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 1 1 1 47 1 1 3 340
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 2 3 7 136
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 14 290
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 2 8 467
Age-Price Profiles for Canadian Painters at Auction 0 0 0 16 0 2 12 39
Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles 0 0 3 31 2 5 15 92
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 2 31 0 3 17 83
Efficient Estimation of Conditional Asset Pricing Models 0 1 3 547 0 2 10 1,802
Models of foreign exchange intervention: Estimation and testing 0 0 1 138 1 3 10 408
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 7 229
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 2 8 324
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 1 1 4 181 1 2 9 742
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 6 639 0 1 37 3,366
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 4 240 1 2 43 1,066
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 2 4 13 351
Total Working Papers 2 4 24 1,927 12 34 213 9,735


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 1 2 4 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 2 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 36 0 0 4 114
Asset pricing theory and the valuation of Canadian paintings 0 1 4 99 0 2 10 408
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 27 2 2 9 125
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 1 1 14 347
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 19 0 0 7 115
Some Exponential Martingales 0 0 0 15 0 0 0 51
Spurious Regression and Generalized Least Squares 0 0 1 16 0 0 1 32
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 1 1 1 238 1 2 9 1,005
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 3 240 0 3 15 1,010
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 1 37
Total Journal Articles 1 2 13 785 5 12 76 3,539


Statistics updated 2014-09-03