Philippe J. Deschamps : Citation Profile


Are you Philippe J. Deschamps?

Université de Fribourg - Universität Freiburg

6

H index

1

i10 index

82

Citations

RESEARCH PRODUCTION:

12

Articles

21

Papers

RESEARCH ACTIVITY:

   39 years (1977 - 2016). See details.
   Cites by year: 2
   Journals where Philippe J. Deschamps has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 11 (11.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde159
   Updated: 2020-09-22    RAS profile: 2020-09-02    
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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:

Khalaf, Lynda (5)

Woźniak, Tomasz (5)

Dufour, Jean-Marie (5)

Majumdar, Anandamayee (4)

Miller, Stephen (4)

Balcilar, Mehmet (4)

GUPTA, RANGAN (4)

Vavra, Marian (4)

Ardia, David (3)

Gonzalo, Jesus (3)

Taamouti, Abderrahim (3)

Cites to:

Shephard, Neil (9)

Geweke, John (8)

Omori, Yasuhiro (6)

Rossi, Peter (6)

Nakajima, Jouchi (5)

Koop, Gary (5)

Jagannathan, Ravi (5)

Ng, Serena (5)

Greenberg, Edward (5)

Blundell, Richard (5)

Geweke, John (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 (2020 and 2019)


YearTitle of citing document
2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

Full description at Econpapers || Download paper

2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

Full description at Econpapers || Download paper

2020Setting the margins of Hang Seng Index Futures on different positions using an APARCH-GPD Model based on extreme value theory. (2020). Yu, Wenqiang ; Chen, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.
[Citation analysis]
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
1992On the estimated variances of regression coefficients in misspecified error components models.(1992) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
paper
2012Bayesian estimation of generalized hyperbolic skewed student GARCH models In: Computational Statistics & Data Analysis.
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article6
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: 6
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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paper33
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: 33
article
1990EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper8
1992Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty..(1992) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 8
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: 8
paper
1990Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
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
1990On fractional demand systems and budget share positivity.(1990) In: Other publications TiSEM.
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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.
[Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1990Joint Tests for Regularity and Autocorrelation in Allocation Systems.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1994Joint tests for regularity and autocorrelation in allocation systems.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
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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