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 1 47 0 1 6 343
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 5 136
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 11 293
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 8 469
Age-Price Profiles for Canadian Painters at Auction 0 1 1 17 2 4 11 44
Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles 0 1 4 32 0 1 12 94
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 2 31 0 1 16 85
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 547 0 1 11 1,807
Models of foreign exchange intervention: Estimation and testing 0 0 1 138 1 2 10 410
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 7 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 6 324
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 4 181 0 1 10 745
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 5 639 0 6 35 3,376
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 4 241 7 13 42 1,080
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 0 2 13 353
Total Working Papers 0 3 23 1,930 10 35 203 9,789


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 1 20 0 0 3 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 1 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 36 0 0 2 114
Asset pricing theory and the valuation of Canadian paintings 0 1 4 100 1 3 10 411
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 27 1 1 9 126
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 12 347
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 19 0 0 4 115
Some Exponential Martingales 0 0 0 15 0 0 0 51
Spurious Regression and Generalized Least Squares 0 1 2 17 0 3 4 35
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 1 1 2 239 1 2 8 1,008
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 3 240 1 2 14 1,012
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 0 37
Total Journal Articles 1 3 15 788 4 11 67 3,551


Statistics updated 2015-01-03