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Details about Douglas James Hodgson

E-mail:
Phone:514-987-3000 (ext 4310)
Postal address:Departement des sciences economiques Universite du Quebec a Montreal Case postale 8888, succursale Centre-Ville Montreal, Quebec, Canada H3C 3P8
Workplace:Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ) (Center for Research on Employment and Economic Fluctuations - CREFE), École des Sciences de la Gestion (ESG) (Business School), Université du Québec à Montréal (UQAM) (University of Quebec in Montreal), (more information at EDIRC)
Département des Sciences Économiques (Department of Economics), École des Sciences de la Gestion (ESG) (Business School), Université du Québec à Montréal (UQAM) (University of Quebec in Montreal), (more information at EDIRC)

Access statistics for papers by Douglas James Hodgson.

Last updated 2011-02-05. Update your information in the RePEc Author Service.

Short-id: pho14


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Working Papers

2011

  1. Age-Price Profiles for Canadian Painters at Auction
    CIRANO Working Papers, CIRANO Downloads View citations (8)
  2. Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
    CIRANO Working Papers, CIRANO Downloads

2009

  1. A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada
    CIRANO Working Papers, CIRANO Downloads
  2. Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles
    CIRANO Working Papers, CIRANO Downloads View citations (5)

2004

  1. Models of foreign exchange intervention: Estimation and testing
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads

2002

  1. Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads

2001

  1. Efficient Estimation of Conditional Asset Pricing Models
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (7)
    See also Journal Article in Journal of Business & Economic Statistics (2003)
  2. Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (1)
    Also in FMG Discussion Papers, Financial Markets Group (2001) Downloads

    See also Journal Article in Journal of Applied Econometrics (2002)

1997

  1. Semiparametric Efficient Estimation in Time Series
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1996

  1. Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)

1995

  1. Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (1)
  2. Adaptive Estimation of Cointegrating Regressions with ARMA Errors
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
    See also Journal Article in Journal of Econometrics (1998)
  3. Adaptive Estimation of Error Correlation Models
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (6)
    See also Journal Article in Econometric Theory (1998)

Journal Articles

2007

  1. Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
    Econometrics Journal, 2007, 10, (1), 35-48 Downloads View citations (7)

2006

  1. Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach
    The Journal of Real Estate Finance and Economics, 2006, 32, (2), 151-168 Downloads View citations (6)

2004

  1. Asset pricing theory and the valuation of Canadian paintings
    Canadian Journal of Economics, 2004, 37, (3), 629-655 Downloads View citations (39)
  2. Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
    Journal of Applied Economics, 2004, 7, 325-353 Downloads View citations (3)

2003

  1. Efficient Estimation of Conditional Asset-Pricing Models
    Journal of Business & Economic Statistics, 2003, 21, (2), 269-83 View citations (16)
    See also Working Paper (2001)

2002

  1. Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
    Journal of Applied Econometrics, 2002, 17, (6), 617-639 Downloads View citations (26)
    See also Working Paper (2001)

2000

  1. Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
    Econometric Reviews, 2000, 19, (2), 175-206 Downloads View citations (8)

1999

  1. Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market
    Journal of Applied Econometrics, 1999, 14, (6), 627-50 Downloads View citations (2)

1998

  1. ADAPTIVE ESTIMATION OF ERROR CORRECTION MODELS
    Econometric Theory, 1998, 14, (01), 44-69 Downloads View citations (18)
    See also Working Paper (1995)
  2. Adaptive estimation of cointegrating regressions with ARMA errors
    Journal of Econometrics, 1998, 85, (2), 231-267 Downloads View citations (11)
    See also Working Paper (1995)

1994

  1. Some Exponential Martingales
    Econometric Theory, 1994, 10, (3-4), 819-819 Downloads
  2. Spurious Regression and Generalized Least Squares
    Econometric Theory, 1994, 10, (05), 967-968 Downloads View citations (7)
 
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