Details about Douglas James Hodgson
Access statistics for papers by Douglas James Hodgson.
Last updated 2011-02-05. Update your information in the RePEc Author Service.
Short-id: pho14
Jump to Journal Articles
Working Papers
2011
- Age-Price Profiles for Canadian Painters at Auction
CIRANO Working Papers, CIRANO View citations (10)
- Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis
CIRANO Working Papers, CIRANO
2009
- 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
- Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles
CIRANO Working Papers, CIRANO View citations (5)
2004
- Models of foreign exchange intervention: Estimation and testing
Econometric Society 2004 Australasian Meetings, Econometric Society
2002
- 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
2001
- Efficient Estimation of Conditional Asset Pricing Models
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (7)
See also Journal Article in Journal of Business & Economic Statistics (2003)
- 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 View citations (1)
Also in FMG Discussion Papers, Financial Markets Group (2001) 
See also Journal Article in Journal of Applied Econometrics (2002)
1997
- Semiparametric Efficient Estimation in Time Series
RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
1996
- 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
- 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)
See also Journal Article in Journal of Applied Econometrics (1999)
- 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)
- 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
- Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Econometrics Journal, 2007, 10, (1), 35-48 View citations (7)
2006
- Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach
The Journal of Real Estate Finance and Economics, 2006, 32, (2), 151-168 View citations (8)
2004
- Asset pricing theory and the valuation of Canadian paintings
Canadian Journal of Economics, 2004, 37, (3), 629-655 View citations (47)
- Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Journal of Applied Economics, 2004, 7, 325-353 View citations (4)
2003
- Efficient Estimation of Conditional Asset-Pricing Models
Journal of Business & Economic Statistics, 2003, 21, (2), 269-83 View citations (24)
See also Working Paper (2001)
2002
- Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
Journal of Applied Econometrics, 2002, 17, (6), 617-639 View citations (37)
See also Working Paper (2001)
2000
- Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Econometric Reviews, 2000, 19, (2), 175-206 View citations (8)
1999
- Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market
Journal of Applied Econometrics, 1999, 14, (6), 627-50 View citations (5)
See also Working Paper (1995)
1998
- ADAPTIVE ESTIMATION OF ERROR CORRECTION MODELS
Econometric Theory, 1998, 14, (1), 44-69 View citations (22)
See also Working Paper (1995)
- Adaptive estimation of cointegrating regressions with ARMA errors
Journal of Econometrics, 1998, 85, (2), 231-267 View citations (16)
See also Working Paper (1995)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|