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 0 0 8 354
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 0 0 9 481
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 1 13 113
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 1 41 1 1 17 130
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 548 7 21 72 1,884
Models of foreign exchange intervention: Estimation and testing 0 0 1 142 2 2 7 431
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 3 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 2 8 335
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 9 13 40 796
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 643 7 14 38 3,430
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 243 3 7 19 1,133
Total Working Papers 0 0 4 1,899 30 62 251 9,836


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 1 11 57
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 2 2 6 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 1 1 6 126
Asset pricing theory and the valuation of Canadian paintings 1 1 3 104 1 2 17 438
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 0 0 4 135
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 2 10 359
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 1 1 21 15 30 38 160
Some Exponential Martingales 0 0 0 16 0 0 6 61
Spurious Regression and Generalized Least Squares 0 2 3 20 2 5 12 48
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 1 1 242 5 8 15 1,032
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 1 5 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 5 9 804 27 52 134 3,743


Statistics updated 2016-12-03