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 1 4 1,645
A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression 0 0 0 12 0 3 8 130
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 1 39 0 3 15 193
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 0 654 0 0 5 2,239
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 1 4 12 1,623
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 0 549 1 2 13 1,716
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 0 2 14 737
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 0 4 12 43
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 0 6 16 51
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 60 0 3 11 150
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 1 4 13 189
Bayesian semiparametric multivariate GARCH modeling 0 0 0 41 0 0 7 149
Bayesian semiparametric multivariate GARCH modeling 0 0 0 37 0 2 7 93
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 1 1 15 409
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 0 1 8 178
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 29 0 3 13 140
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 0 3 21 244
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 0 5 13 90
Long-Run Neutrality in a Long-Memory Model 0 0 1 264 1 9 21 1,150
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 1 3 7 1,792
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 0 10 22 2,732
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 1 4 14 123
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 2 12 159
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 1 2 5 88
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 1 4 16 61
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 1 1 42 223
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 1 1 1 449 1 5 48 1,648
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 3 6 1,528
The long-run Fisher effect: can it be tested? 0 0 0 165 1 6 12 890
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 1 4 15 1,645
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 0 2 7 149
Wavelet Analysis of Fractionally Integrated Processes 0 0 0 461 1 6 10 1,502
Total Working Papers 1 1 3 5,871 14 108 447 23,784
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 2 3 8 235
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 4 6 23
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 1 67 0 3 8 300
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 0 1 5 190
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 1 1 73 0 3 9 281
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 0 4 0 4 11 66
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 1 1 3 9 2 6 20 38
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 0 2 10 134
Bayesian semiparametric stochastic volatility modeling 0 0 0 43 1 3 12 164
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 0 1 5 124
Do long swings in the business cycle lead to strong persistence in output? 0 0 1 39 0 1 8 158
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 0 6 19 118
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 1 2 15 304
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 1 13 163
MATLAB as an Econometric Programming Environment 0 0 0 445 0 1 5 868
Measuring and Managing COVID-19 Model Risk 0 0 0 0 0 1 3 4
Quality of life in central cities and suburbs 0 0 0 164 0 3 9 827
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 0 3 14 120
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 0 2 7 60
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 0 5 19 94
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 1 6 39
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 1 3 8 192
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 1 7 169
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 0 3 15 497
The Long‐Run Fisher Effect: Can It Be Tested? 0 0 1 1 0 4 7 15
Total Journal Articles 1 2 8 1,410 7 67 249 5,183

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 2 4 5
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 0 2 7 13
Total Chapters 0 0 0 0 0 4 11 18

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Statistics updated 2026-07-10