Philippe J. Deschamps
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
Postal Address:
Phone:
Affiliation
- 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)
Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Philippe J. Deschamps, 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 04 Nov 2011.
- Philippe J. Deschamps, 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.
- 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.
- Philippe J. Deschamps, 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.
- 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.
- Philippe J. Deschamps, 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.
- 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.
- 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).
- Deschamps, P.J., 1990.
"Joint Tests For Regularity And Autocorrelation In Allocation Systems,"
Papers
9042, Tilburg - Center for Economic Research.
- 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.
- Deschamps, P., 1990. "Joint Tests for Regularity and Autocorrelation in Allocation Systems," Discussion Paper 1990-42, Tilburg University, Center for Economic Research.
- Deschamps, P., 1990.
"Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty,"
Papers
9010, Tilburg - Center for Economic Research.
- 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.
- Deschamps, P.J., 1990. "Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty," Discussion Paper 1990-10, Tilburg University, Center for Economic Research.
- Deschamps, P.J., 1990.
"On Fractional Demand Systems And Budget Share Positivity,"
Papers
9016, Tilburg - Center for Economic Research.
- Deschamps, P.J., 1990. "On fractional demand systems and budget share positivity," Discussion Paper 1990-16, Tilburg University, Center for Economic Research.
Articles
- 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.
- Philippe J. Deschamps, 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.
- 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.
- Philippe J. Deschamps, 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.
- 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.
- Philippe J. Deschamps, 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.
- 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.
- 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.
- Deschamps, Philippe J., 1998. "Full maximum likelihood estimation of dynamic demand models," Journal of Econometrics, Elsevier, vol. 82(2), pages 335-359, February.
- 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.
- 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.
- Deschamps, P., 1990. "Joint Tests for Regularity and Autocorrelation in Allocation Systems," Discussion Paper 1990-42, Tilburg University, Center for Economic Research.
- Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.
- 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.
- Deschamps, P.J., 1990. "Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty," Discussion Paper 1990-10, Tilburg University, Center for Economic Research.
- Deschamps, P., 1990. "Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty," Papers 9010, Tilburg - Center for Economic Research.
- 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.
- 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):- NEP-ECM: Econometrics (4) 2004-07-26 2007-06-02 2009-12-19 2011-11-14 Author is listed
- NEP-ETS: Econometric Time Series (3) 2007-06-02 2009-12-19 2011-11-14 Author is listed
- NEP-FOR: Forecasting (3) 2007-06-02 2009-12-19 2011-11-14 Author is listed
- NEP-LAB: Labour Economics (1) 2007-06-02 Author is listed
- NEP-MAC: Macroeconomics (1) 2007-06-02 Author is listed
Statistics
Most cited item
- 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.
Most downloaded item (past 12 months)
- Philippe J. Deschamps, 2011. "Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models," DQE Working Papers 16, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 04 Nov 2011.
Access and download statistics for all items
Corrections
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