Douglas J Hodgson
Biographic Data
| ID | 3875874 |
|---|---|
| NAME | Douglas J Hodgson |
| GIVEN NAMES | Douglas J |
| FAMILY NAME | Hodgson |
| SIGNATURE | HODGSON D J |
| AFFILIATIONS | Université du Québec à Montréal |
| ORCID | 0000-0003-3410-7415 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Career profiles of design quality for golf course architects
Artistic movement membership and the career profiles of Canadian painters
Efficient Estimation of Conditional Asset-Pricing Models
A semiparametric efficient estimation procedure is developed for the parameters of multivariate generalized autoregressive conditional heteroscedasticity-in-mean models when the disturbances have a conditional distribution assumed to be elliptically symmetric but otherwise unrestricted. Under highlevel assumptions, the resulting estimator achieves the asymptotic semiparametric efficiency bound. The elliptical symmetry assumption allows us to aver…
No prominent works on this page.
Efficient Estimation of Conditional Asset-Pricing Models
A semiparametric efficient estimation procedure is developed for the parameters of multivariate generalized autoregressive conditional heteroscedasticity-in-mean models when the disturbances have a conditional distribution assumed to be elliptically symmetric but otherwise unrestricted. Under highlevel assumptions, the resulting estimator achieves the asymptotic semiparametric efficiency bound. The elliptical symmetry assumption allows us to aver…
Artistic movement membership and the career profiles of Canadian painters
Career profiles of design quality for golf course architects
Creativity (2 works) · Aesthetics (1 works) · Art (1 works) · Art History and Market Analysis (1 works) · Asymptotic distribution (1 works) · Autoregressive conditional heteroskedasticity (1 works) · Autoregressive model (1 works) · Capital asset pricing model (1 works) · Conditional probability distribution (1 works) · Conditional variance (1 works)