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 55 0 0 1 380
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 0 168
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 13 13 13 341
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 1 502
Age-Price Profiles for Canadian Painters at Auction 0 0 0 26 0 0 3 79
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 1 1 38 0 1 1 142
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 49 0 0 0 160
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 553 0 1 4 1,945
Models of foreign exchange intervention: Estimation and testing 0 0 0 150 0 0 1 449
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 0 249
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 1 3 357
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 183 0 0 0 817
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 645 0 0 0 3,490
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 244 0 1 1 1,163
Total Working Papers 0 1 1 1,943 14 18 28 10,242


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 26 0 0 0 69
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 1 263
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 39 0 0 1 133
Asset pricing theory and the valuation of Canadian paintings 0 1 2 121 1 4 6 498
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 29 0 0 0 144
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 1 385
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 0 0 3 180
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 0 247 0 0 1 1,059
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 241 1 1 6 1,066
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 7 1 2 3 52
Total Journal Articles 0 1 2 800 3 8 22 3,849


Statistics updated 2025-04-04