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 0 2 10 353
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 3 3 11 149
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 1 2 10 309
Adaptive Estimation of Error Correlation Models 0 0 0 0 4 5 9 480
Age-Price Profiles for Canadian Painters at Auction 0 0 2 20 1 2 8 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 1 1 33 1 4 15 112
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 8 41 0 0 36 129
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 6 9 52 1,859
Models of foreign exchange intervention: Estimation and testing 0 0 3 142 2 2 8 428
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 1 1 5 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 4 4 7 333
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 5 9 32 781
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 0 2 20 1,126
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 3 643 4 11 31 3,414
Total Working Papers 0 1 20 1,899 32 56 254 9,763


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 5 6 10 55
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 1 2 9 125
Asset pricing theory and the valuation of Canadian paintings 0 1 3 103 3 7 20 434
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 0 1 7 135
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 2 5 8 356
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 1 2 8 129
Some Exponential Martingales 0 0 1 16 2 3 8 61
Spurious Regression and Generalized Least Squares 0 1 1 18 1 3 8 43
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 241 0 2 13 1,023
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 1 4 1,027
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 2 5 42
Total Journal Articles 0 2 8 799 15 35 104 3,684


Statistics updated 2016-08-02