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 3 10 353
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 8 146
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 1 3 9 308
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 1 5 476
Age-Price Profiles for Canadian Painters at Auction 0 0 2 20 0 2 8 54
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 1 1 1 33 1 3 16 111
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 9 41 0 3 37 129
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 3 8 46 1,853
Models of foreign exchange intervention: Estimation and testing 0 0 3 142 0 0 6 426
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 4 234
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 1 3 329
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 2 8 29 776
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 3 643 4 10 27 3,410
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 1 6 21 1,126
Total Working Papers 1 1 21 1,899 14 49 229 9,731


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 5 50
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 1 4 254
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 38 0 4 8 124
Asset pricing theory and the valuation of Canadian paintings 0 1 3 103 1 6 18 431
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 0 1 8 135
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 4 6 354
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 1 4 7 128
Some Exponential Martingales 0 0 1 16 0 1 6 59
Spurious Regression and Generalized Least Squares 0 1 1 18 0 4 7 42
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 241 0 2 14 1,023
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 2 5 1,027
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 3 5 42
Total Journal Articles 0 2 8 799 2 34 93 3,669


Statistics updated 2016-07-02