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 46 0 2 2 339
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 1 3 5 134
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 2 5 17 290
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 2 6 465
Age-Price Profiles for Canadian Painters at Auction 0 0 2 16 2 3 16 39
Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles 0 0 3 31 1 3 11 88
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 1 4 31 3 7 20 83
Efficient Estimation of Conditional Asset Pricing Models 0 0 2 546 1 4 12 1,801
Models of foreign exchange intervention: Estimation and testing 0 0 1 138 0 2 7 405
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 1 7 229
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 1 7 323
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 2 3 180 1 5 8 741
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 5 638 0 9 39 3,365
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 4 240 0 8 45 1,064
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 2 5 12 349
Total Working Papers 0 4 24 1,923 14 60 214 9,715


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 20 0 1 2 43
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 1 69 0 1 3 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 1 2 36 0 1 6 114
Asset pricing theory and the valuation of Canadian paintings 0 0 4 98 0 2 10 406
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 27 0 3 7 123
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 4 14 346
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 19 0 0 8 115
Some Exponential Martingales 0 0 0 15 0 0 0 51
Spurious Regression and Generalized Least Squares 0 0 1 16 0 0 1 32
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 2 237 0 1 9 1,003
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 1 5 240 0 4 16 1,007
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 1 37
Total Journal Articles 0 3 18 783 0 17 77 3,527


Statistics updated 2014-07-03