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 55 0 4 6 386
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 3 3 171
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 5 7 21 349
Adaptive Estimation of Error Correlation Models 0 0 0 0 6 8 10 512
Age-Price Profiles for Canadian Painters at Auction 0 0 0 26 3 9 11 90
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 0 0 1 143
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 49 1 2 4 164
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 553 1 5 7 1,952
Models of foreign exchange intervention: Estimation and testing 0 0 0 150 0 3 4 453
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 3 4 253
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 3 4 360
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 183 1 2 4 821
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 646 2 8 17 3,507
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 244 1 6 9 1,172
Total Working Papers 0 0 1 1,944 21 63 105 10,333


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 1 1 1 27 1 4 5 74
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 2 3 6 269
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 39 0 3 6 139
Asset pricing theory and the valuation of Canadian paintings 0 0 3 124 0 3 9 506
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 29 1 3 6 150
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 5 7 392
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 0 4 7 187
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 0 247 2 6 13 1,072
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 241 0 6 11 1,076
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 7 1 5 9 60
Total Journal Articles 1 1 4 804 7 42 79 3,925


Statistics updated 2026-03-04