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 8 362
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 1 1 2 151
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 0 2 312
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 0 3 484
Age-Price Profiles for Canadian Painters at Auction 1 1 1 21 1 1 1 56
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 33 1 3 3 116
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 2 3 44 0 7 11 140
Efficient Estimation of Conditional Asset Pricing Models 1 1 5 553 1 4 30 1,907
Models of foreign exchange intervention: Estimation and testing 0 0 0 142 0 0 1 430
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 0 0 235
Semiparametric Efficient Estimation in Time Series 0 0 0 0 1 1 2 336
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 181 0 0 18 805
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 1 1 1 244 1 3 8 1,138
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 643 1 1 19 3,442
Total Working Papers 3 5 10 1,909 7 23 108 9,914


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 2 22 0 0 2 58
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 0 0 2 257
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 38 0 0 0 125
Asset pricing theory and the valuation of Canadian paintings 0 0 2 105 1 1 6 443
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 1 1 1 29 1 1 2 137
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 0 3 362
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 0 1 7 152
Some Exponential Martingales 0 0 0 16 0 0 1 62
Spurious Regression and Generalized Least Squares 0 0 1 21 0 0 5 51
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 1 1 1 243 1 1 8 1,035
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 1 241 0 0 3 1,031
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 6 0 0 0 42
Total Journal Articles 2 2 8 811 3 4 39 3,755


Statistics updated 2017-11-04