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Publications

by members of

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

University of Fribourg → Faculty of Economics and Social Sciences → Department of Quantitative Economics

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. 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

2016

  1. DESCHAMPS, Philippe J., 2016, "Bayesian Semiparametric Forecasts of Real Interest Rate Data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016050, Nov.

2015

  1. Deschamps, P., 2015, "Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015020, May.

2004

  1. 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, Department of Economics, University of Hohenheim, Germany, number 242/2004.

1997

  1. Deschamps, P. J., 1997, "Full maximum likelihood estimation of dynamic demand models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1291, Jan, DOI: 10.1016/S0304-4076(97)81574-6.

1996

  1. Deschamps, P. J., 1996, "Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1234, Jan.

1995

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

1992

  1. Deschamps, P.J., 1992, "On the estimated variances of regression coefficients in misspecified error components models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d0937309-75c2-411b-a9fa-f.

1990

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

1977

  1. DESCHAMPS, Philippe J., 1977, "Pricing for congestion in telephone networks: A numerical example," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 286, Jan.

Journal articles

2012

  1. Deschamps, Philippe J., 2012, "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3035-3054, DOI: 10.1016/j.csda.2011.10.021.

2011

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

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., volume 23, issue 4, pages 435-462, DOI: 10.1002/jae.1014.

2006

  1. Deschamps, Philippe J., 2006, "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 153-190, July.

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., volume 18, issue 2, pages 209-236, DOI: 10.1002/jae.674.

2000

  1. Deschamps, Philippe J., 2000, "Exact small-sample inference in stationary, fully regular, dynamic demand models," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 51-91, July.

1998

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

1996

  1. Philippe J. Deschamps, 1996, "Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression," Annals of Economics and Statistics, GENES, 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., volume 8, issue 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, volume 17, issue 3, pages 419-450.

1991

  1. Deschamps, Philippe J., 1991, "On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models," Econometric Theory, Cambridge University Press, volume 7, issue 3, 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, volume 6, issue 2, pages 109-112, March.

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