7
H index
3
i10 index
170
Citations
Philippe J. Deschamps : Citation Profile
Université de Fribourg - Universität Freiburg | RESEARCH PRODUCTION: 12 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1977 - 2016). 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:
| Cites to:
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Main data
Where Philippe J. Deschamps has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 4 |
| Journal of Applied Econometrics | 3 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DQE Working Papers / Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland | 4 |
Recent works citing Philippe J. Deschamps (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27. Full description at Econpapers || Download paper |
| 2025 | Volatility estimation through stochastic processes: Evidence from cryptocurrencies. (2025). Harasheh, Murad ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002456. Full description at Econpapers || Download paper |
| 2025 | Granger predictability of real oil prices by us money and inflation in Markov-switching regimes. (2025). Gillman, Max ; Çevik, Emrah ; Benk, Szilard ; Dibooglu, Sel ; Cevik, Emrah I. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00305-8. Full description at Econpapers || Download paper |
Works by Philippe J. Deschamps:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 1996 | Monte 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 | |
| 1995 | Full Sample Maximum Likelihood Estimation of Dynamic Demand Models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Alternative Formulation of the Leverage Effect in a Stochastic Volatility Model with Asymmetric Heavy-Tailed Errors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bayesian Semiparametric Forecasts of Real Interest Rate Data In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Full maximum likelihood estimation of dynamic demand models In: LIDAM Reprints CORE. [Citation analysis] | paper | 2 |
| 1998 | Full maximum likelihood estimation of dynamic demand models.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 1977 | Pricing for congestion in telephone networks: A numerical example In: LIDAM Reprints CORE. [Citation analysis] | paper | 0 |
| 1991 | On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1992 | On the estimated variances of regression coefficients in misspecified error components models.(1992) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Bayesian estimation of generalized hyperbolic skewed student GARCH models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 9 |
| 1988 | A note on the maximum likehood estimation of allocation systems In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2006 | A flexible prior distribution for Markov switching autoregressions with Student-t errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2011 | Bayesian estimation of an extended local scale stochastic volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2000 | Exact small-sample inference in stationary, fully regular, dynamic demand models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2011 | A flexible prior distribution for Markov switching autoregressions with Student-t errors In: DQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Comparing smooth transition and Markov switching autoregressive models of US Unemployment In: DQE Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 2011 | Bayesian estimation of an extended local scale stochastic volatility model In: DQE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models In: DQE Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 1990 | EXPECTATIONS AND INTERTEMPORAL SEPARABILITY IN AN EMPIRICAL MODEL OF CONSUMPTION AND INVESTMENT UNDER UNCERTAINTY. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 9 |
| 1992 | Expectations 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 | |
| 1990 | Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 1990 | Expectations 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 | |
| 1990 | ON FRACTIONAL DEMAND SYSTEMS AND BUDGET SHARE POSITIVITY. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 0 |
| 1990 | On fractional demand systems and budget share positivity.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | On fractional demand systems and budget share positivity.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1990 | JOINT TESTS FOR REGULARITY AND AUTOCORRELATION IN ALLOCATION SYSTEMS. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 3 |
| 1993 | Joint Tests for Regularity and Autocorrelation in Allocation Systems..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1990 | Joint 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 | |
| 1990 | Joint 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 | |
| 1994 | Joint 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 | |
| 2003 | Time-varying intercepts and equilibrium analysis: an extension of the dynamic almost ideal demand model In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2008 | Comparing smooth transition and Markov switching autoregressive models of US unemployment In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 53 |
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