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 1 2 7 138
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 3 4 12 297
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 1 7 470
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 1 1 10 95
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 1 2 32 1 4 13 89
Efficient Estimation of Conditional Asset Pricing Models 0 0 1 547 0 0 10 1,807
Models of foreign exchange intervention: Estimation and testing 1 1 1 139 1 9 16 419
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 2 230
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 2 324
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 3 181 0 2 11 747
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 1 3 640 3 3 23 3,379
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 1 2 242 2 10 34 1,090
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach 0 0 0 57 0 1 10 354
Total Working Papers 2 4 15 1,934 12 38 172 9,827


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 1 1 2 37 1 1 2 115
Asset pricing theory and the valuation of Canadian paintings 0 0 2 100 0 2 9 413
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 27 0 0 6 126
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 5 347
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 1 1 1 20 1 1 1 116
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 0 0 2 239 0 0 6 1,008
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 1 240 0 3 12 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 2 2 10 790 2 8 49 3,559


Statistics updated 2015-04-05