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Publications

by members of

Departement für Quantitative Wirtschaftsforschung
Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
Université de Fribourg - Universität Freiburg
Fribourg/Freiburg, Switzerland

(Department of Quantitative Economics, Faculty of Economics and Social Sciences, University of Fribourg))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2011

  1. Deschamps, Philippe J., 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 09 Jun 2012.

2009

  1. Deschamps, Philippe J., 2009. "Bayesian estimation of an extended local scale stochastic volatility model," DQE Working Papers 15, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.

2007

  1. Deschamps, Philippe J., 2007. "Comparing smooth transition and Markov switching autoregressive models of US Unemployment," DQE Working Papers 7, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 04 Jun 2008.

2005

  1. Spyros Arvanitis & Laurent Donzé & Nora Sydow, 2005. "Wirksamkeit der Projektförderung der Kommission für Technologie und Innovation (KTI) : Analyse auf der Basis verschiedener «Matched-Pairs»- Methoden," KOF Working papers 05-103, KOF Swiss Economic Institute, ETH Zurich.
  2. Laurent Donzé, 2005. "Impact of the density support on the matching bias: a matched-pair analysis based on business survey data," KOF Working papers 05-98, KOF Swiss Economic Institute, ETH Zurich.

2004

  1. Deschamps, Philippe J., 2004. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," DQE Working Papers 2, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.
  2. Ansgar Belke & Barbara Styczynska, 2004. "The Allocation of Power in the Enlarged ECB Governing Council: An Assessment of the ECB Rotation Model," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 242/2004, Department of Economics, University of Hohenheim, Germany.

1995

  1. DESCHAMPS , Philippe J., 1995. "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," CORE Discussion Papers 1995049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1990

  1. Deschamps, P.J., 1990. "On Fractional Demand Systems And Budget Share Positivity," Papers 9016, Tilburg - Center for Economic Research.
  2. Deschamps, P., 1990. "Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty," Papers 9010, Tilburg - Center for Economic Research.
  3. Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.

Undated

  1. DESCHAMPS, Philippe J., . "Pricing for congestion in telephone networks: A numerical example," CORE Discussion Papers RP -286, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Deschamps, P. J., . "Full maximum likelihood estimation of dynamic demand models," CORE Discussion Papers RP -1291, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Deschamps, P. J., . "Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression," CORE Discussion Papers RP -1234, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Journal articles

2012

  1. Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.

2011

  1. Deschamps, Philippe J., 2011. "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, vol. 162(2), pages 369-382, June.

2010

  1. Spyros Arvanitis & Laurent Donzé & Nora Sydow, 2010. "Impact of Swiss technology policy on firm innovation performance: an evaluation based on a matching approach," Science and Public Policy, Oxford University Press, vol. 37(1), pages 63-78, February.

2008

  1. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462.

2006

  1. Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.
  2. Ansgar Belke & Barbara Styczynska, 2006. "The Allocation of Power in the Enlarged ECB Governing Council: An Assessment of the ECB Rotation Model," Journal of Common Market Studies, Wiley Blackwell, vol. 44, pages 865-897, December.

2003

  1. Philippe J. Deschamps, 2003. "Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 209-236.

2001

  1. Laurent Donzé, 2001. "L'imputation des données manquantes, la technique de l'imputation multiple, les conséquences sur l'analyse des données: l'enquête 1999 KOF/ETHZ sur l'innovation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 137(III), pages 301-317, September.

2000

  1. Laurent Donzé, 2000. "Application d'une nouvelle mesure de la discrimination salariale à la situation suisse," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 136(III), pages 341-348, September.
  2. Deschamps, Philippe J., 2000. "Exact small-sample inference in stationary, fully regular, dynamic demand models," Journal of Econometrics, Elsevier, vol. 97(1), pages 51-91, July.

1998

  1. Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.

1996

  1. Philippe J. DESCHAMPS, 1996. "Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression," Annales d'Economie et de Statistique, ENSAE, issue 43, pages 149-169.

1993

  1. Deschamps, P J, 1993. "Joint Tests for Regularity and Autocorrelation in Allocation Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 195-211, April-Jun.

1992

  1. Deschamps, Philippe J, 1992. "Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty," Empirical Economics, Springer, vol. 17(3), pages 419-50.

1991

  1. Deschamps, Philippe J., 1991. "On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models," Econometric Theory, Cambridge University Press, vol. 7(03), pages 369-384, September.

1988

  1. Deschamps, Philippe J., 1988. "A note on the maximum likehood estimation of allocation systems," Computational Statistics & Data Analysis, Elsevier, vol. 6(2), pages 109-112, March.

1984

  1. Gaston Gaudard & Pierre Caille & Laurent Donzé, 1984. "La transformation de l'inégalité économique internationale," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 120(II), pages 141-167, June.