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 46 0 0 6 337
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 3 131
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 3 19 285
Adaptive Estimation of Error Correlation Models 0 0 0 0 2 2 6 463
Age-Price Profiles for Canadian Painters at Auction 0 0 3 16 1 3 15 36
Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles 1 3 3 31 1 3 13 85
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 1 5 30 4 7 16 76
Efficient Estimation of Conditional Asset Pricing Models 0 0 3 546 1 1 13 1,797
Models of foreign exchange intervention: Estimation and testing 1 1 1 138 1 3 8 403
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 4 5 8 228
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 4 7 322
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 1 1 3 178 1 1 6 736
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 3 9 637 4 15 62 3,356
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 3 9 240 5 18 51 1,056
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 1 4 18 344
Total Working Papers 5 12 36 1,919 26 69 251 9,655


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 19 0 0 5 42
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 2 69 0 0 3 249
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 35 0 1 8 113
Asset pricing theory and the valuation of Canadian paintings 1 2 4 98 2 3 8 404
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 1 1 27 0 3 5 120
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 3 7 12 342
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 1 2 19 3 4 13 115
Some Exponential Martingales 0 0 0 15 0 0 0 51
Spurious Regression and Generalized Least Squares 0 1 1 16 0 1 1 32
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 2 237 0 2 10 1,002
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 2 6 239 1 5 17 1,003
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 3 37
Total Journal Articles 1 7 20 780 9 26 85 3,510


Statistics updated 2014-04-04