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 1 3 3 383
Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market 0 0 0 0 0 0 0 168
Adaptive Estimation of Cointegrating Regressions with ARMA Errors 0 0 0 0 0 1 14 342
Adaptive Estimation of Error Correlation Models 0 0 0 0 1 3 4 505
Age-Price Profiles for Canadian Painters at Auction 0 0 0 26 2 3 4 83
Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles 0 0 1 38 0 0 2 143
Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis 0 0 0 49 0 2 2 162
Efficient Estimation of Conditional Asset Pricing Models 0 0 0 553 2 3 5 1,949
Models of foreign exchange intervention: Estimation and testing 0 0 0 150 1 2 2 451
Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form 0 0 0 0 0 1 1 250
Semiparametric Efficient Estimation in Time Series 0 0 0 0 0 0 1 357
Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form 0 0 0 183 0 2 2 819
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 1 646 3 8 12 3,502
Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach 0 0 0 244 3 4 7 1,169
Total Working Papers 0 0 2 1,944 13 32 59 10,283


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 0 26 0 0 1 70
Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market 0 0 0 69 1 4 4 267
Adaptive estimation of cointegrating regressions with ARMA errors 0 0 0 39 0 2 3 136
Asset pricing theory and the valuation of Canadian paintings 0 0 4 124 0 0 9 503
Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach 0 0 0 29 1 4 4 148
Efficient Estimation of Conditional Asset-Pricing Models 0 0 0 0 0 2 3 387
Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry 0 0 0 21 3 6 6 186
Testing forward exchange rate unbiasedness efficiently: a semiparametric approach 0 0 0 247 0 7 7 1,066
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach 0 0 0 241 2 5 7 1,072
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form 0 0 0 7 1 4 6 56
Total Journal Articles 0 0 4 803 8 34 50 3,891


Statistics updated 2026-01-09