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Philippe J. Deschamps

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This is information that was supplied by Philippe Deschamps in registering through RePEc. If you are Philippe J. Deschamps , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Philippe
Middle Name: J.
Last Name: Deschamps
Suffix:

RePEc Short-ID: pde159

Email: [This author has chosen not to make the email address public]
Homepage: http://homepage.bluewin.ch/pjdeschamps/index.htm
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Affiliation

(50%) Departement für Quantitative Wirtschaftsforschung
Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
Université de Fribourg - Universität Freiburg
Location: Fribourg/Freiburg, Switzerland
Homepage: http://www.unifr.ch/dqe/
Email:
Phone: +41 26 300 8272
Fax: +41 26 300 9781
Postal: Bd de Pérolles 90, CH-1700 Fribourg
Handle: RePEc:edi:dqefrch (more details at EDIRC)
(50%) Center for Operations Research and Econometrics (CORE)
École des Sciences Économiques de Louvain
Université Catholique de Louvain
Location: Louvain-la-Neuve, Belgium
Homepage: http://www.uclouvain.be/en-core.html
Email:
Phone: 32(10)474321
Fax: 32(10)474301
Postal: 34 VOIE DU ROMAN PAYS, 1348 LOUVAIN-LA-NEUVE
Handle: RePEc:edi:coreebe (more details at EDIRC)

Works

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Working papers

  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.
  2. 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.
  3. 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.
  4. 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.
  5. 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).
  6. Deschamps, P., 1990. "Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty," Papers 9010, Tilburg - Center for Economic Research.
  7. Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.
  8. Deschamps, P.J., 1990. "On Fractional Demand Systems And Budget Share Positivity," Papers 9016, Tilburg - Center for Economic Research.
  9. 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).
  10. 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).
  11. 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).

Articles

  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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2004-07-26 2007-06-02 2009-12-19 2011-11-14. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2007-06-02 2009-12-19 2011-11-14. Author is listed
  3. NEP-FOR: Forecasting (3) 2007-06-02 2009-12-19 2011-11-14. Author is listed
  4. NEP-LAB: Labour Economics (1) 2007-06-02. Author is listed
  5. NEP-MAC: Macroeconomics (1) 2007-06-02. Author is listed

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