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 1 1 46 6 9 17 337
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 2 128
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 5 7 14 271
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 5 12 457
Age-Price Profiles for Canadian Painters at Auction 0 1 3 13 1 3 13 22
Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles 0 1 4 28 3 7 13 75
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 1 4 8 26 2 8 18 62
Efficient Estimation of Conditional Asset Pricing Models 0 3 7 543 2 13 22 1,786
Models of foreign exchange intervention: Estimation and testing 0 0 1 137 3 3 9 398
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 4 220
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 1 4 315
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 1 2 2 176 1 6 11 731
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 10 628 11 23 56 3,305
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 2 6 8 233 7 16 36 1,012
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 6 14 35 332
Total Working Papers 4 19 44 1,887 47 115 266 9,451


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 1 1 18 3 5 7 40
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 1 5 67 0 1 7 246
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 34 1 2 3 106
Asset pricing theory and the valuation of Canadian paintings 0 1 2 94 0 4 12 396
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 1 2 26 0 3 10 115
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 1 1 5 331
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 1 1 1 18 2 3 8 104
Some Exponential Martingales 0 0 0 15 0 0 1 51
Spurious Regression and Generalized Least Squares 0 0 0 15 0 0 2 31
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 2 235 1 2 14 993
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 1 1 233 1 3 12 987
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 1 4 8 35
Total Journal Articles 1 6 14 761 10 28 89 3,435


Statistics updated 2013-05-03