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 0 4 343
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 4 138
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 9 299
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 0 5 471
Age-Price Profiles for Canadian Painters at Auction 0 1 2 18 1 2 8 47
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 32 2 2 7 97
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 1 1 2 33 1 4 10 93
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 547 0 0 5 1,807
Models of foreign exchange intervention: Estimation and testing 0 0 1 139 0 1 13 420
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 1 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 1 3 326
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 1 181 2 2 8 749
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 640 0 4 17 3,383
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 2 242 1 15 41 1,106
Total Working Papers 1 2 11 1,879 7 33 135 9,509
1 registered items for which data could not be found


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 0 0 1 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 0 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 37 0 1 2 116
Asset pricing theory and the valuation of Canadian paintings 0 0 1 100 1 1 6 414
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 1 1 5 128
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 2 348
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 20 0 4 6 121
Some Exponential Martingales 0 0 0 15 0 1 2 53
Spurious Regression and Generalized Least Squares 0 0 1 17 0 0 3 35
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 3 240 1 1 6 1,010
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 1 8 13 1,023
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 0 0 7 791 4 18 46 3,580


Statistics updated 2015-08-02