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 4 4 10 390
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 1 4 172
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 3 8 11 352
Adaptive Estimation of Error Correlation Models 0 0 0 0 3 10 14 516
Age-Price Profiles for Canadian Painters at Auction 0 0 0 26 2 6 14 93
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 0 38 2 4 5 147
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 49 0 2 5 165
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 553 1 3 9 1,954
Models of foreign exchange intervention: Estimation and testing 0 0 0 150 2 3 7 456
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 1 3 7 256
Semiparametric Efficient Estimation in Time Series 0 0 0 0 4 5 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 6 8 11 828
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 244 2 4 12 1,175
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 646 1 4 18 3,509
Total Working Papers 0 0 0 1,944 31 65 134 10,377


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 1 1 27 1 3 7 76
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 2 4 8 271
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 39 2 2 8 141
Asset pricing theory and the valuation of Canadian paintings 0 0 3 124 2 2 10 508
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 29 2 3 8 152
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 1 2 9 394
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 0 0 7 187
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 0 247 0 2 13 1,072
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 241 3 3 13 1,079
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 7 1 3 10 62
Total Journal Articles 0 1 4 804 14 24 93 3,942


Statistics updated 2026-05-06