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 1 2 3 1,644
A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression 0 0 0 12 0 4 6 126
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 1 39 1 6 10 188
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 1 654 0 1 6 2,239
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 1 7 8 1,619
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 0 549 0 8 12 1,714
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 2 12 12 735
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 0 5 7 38
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 49 0 0 3 75
Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry 0 0 0 38 5 7 8 43
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 60 1 1 9 147
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 0 4 9 185
Bayesian semiparametric multivariate GARCH modeling 0 0 0 41 0 4 6 148
Bayesian semiparametric multivariate GARCH modeling 0 0 1 37 0 2 6 91
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 0 2 7 177
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 8 13 407
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 0 10 19 239
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 29 0 6 10 137
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 1 4 8 85
Long-Run Neutrality in a Long-Memory Model 0 0 1 264 0 7 12 1,141
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 0 2 4 1,789
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 0 7 11 2,721
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 2 6 9 118
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 5 10 156
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 1 3 86
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 1 8 12 56
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 2 38 42 222
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 3 42 44 1,643
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 2 4 1,525
The long-run Fisher effect: can it be tested? 0 0 0 165 1 4 5 883
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 0 8 10 1,640
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 0 4 7 147
Wavelet Analysis of Fractionally Integrated Processes 0 0 0 461 0 4 5 1,496
Total Working Papers 0 0 4 5,870 21 231 340 23,660
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 1 51 0 4 5 232
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 1 2 19
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 1 67 2 4 5 297
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 0 4 4 189
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 0 72 0 4 7 278
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 1 4 0 3 7 61
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 0 2 8 1 7 15 30
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 1 4 9 132
Bayesian semiparametric stochastic volatility modeling 0 0 0 43 1 3 9 161
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 0 3 4 123
Do long swings in the business cycle lead to strong persistence in output? 0 0 1 39 0 3 7 157
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 0 6 11 110
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 1 7 13 301
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 6 12 162
MATLAB as an Econometric Programming Environment 0 0 0 445 0 3 4 867
Measuring and Managing COVID-19 Model Risk 0 0 0 0 1 1 3 3
Quality of life in central cities and suburbs 0 0 0 164 1 4 6 824
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 0 6 11 117
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 0 3 4 57
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 2 7 15 87
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 3 4 37
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 1 2 5 188
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 3 6 168
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 0 7 10 492
The Long‐Run Fisher Effect: Can It Be Tested? 1 1 1 1 1 3 4 11
Total Journal Articles 1 1 7 1,408 12 101 182 5,103

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 1 2 3
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 1 4 5 11
Total Chapters 0 0 0 0 1 5 7 14

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Statistics updated 2026-03-04