Narrow search
Showing 1 - 10 of 64
Cover Image
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
Cover Image
Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
Hodgson, Douglas J. - In: Econometric reviews 19 (2000) 2, pp. 175-206
Persistent link: https://www.econbiz.de/10001483703
Cover Image
Adaptive estimation of cointegrating regressions with ARMA errors
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917545
Cover Image
Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917546
Cover Image
Adaptive estimation of error correction models
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917548
Cover Image
Semiparametric efficient estimation in time series
Hodgson, Douglas J. - 1997
Persistent link: https://www.econbiz.de/10000977454
Cover Image
Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J. - 1996
Persistent link: https://www.econbiz.de/10000945386
Cover Image
Adaptive estimation of error correction models
Hodgson, Douglas J. - In: Econometric theory 14 (1998) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10001238035
Cover Image
Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J. - In: Journal of econometrics 85 (1998) 2, pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
Cover Image
Age-price profiles for Canadian painters at auction
Hodgson, Douglas J. - In: Journal of cultural economics 35 (2011) 4, pp. 287-308
Persistent link: https://www.econbiz.de/10009377482