Philippe J. Deschamps : Citation Profile


Are you Philippe J. Deschamps?

Université de Fribourg - Universität Freiburg

5

H index

1

i10 index

71

Citations

RESEARCH PRODUCTION:

12

Articles

16

Papers

RESEARCH ACTIVITY:

   39 years (1977 - 2016). See details.
   Cites by year: 1
   Journals where Philippe J. Deschamps has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 11 (13.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde159
   Updated: 2020-01-25    RAS profile: 2019-12-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Philippe J. Deschamps.

Is cited by:

Woźniak, Tomasz (5)

Khalaf, Lynda (5)

Dufour, Jean-Marie (5)

Majumdar, Anandamayee (4)

Balcilar, Mehmet (4)

Miller, Stephen (4)

GUPTA, RANGAN (4)

Vavra, Marian (4)

Taamouti, Abderrahim (3)

Balcombe, Kelvin (3)

Ardia, David (3)

Cites to:

Shephard, Neil (9)

Geweke, John (8)

Omori, Yasuhiro (6)

Rossi, Peter (6)

Blundell, Richard (5)

Greenberg, Edward (5)

Jagannathan, Ravi (5)

Ng, Serena (5)

Nakajima, Jouchi (5)

Koop, Gary (5)

amisano, gianni (4)

Main data


Where Philippe J. Deschamps has published?


Journals with more than one article published# docs
Journal of Econometrics4
Journal of Applied Econometrics3
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
DQE Working Papers / Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland4

Recent works citing Philippe J. Deschamps (2018 and 2017)


YearTitle of citing document
2018A Bayesian GED-Gamma stochastic volatility model for return data: a marginal likelihood approach. (2018). Santos, T R. In: Papers. RePEc:arx:papers:1809.01489.

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2017Testing and explaining economic resilience with an application to Italian regions. (2017). di Caro, Paolo. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:1:p:93-113.

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2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2018An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Lafosse, Patricia Lengua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:155-173.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model. (2019). Teräsvirta, Timo ; Cho, Jin Seo ; Seong, Dakyung ; Terasvirta, Timo. In: Working papers. RePEc:yon:wpaper:2019rwp-151.

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Works by Philippe J. Deschamps:


YearTitleTypeCited
1996Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression In: Annals of Economics and Statistics.
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article7
1996Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression.(1996) In: CORE Discussion Papers RP.
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This paper has another version. Agregated cites: 7
paper
1995Full Sample Maximum Likelihood Estimation of Dynamic Demand Models In: CORE Discussion Papers.
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paper0
2015Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors In: CORE Discussion Papers.
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paper0
2016Bayesian Semiparametric Forecasts of Real Interest Rate Data In: CORE Discussion Papers.
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paper0
1997Full maximum likelihood estimation of dynamic demand models In: CORE Discussion Papers RP.
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paper2
1998Full maximum likelihood estimation of dynamic demand models.(1998) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 2
article
1977Pricing for congestion in telephone networks: A numerical example In: CORE Discussion Papers RP.
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paper0
1991On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models In: Econometric Theory.
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article0
2012Bayesian estimation of generalized hyperbolic skewed student GARCH models In: Computational Statistics & Data Analysis.
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article5
2012Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models.(2012) In: DQE Working Papers.
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This paper has another version. Agregated cites: 5
paper
1988A note on the maximum likehood estimation of allocation systems In: Computational Statistics & Data Analysis.
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article1
2006A flexible prior distribution for Markov switching autoregressions with Student-t errors In: Journal of Econometrics.
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article9
2011A flexible prior distribution for Markov switching autoregressions with Student-t errors.(2011) In: DQE Working Papers.
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This paper has another version. Agregated cites: 9
paper
2011Bayesian estimation of an extended local scale stochastic volatility model In: Journal of Econometrics.
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article2
2011Bayesian estimation of an extended local scale stochastic volatility model.(2011) In: DQE Working Papers.
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This paper has another version. Agregated cites: 2
paper
2000Exact small-sample inference in stationary, fully regular, dynamic demand models In: Journal of Econometrics.
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article3
2008Comparing smooth transition and Markov switching autoregressive models of US Unemployment In: DQE Working Papers.
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paper31
2008Comparing smooth transition and Markov switching autoregressive models of US unemployment.(2008) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 31
article
1990EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY. In: Tilburg - Center for Economic Research.
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paper0
1992Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty..(1992) In: Empirical Economics.
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This paper has another version. Agregated cites: 0
article
1990Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 0
paper
1990ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY. In: Tilburg - Center for Economic Research.
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paper0
1990On fractional demand systems and budget share positivity.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 0
paper
1990JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS. In: Tilburg - Center for Economic Research.
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paper3
1993Joint Tests for Regularity and Autocorrelation in Allocation Systems..(1993) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 3
article
1990Joint Tests for Regularity and Autocorrelation in Allocation Systems.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 3
paper
2003Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model In: Journal of Applied Econometrics.
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article8

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