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 0 2 9 356
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 5 149
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 0 6 310
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 10 482
Age-Price Profiles for Canadian Painters at Auction 0 0 0 20 0 0 4 55
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 33 0 0 10 113
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 41 0 3 11 132
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 548 1 14 71 1,891
Models of foreign exchange intervention: Estimation and testing 0 0 1 142 0 2 7 431
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 2 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 2 9 336
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 4 16 46 803
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 243 1 4 19 1,134
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 643 3 16 45 3,439
Total Working Papers 0 0 3 1,899 9 60 254 9,866


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 21 0 2 10 58
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 2 5 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 0 1 6 126
Asset pricing theory and the valuation of Canadian paintings 0 1 3 104 1 2 16 439
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 0 1 5 136
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 3 12 362
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 1 21 0 18 39 163
Some Exponential Martingales 0 0 0 16 0 0 3 61
Spurious Regression and Generalized Least Squares 0 0 3 20 0 3 11 49
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 242 0 5 12 1,032
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 0 0 4 1,028
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 0 2 10 805 1 37 126 3,753


Statistics updated 2017-02-02