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 1 4 347
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 1 1 7 144
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 10 304
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 0 2 472
Age-Price Profiles for Canadian Painters at Auction 0 2 3 20 1 3 7 51
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 32 0 3 9 103
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 2 9 41 4 13 34 121
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 4 8 13 1,820
Models of foreign exchange intervention: Estimation and testing 0 0 3 141 0 0 10 424
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 1 3 233
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 3 327
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 0 3 11 757
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 2 243 1 1 30 1,115
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 3 642 2 3 18 3,394
Total Working Papers 0 5 22 1,896 14 39 161 9,612


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 2 2 3 48
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 1 2 252
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 2 38 0 1 6 120
Asset pricing theory and the valuation of Canadian paintings 0 0 1 101 1 3 11 423
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 0 0 5 131
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 3 350
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 20 0 2 9 124
Some Exponential Martingales 0 0 1 16 0 4 7 58
Spurious Regression and Generalized Least Squares 0 0 0 17 0 3 3 38
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 2 241 2 5 12 1,020
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 1 9 1,024
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 1 1 2 39
Total Journal Articles 0 0 7 795 6 24 72 3,627


Statistics updated 2016-02-03