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 4 343
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 4 138
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 1 2 9 299
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 6 471
Age-Price Profiles for Canadian Painters at Auction 0 1 2 18 0 1 7 46
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 32 0 0 7 95
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 1 32 0 3 9 92
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 547 0 0 6 1,807
Models of foreign exchange intervention: Estimation and testing 0 0 1 139 1 1 15 420
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 1 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 2 3 326
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 1 181 0 0 6 747
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 2 242 12 15 41 1,105
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 2 640 3 4 18 3,383
Total Working Papers 0 1 12 1,878 18 29 136 9,502
1 registered items for which data could not be found


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 0 2 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 0 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 37 1 1 2 116
Asset pricing theory and the valuation of Canadian paintings 0 0 2 100 0 0 7 413
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 0 1 4 127
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 2 348
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 20 2 5 6 121
Some Exponential Martingales 0 0 0 15 1 1 2 53
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 3 240 0 1 6 1,009
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 6 7 15 1,022
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 8 791 10 17 49 3,576


Statistics updated 2015-07-02