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 48 1 4 8 351
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 1 2 8 146
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 2 3 10 307
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 3 4 475
Age-Price Profiles for Canadian Painters at Auction 0 0 3 20 1 2 8 53
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 32 0 5 13 108
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 9 41 3 8 40 129
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 5 30 43 1,850
Models of foreign exchange intervention: Estimation and testing 0 1 3 142 0 2 7 426
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 1 4 234
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 2 4 329
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 4 15 25 772
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 4 9 33 1,124
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 3 643 3 9 24 3,403
Total Working Papers 0 2 21 1,898 25 95 231 9,707


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 4 49
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 1 3 253
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 38 3 3 8 123
Asset pricing theory and the valuation of Canadian paintings 0 1 2 102 2 4 14 427
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 1 1 28 0 3 7 134
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 1 1 4 351
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 3 3 10 127
Some Exponential Martingales 0 0 1 16 0 0 6 58
Spurious Regression and Generalized Least Squares 0 0 0 17 2 2 5 40
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 241 0 1 12 1,021
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 1 2 11 1,026
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 1 1 3 40
Total Journal Articles 0 2 6 797 14 22 87 3,649


Statistics updated 2016-05-03