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 48 2 4 9 358
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 1 1 5 150
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 1 1 6 311
Adaptive Estimation of Error Correlation Models 0 0 0 0 2 3 11 484
Age-Price Profiles for Canadian Painters at Auction 0 0 0 20 0 0 3 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 33 0 0 7 113
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 41 0 2 5 131
Efficient Estimation of Conditional Asset Pricing Models 1 1 1 549 4 11 62 1,895
Models of foreign exchange intervention: Estimation and testing 0 0 1 142 0 0 5 430
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 1 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 7 335
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 1 8 42 804
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 243 1 1 17 1,134
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 643 1 9 41 3,439
Total Working Papers 1 1 3 1,900 13 40 221 9,874


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 1 2 2 22 1 2 10 58
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 4 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 0 0 5 125
Asset pricing theory and the valuation of Canadian paintings 0 0 3 104 2 3 18 441
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 28 0 1 2 136
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 2 11 361
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 21 0 2 25 149
Some Exponential Martingales 0 0 0 16 0 0 3 61
Spurious Regression and Generalized Least Squares 0 0 3 20 2 3 12 50
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 242 1 1 12 1,033
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 1 1 1 241 2 2 5 1,030
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 3 42
Total Journal Articles 2 3 11 807 8 16 110 3,743


Statistics updated 2017-03-07