Philippe J. Deschamps : Citation Profile


Are you Philippe J. Deschamps?

Université de Fribourg - Universität Freiburg

7

H index

2

i10 index

165

Citations

RESEARCH PRODUCTION:

12

Articles

21

Papers

RESEARCH ACTIVITY:

   39 years (1977 - 2016). See details.
   Cites by year: 4
   Journals where Philippe J. Deschamps has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 12 (6.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde159
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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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:

Taamouti, Abderrahim (8)

GUPTA, RANGAN (8)

Gonzalo, Jesus (8)

Miller, Stephen (8)

Balcilar, Mehmet (8)

Majumdar, Anandamayee (8)

Sola, Martin (5)

Jackson Young, Laura (5)

Dufour, Jean-Marie (5)

Woźniak, Tomasz (5)

Khalaf, Lynda (5)

Cites to:

Shephard, Neil (16)

Geweke, John (14)

Omori, Yasuhiro (10)

Geweke, John (9)

Nakajima, Jouchi (9)

Rossi, Peter (8)

Bollerslev, Tim (8)

Laurent, Sébastien (8)

Jagannathan, Ravi (8)

Koop, Gary (8)

Andrews, Donald (7)

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 (2024 and 2023)


YearTitle of citing document
2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

Full description at Econpapers || Download paper

2023The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Markov chains, eigenvalues and the stability of economic growth processes. (2023). Delbianco, Fernando ; Tohme, Fernando ; Fioriti, Andres. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02276-8.

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: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
1995Full Sample Maximum Likelihood Estimation of Dynamic Demand Models In: LIDAM Discussion Papers CORE.
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paper0
2015Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors In: LIDAM Discussion Papers CORE.
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paper0
2016Bayesian Semiparametric Forecasts of Real Interest Rate Data In: LIDAM Discussion Papers CORE.
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paper0
1997Full maximum likelihood estimation of dynamic demand models In: LIDAM Reprints CORE.
[Citation analysis]
paper2
1998Full maximum likelihood estimation of dynamic demand models.(1998) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 2
article
1977Pricing for congestion in telephone networks: A numerical example In: LIDAM Reprints CORE.
[Citation analysis]
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 nother version. Agregated cites: 0
paper
2012Bayesian estimation of generalized hyperbolic skewed student GARCH models In: Computational Statistics & Data Analysis.
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article8
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
2011Bayesian estimation of an extended local scale stochastic volatility model In: Journal of Econometrics.
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article3
2000Exact small-sample inference in stationary, fully regular, dynamic demand models In: Journal of Econometrics.
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article3
2011A flexible prior distribution for Markov switching autoregressions with Student-t errors In: DQE Working Papers.
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paper0
2008Comparing smooth transition and Markov switching autoregressive models of US Unemployment In: DQE Working Papers.
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paper50
2011Bayesian estimation of an extended local scale stochastic volatility model In: DQE Working Papers.
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paper2
2012Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models In: DQE Working Papers.
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paper9
1990EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper9
1992Expectations and Intertemporal Separability in an Empirical Model of Consumption and Investment under Uncertainty..(1992) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 9
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 nother version. Agregated cites: 9
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 nother version. Agregated cites: 9
paper
1990ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990On fractional demand systems and budget share positivity.(1990) In: Discussion Paper.
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This paper has nother 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 nother 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 nother 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 nother 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 nother 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 nother 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
2008Comparing smooth transition and Markov switching autoregressive models of US unemployment In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article51

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team