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 0 10 390
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 4 172
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 13 354
Adaptive Estimation of Error Correlation Models 0 0 0 0 0 0 15 517
Age-Price Profiles for Canadian Painters at Auction 0 0 0 26 0 1 15 94
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 0 0 4 147
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 49 0 0 6 166
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 553 1 1 9 1,955
Models of foreign exchange intervention: Estimation and testing 0 0 0 150 0 0 7 456
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 1 1 8 257
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 7 364
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 183 3 4 15 832
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 646 1 2 18 3,511
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 244 0 0 13 1,176
Total Working Papers 0 0 0 1,944 6 10 144 10,391


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 27 0 0 6 76
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 2 2 10 273
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 39 0 1 8 142
Asset pricing theory and the valuation of Canadian paintings 0 0 1 124 0 1 7 509
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 29 1 3 11 155
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 1 11 396
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 0 1 8 188
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 0 247 1 1 14 1,073
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 241 1 2 15 1,082
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 7 0 1 11 63
Total Journal Articles 0 0 2 804 5 13 101 3,957


Statistics updated 2026-09-10