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
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 4 123
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 1 7 28 224
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 5 15 396
Efficient Estimation of Conditional Asset Pricing Models 3 5 30 511 6 19 80 1,671
Models of foreign exchange intervention: Estimation and testing 1 1 12 120 2 3 30 347
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 2 10 198
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 2 10 304
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 6 166 2 5 33 674
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 5 43 572 12 32 209 3,079
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 1 9 215 2 4 34 931
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 1 1 1 54 3 6 30 261
Total Working Papers 7 13 101 1,638 29 86 483 8,208


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 3 55 0 0 3 223
Adaptive estimation of cointegrating regressions with ARMA errors 0 1 2 23 0 1 4 79
Asset pricing theory and the valuation of Canadian paintings 0 0 13 71 3 5 32 309
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 3 18 0 1 7 75
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 2 13 312
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 4 13 0 0 16 76
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 2 3 13 219 2 7 47 917
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 2 4 18 218 4 9 61 910
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 1 2 0 1 8 18
Total Journal Articles 4 8 57 619 9 26 191 2,919


Statistics updated 2009-11-04