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 1 4 1,646
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 8 130
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 1 39 3 4 17 197
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 0 654 0 4 8 2,243
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 1 1 13 1,624
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 1 1 550 0 1 13 1,717
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 0 1 15 738
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 49 0 0 2 75
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 0 2 12 45
Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry 0 0 0 38 0 1 16 52
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 60 0 0 11 150
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 1 1 13 190
Bayesian semiparametric multivariate GARCH modeling 0 0 0 41 0 0 7 149
Bayesian semiparametric multivariate GARCH modeling 0 0 0 37 1 1 8 94
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 0 0 6 178
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 1 14 410
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 29 0 1 12 141
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 0 0 18 244
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 2 2 14 92
Long-Run Neutrality in a Long-Memory Model 0 0 1 264 1 1 21 1,151
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 1 2 9 1,794
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 0 0 21 2,732
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 0 0 14 123
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 0 10 159
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 0 4 88
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 1 1 16 62
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 0 0 42 223
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 1 449 1 1 48 1,649
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 0 6 1,528
The long-run Fisher effect: can it be tested? 0 0 0 165 0 0 11 890
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 0 1 15 1,646
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 2 4 11 153
Wavelet Analysis of Fractionally Integrated Processes 0 0 0 461 2 2 12 1,504
Total Working Papers 0 1 4 5,872 17 33 451 23,817
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 51 0 1 8 236
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 0 5 23
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 0 67 1 2 9 302
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 0 0 5 190
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 1 73 0 2 10 283
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 0 4 0 0 9 66
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 0 2 9 0 2 20 40
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 1 1 9 135
Bayesian semiparametric stochastic volatility modeling 0 0 0 43 0 2 9 166
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 0 0 5 124
Do long swings in the business cycle lead to strong persistence in output? 0 0 0 39 0 1 8 159
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 0 2 18 120
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 1 3 17 307
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 0 11 163
MATLAB as an Econometric Programming Environment 0 0 0 445 1 4 9 872
Measuring and Managing COVID-19 Model Risk 0 0 0 0 1 1 4 5
Quality of life in central cities and suburbs 0 0 0 164 0 0 8 827
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 0 2 13 122
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 1 2 8 62
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 0 3 21 97
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 1 7 40
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 0 0 7 192
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 0 7 169
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 1 1 13 498
The Long‐Run Fisher Effect: Can It Be Tested? 0 0 1 1 0 0 7 15
Total Journal Articles 0 0 4 1,410 7 30 247 5,213

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 3 5
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 0 2 8 15
Total Chapters 0 0 0 0 0 2 11 20

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Statistics updated 2026-10-11