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Douglas James Hodgson

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Personal Details

First Name: Douglas
Middle Name: James
Last Name: Hodgson
Suffix:

RePEc Short-ID: pho14

Email:
Homepage:
Postal Address: Departement des sciences economiques Universite du Quebec a Montreal Case postale 8888, succursale Centre-Ville Montreal, Quebec, Canada H3C 3P8
Phone: 514-987-3000 (ext 4310)

Affiliation

(in no particular order)

Works

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Working papers

  1. Douglas James Hodgson & Aylin Seckin, 2011. "Dynamic Price Dependence of Canadian and International Art Markets: An Empirical Analysis," CIRANO Working Papers 2011s-14, CIRANO.
  2. Douglas James Hodgson, 2011. "Age-Price Profiles for Canadian Painters at Auction," CIRANO Working Papers 2011s-15, CIRANO.
  3. John Galbraith & Douglas James Hodgson, 2009. "Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles," CIRANO Working Papers 2009s-41, CIRANO.
  4. Douglas James Hodgson, 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 2009s-14, CIRANO.
  5. Bryan W. Brown; Douglas J. Hodgson, 2004. "Models of foreign exchange intervention: Estimation and testing," Econometric Society 2004 Australasian Meetings 96, Econometric Society.
  6. Douglas Hodgson, 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 146, CREFE, Université du Québec à Montréal.
  7. Douglas J. Hodgson & Keith Vorkink, 2001. "Efficient Estimation of Conditional Asset Pricing Models," Cahiers de recherche CREFE / CREFE Working Papers 144, CREFE, Université du Québec à Montréal.
  8. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001. "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers 143, CREFE, Université du Québec à Montréal.
  9. Hodgson, D.J., 1997. "Semiparametric Efficient Estimation in Time Series," RCER Working Papers 442, University of Rochester - Center for Economic Research (RCER).
  10. Hodgson, D.J., 1996. "Robust Semiparametric Estimation in the Presence of Heterogeneity of Unknown Form," RCER Working Papers 416, University of Rochester - Center for Economic Research (RCER).
  11. Hodgson, D.J., 1995. "Adaptive Estimation of Cointegrating Regressions with ARMA Errors," RCER Working Papers 408, University of Rochester - Center for Economic Research (RCER).
  12. Hodgson, D.J., 1995. "Adaptive Estimation of Cointegrated Models Simulation, Evidence and Application to the Forward Exchange Market," RCER Working Papers 409, University of Rochester - Center for Economic Research (RCER).
  13. Hodgson, D.J., 1995. "Adaptive Estimation of Error Correlation Models," RCER Working Papers 410, University of Rochester - Center for Economic Research (RCER).

Articles

  1. Bryan W. Brown & Douglas J. Hodgson, 2007. "Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 35-48, 03.
  2. Douglas Hodgson & Barrett Slade & Keith Vorkink, 2006. "Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 151-168, March.
  3. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing forward exchange rate unbiasedness efficiently: a semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 325-353, November.
  4. Douglas Hodgson & Keith Vorkink, 2004. "Asset pricing theory and the valuation of Canadian paintings," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 629-655, August.
  5. Hodgson, Douglas J & Vorkink, Keith P, 2003. "Efficient Estimation of Conditional Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 269-83, April.
  6. Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002. "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 617-639.
  7. Douglas Hodgson, 2000. "Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 175-206.
  8. Hodgson, Douglas J, 1999. "Adaptive Estimation of Cointegrated Models: Simulation Evidence and an Application to the Forward Exchange Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 627-50, Nov.-Dec..
  9. Hodgson, Douglas J., 1998. "Adaptive Estimation Of Error Correction Models," Econometric Theory, Cambridge University Press, vol. 14(01), pages 44-69, February.
  10. Hodgson, Douglas J., 1998. "Adaptive estimation of cointegrating regressions with ARMA errors," Journal of Econometrics, Elsevier, vol. 85(2), pages 231-267, August.
  11. Phillips, Peter C.B. & Hodgson, Douglas J., 1994. "Some Exponential Martingales," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 819-819, August.
  12. Phillips, Peter C.B. & Hodgson, Douglas J., 1994. "Spurious Regression and Generalized Least Squares," Econometric Theory, Cambridge University Press, vol. 10(05), pages 967-968, December.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2009-05-16
  2. NEP-CFN: Corporate Finance (1) 2001-11-01
  3. NEP-CUL: Cultural Economics (3) 2009-10-03 2011-02-12 2011-02-12. Author is listed
  4. NEP-ECM: Econometrics (5) 2001-10-29 2001-10-29 2002-02-22 2009-05-16 2009-10-03. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2002-02-15
  6. NEP-FIN: Finance (2) 2001-10-29 2001-10-29. Author is listed
  7. NEP-FMK: Financial Markets (2) 2001-10-29 2001-10-29. Author is listed
  8. NEP-HIS: Business, Economic & Financial History (1) 2011-02-12
  9. NEP-IFN: International Finance (2) 2004-10-30 2009-05-16. Author is listed
  10. NEP-IND: Industrial Organization (1) 2011-02-12
  11. NEP-MON: Monetary Economics (1) 2009-05-16
  12. NEP-PKE: Post Keynesian Economics (1) 2002-02-15

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