models 1 1 1 16 1 1 1 101
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 1 3 4 15
On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models 1 1 1 16 2 4 4 74
Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model 0 0 0 142 0 0 3 476
Total Journal Articles 3 3 4 473 10 16 29 1,880


Statistics updated 2020-02-04