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 7 350
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 2 7 145
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 8 305
Adaptive Estimation of Error Correlation Models 0 0 0 0 2 3 5 475
Age-Price Profiles for Canadian Painters at Auction 0 0 3 20 0 2 7 52
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 32 2 5 13 108
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 9 41 0 9 37 126
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 12 29 38 1,845
Models of foreign exchange intervention: Estimation and testing 1 1 3 142 1 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 0 1 4 328
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 6 11 21 768
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 3 6 30 1,120
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 3 643 2 8 21 3,400
Total Working Papers 1 2 21 1,898 29 84 209 9,682


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 2 3 48
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 0 0 5 120
Asset pricing theory and the valuation of Canadian paintings 1 1 2 102 2 3 12 425
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 1 1 28 0 3 8 134
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 3 350
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 0 0 8 124
Some Exponential Martingales 0 0 1 16 0 0 6 58
Spurious Regression and Generalized Least Squares 0 0 0 17 0 0 3 38
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 2 241 0 3 13 1,021
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 1 10 1,025
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 1 2 39
Total Journal Articles 1 2 7 797 2 14 76 3,635


Statistics updated 2016-04-02