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 47 0 0 6 343
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 6 137
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 9 294
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 9 470
Age-Price Profiles for Canadian Painters at Auction 0 0 1 17 1 3 10 45
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 2 32 0 0 10 94
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 1 2 32 1 3 16 88
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 547 0 0 11 1,807
Models of foreign exchange intervention: Estimation and testing 0 0 1 138 4 9 16 418
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 6 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 3 324
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 4 181 1 2 12 747
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 3 639 0 0 24 3,376
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 1 3 242 3 15 37 1,088
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 0 1 11 354
Total Working Papers 1 2 18 1,932 10 36 186 9,815


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 1 20 0 0 3 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 1 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 36 0 0 1 114
Asset pricing theory and the valuation of Canadian paintings 0 0 3 100 1 3 11 413
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 0 1 6 126
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 8 347
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 19 0 0 3 115
Some Exponential Martingales 0 0 0 15 1 1 1 52
Spurious Regression and Generalized Least Squares 0 0 1 17 0 0 3 35
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 1 2 239 0 1 6 1,008
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 1 240 0 4 13 1,015
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 0 37
Total Journal Articles 0 1 9 788 2 10 56 3,557


Statistics updated 2015-03-01