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 2 2 10 356
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 6 149
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 6 310
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 1 10 482
Age-Price Profiles for Canadian Painters at Auction 0 0 0 20 0 0 5 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 33 0 0 10 113
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 41 2 3 15 132
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 548 6 25 74 1,890
Models of foreign exchange intervention: Estimation and testing 0 0 1 142 0 2 7 431
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 2 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 2 9 336
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 3 16 42 799
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 243 0 5 19 1,133
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 643 6 17 44 3,436
Total Working Papers 0 0 3 1,899 21 74 259 9,857


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 1 1 1 21 1 2 12 58
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 2 5 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 0 1 6 126
Asset pricing theory and the valuation of Canadian paintings 0 1 3 104 0 1 16 438
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 1 1 5 136
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 3 4 12 362
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 21 3 29 39 163
Some Exponential Martingales 0 0 0 16 0 0 3 61
Spurious Regression and Generalized Least Squares 0 2 3 20 1 5 11 49
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 242 0 6 14 1,032
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 1 4 1,028
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 4 42
Total Journal Articles 1 4 10 805 9 52 131 3,752


Statistics updated 2017-01-03