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 48 1 3 9 352
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 8 146
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 2 9 307
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 2 4 475
Age-Price Profiles for Canadian Painters at Auction 0 0 2 20 1 2 8 54
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 32 2 4 15 110
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 9 41 0 3 37 129
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 548 0 17 43 1,850
Models of foreign exchange intervention: Estimation and testing 0 1 3 142 0 1 7 426
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 4 234
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 1 4 329
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 2 12 27 774
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 243 1 8 32 1,125
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 3 643 3 8 26 3,406
Total Working Papers 0 1 20 1,898 10 64 233 9,717


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 0 20 1 2 5 50
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 1 1 4 254
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 1 38 1 4 9 124
Asset pricing theory and the valuation of Canadian paintings 1 2 3 103 3 7 17 430
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 1 28 1 1 8 135
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 3 4 6 354
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 20 0 3 8 127
Some Exponential Martingales 0 0 1 16 1 1 7 59
Spurious Regression and Generalized Least Squares 1 1 1 18 2 4 7 42
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 1 241 2 2 14 1,023
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 240 1 2 11 1,027
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 2 3 5 42
Total Journal Articles 2 3 8 799 18 34 101 3,667


Statistics updated 2016-06-03