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 0 0 335 0 0 0 1,641
A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression 0 0 0 12 0 0 2 122
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 0 38 2 2 2 180
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 1 1 654 0 1 1 2,234
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 0 0 0 1,611
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 0 549 1 2 2 1,704
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 0 0 0 723
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 0 0 0 31
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 49 0 0 0 72
Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry 0 0 0 38 1 1 2 36
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 1 60 0 1 2 139
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 1 1 2 177
Bayesian semiparametric multivariate GARCH modeling 0 0 1 41 0 0 1 142
Bayesian semiparametric multivariate GARCH modeling 0 0 2 37 0 0 2 86
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 1 1 2 171
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 1 1 1 395
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 2 4 10 225
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 1 29 0 0 1 127
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 0 0 0 77
Long-Run Neutrality in a Long-Memory Model 0 0 0 263 0 0 1 1,129
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 0 0 1 1,785
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 1 1 1 2,711
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 0 0 1 109
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 0 2 147
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 0 1 83
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 1 2 3 46
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 0 0 1 181
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 0 0 2 1,600
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 1 1 1,522
The long-run Fisher effect: can it be tested? 0 0 0 165 1 1 2 879
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 0 0 0 1,630
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 0 1 6 142
Wavelet Analysis of Fractionally Integrated Processes 0 0 1 461 0 1 4 1,492
Total Working Papers 0 1 7 5,868 12 21 56 23,349
2 registered items for which data could not be found

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 0 0 0 50 0 0 0 227
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 0 0 17
A single-blind controlled competition among tests for nonlinearity and chaos 1 1 1 67 1 1 3 293
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 0 0 0 185
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 0 72 1 1 2 273
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 1 4 1 1 4 56
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 1 1 1 7 1 4 5 19
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 2 3 5 126
Bayesian semiparametric stochastic volatility modeling 0 0 1 43 4 4 6 156
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 0 0 0 119
Do long swings in the business cycle lead to strong persistence in output? 1 1 1 39 1 1 2 151
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 1 1 2 100
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 0 0 4 289
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 0 2 150
MATLAB as an Econometric Programming Environment 0 0 0 445 0 0 1 863
Measuring and Managing COVID-19 Model Risk 0 0 0 0 0 1 1 1
Quality of life in central cities and suburbs 0 0 1 164 0 0 1 818
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 2 2 3 108
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 1 1 3 54
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 0 2 6 75
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 0 1 33
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 1 2 4 185
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 0 0 162
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 3 3 3 485
The Long‐Run Fisher Effect: Can It Be Tested? 0 0 0 0 0 1 1 8
Total Journal Articles 3 3 6 1,405 19 28 59 4,953

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CAPM Risk Adjustment 0 0 0 0 0 0 1 1
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 1 1 2 7
Total Chapters 0 0 0 0 1 1 3 8

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Statistics updated 2025-08-05