Access Statistics for Douglas James Hodgson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada 0 0 0 48 1 2 9 354
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 3 11 149
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 10 309
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 6 10 481
Age-Price Profiles for Canadian Painters at Auction 0 0 2 20 0 1 8 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 1 1 33 0 2 14 112
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 7 41 0 0 35 129
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 4 13 56 1,863
Models of foreign exchange intervention: Estimation and testing 0 0 1 142 1 3 7 429
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 1 4 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 4 7 333
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 2 9 33 783
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 3 643 2 10 32 3,416
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 0 1 20 1,126
Total Working Papers 0 1 16 1,899 11 57 256 9,774


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE ESTIMATION OF ERROR CORRECTION MODELS 0 0 0 20 1 6 11 56
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 1 1 5 255
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 38 0 1 9 125
Asset pricing theory and the valuation of Canadian paintings 0 0 3 103 2 6 21 436
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 0 0 7 135
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 1 3 9 357
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 1 3 9 130
Some Exponential Martingales 0 0 1 16 0 2 8 61
Spurious Regression and Generalized Least Squares 0 0 1 18 0 1 8 43
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 241 1 1 13 1,024
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 0 4 1,027
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 5 42
Total Journal Articles 0 0 8 799 7 24 109 3,691


Statistics updated 2016-09-03