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 1 1 7 361
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 1 150
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 3 312
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 0 3 484
Age-Price Profiles for Canadian Painters at Auction 0 0 0 20 0 0 0 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 33 1 1 2 114
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 2 2 3 44 7 7 11 140
Efficient Estimation of Conditional Asset Pricing Models 0 1 4 552 1 4 41 1,904
Models of foreign exchange intervention: Estimation and testing 0 0 0 142 0 0 1 430
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 0 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 2 335
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 0 0 22 805
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 243 1 2 10 1,136
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 643 0 1 25 3,441
Total Working Papers 2 3 7 1,906 11 17 128 9,902


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 2 22 0 0 2 58
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 2 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 0 0 0 125
Asset pricing theory and the valuation of Canadian paintings 0 0 2 105 0 0 6 442
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 28 0 0 1 136
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 5 362
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 21 0 2 21 151
Some Exponential Martingales 0 0 0 16 0 1 1 62
Spurious Regression and Generalized Least Squares 0 0 3 21 0 0 8 51
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 242 0 0 10 1,034
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 1 241 0 0 4 1,031
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 0 42
Total Journal Articles 0 0 10 809 0 4 60 3,751


Statistics updated 2017-09-03