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Information about:
Philippe J. Deschamps

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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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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Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]
    Published as:

  2. 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 28 Jan 2005. [Downloadable!]
    Published as:

  3. Deschamps, P.J., 1990. "Joint Tests For Regularity And Autocorrelation In Allocation Systems," Papers 9042, Tilburg - Center for Economic Research.
    Published as:

  4. Deschamps, P., 1990. "Expectations And Intertemporal Separability In An Empirical Model Of Consumption And Investment Under Uncertainty," Papers 9010, Tilburg - Center for Economic Research.
    Published as:

  5. Deschamps, P.J., 1990. "On Fractional Demand Systems And Budget Share Positivity," Papers 9016, Tilburg - Center for Economic Research.

Articles

  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. [Downloadable!]
    Other versions:

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!]

  4. 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. [Downloadable!] (restricted)

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

  6. Philippe J. Deschamps, 1996. "Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression," Annales d'Economie et de Statistique, ADRES, issue 43, pages 07, Juillet-S. [Downloadable!]

  7. 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. [Downloadable!] (restricted)
    Other versions:

  8. 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.
    Other versions:

  9. 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. [Downloadable!]

  10. 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. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2004-07-26 2007-06-02 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2007-06-02 Author is listed
  3. NEP-FOR: Forecasting (1) 2007-06-02 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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This page was last updated on 2009-11-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.