Access Statistics for Mark J. Jensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homotopy Approach to Solving Nonlinear Rational Expectation Problems 0 7 12 314 4 17 39 1,530
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 1 8 25 571 10 35 98 1,873
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 3 8 323 8 25 45 1,335
An Approximate Wavelet MLE of Short and Long Memory Parameters 4 12 30 495 8 22 53 1,530
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 2 11 21 202 4 19 48 594
Bayesian semiparametric stochastic volatility modeling 5 9 23 23 7 15 19 19
Bayesian semiparametric stochastic volatility modeling 0 2 19 36 1 5 41 87
Bayesian semiparametric stochastic volatility modeling 1 5 31 73 2 9 63 153
Long-Run Neutrality in a Long-Memory Model 0 2 12 234 1 5 22 1,013
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 1 5 20 302 8 36 122 1,629
Rent Seeking and the Common Agricultural Policy: Do member countries free ride on lobbying? 2 8 22 23 12 23 79 82
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 3 7 34 391 17 55 170 2,358
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 1 3 17 422 6 15 45 1,423
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 1 5 121 1 6 21 1,465
The long-run Fisher effect: can it be tested? 0 6 37 112 7 19 128 352
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 3 8 39 462 10 22 93 1,319
Wavelet Analysis of Fractionally Integrated Processes 2 2 7 387 4 5 25 1,339
Total Working Papers 25 99 362 4,491 110 333 1,111 18,101


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homotopy Approach to Solving Nonlinear Rational Expectation Problems 1 1 4 40 1 1 5 178
A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression 0 1 7 15 0 1 15 75
A single-blind controlled competition among tests for nonlinearity and chaos 0 3 6 43 0 5 13 173
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 1 3 6 46 1 6 11 102
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 7 41 0 1 16 112
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 1 2 2 2 5 7 7
Do long swings in the business cycle lead to strong persistence in output? 0 1 3 24 1 4 14 84
Long Memory Inflationary Dynamics: The Case of Brazil 0 1 5 67 0 4 11 177
Long-run neutrality in a fractionally integrated model 0 1 1 13 1 2 5 60
MATLAB as an Econometric Programming Environment 1 5 35 397 7 13 60 756
Quality of life in central cities and suburbs 0 0 2 150 1 1 18 781
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 3 5 5 1 7 13 13
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 1 4 4 0 2 8 13
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 6 35 0 0 15 118
Semiparametric Bayesian Inference of Long-Memory Stochastic Volatility Models 1 2 8 43 2 5 17 113
The Long-Run Fisher Effect: Can It Be Tested? 8 18 28 28 31 88 126 126
Total Journal Articles 12 41 129 953 48 145 354 2,888


Statistics updated 2009-12-07