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 1 47 0 0 6 343
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 6 138
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 3 11 297
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 1 7 471
Age-Price Profiles for Canadian Painters at Auction 0 0 1 17 0 1 9 45
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 32 0 1 10 95
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 1 32 0 2 12 89
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 547 0 0 9 1,807
Models of foreign exchange intervention: Estimation and testing 0 1 1 139 0 5 14 419
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 1 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 1 3 325
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 2 181 0 1 8 747
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 3 640 0 3 19 3,379
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 2 242 1 6 33 1,091
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 0 0 8 354
Total Working Papers 0 3 13 1,934 3 25 156 9,830


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 1 20 0 0 3 45
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 1 250
Adaptive estimation of cointegrating regressions with ARMA errors 0 1 2 37 0 1 2 115
Asset pricing theory and the valuation of Canadian paintings 0 0 2 100 0 1 8 413
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 1 1 4 127
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 3 347
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 1 1 20 1 2 2 117
Some Exponential Martingales 0 0 0 15 0 1 1 52
Spurious Regression and Generalized Least Squares 0 0 1 17 0 0 3 35
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 1 1 3 240 1 1 6 1,009
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 1 240 0 0 10 1,015
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 0 37
Total Journal Articles 1 3 11 791 3 7 43 3,562


Statistics updated 2015-05-02