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 0 120
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 0 38 0 0 0 178
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 0 653 0 0 1 2,233
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 0 0 1 1,702
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 1 222 0 0 1 723
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 0 0 1 35
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 1 60 0 0 1 138
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 2 47 0 1 4 176
Bayesian semiparametric multivariate GARCH modeling 0 0 1 36 0 0 1 85
Bayesian semiparametric multivariate GARCH modeling 0 0 1 41 0 0 1 142
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 0 0 394
Bayesian semiparametric stochastic volatility modeling 0 0 1 48 1 1 2 170
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 1 1 10 220
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 1 1 1,129
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 0 1 1 1,785
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 0 0 0 2,710
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 1 1 146
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 0 1 1 109
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 1 2 83
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 1 212 0 0 2 44
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 0 0 0 180
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 0 1 1 1,599
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 0 0 1,521
The long-run Fisher effect: can it be tested? 0 0 0 165 0 1 1 878
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 0 0 1 1,630
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 1 2 4 140
Wavelet Analysis of Fractionally Integrated Processes 0 1 1 461 1 3 3 1,491
Total Working Papers 0 1 10 5,866 4 15 42 23,320
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 0 0 0 66 1 1 4 292
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 0 0 1 185
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 0 72 0 0 1 271
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 0 3 0 0 4 54
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 0 0 6 0 1 2 15
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 0 0 2 123
Bayesian semiparametric stochastic volatility modeling 0 1 2 43 0 1 5 152
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? 0 0 0 38 0 0 1 150
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 0 1 2 99
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 1 2 3 288
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 1 3 150
MATLAB as an Econometric Programming Environment 0 0 0 445 1 1 1 863
Measuring and Managing COVID-19 Model Risk 0 0 0 0 0 0 0 0
Quality of life in central cities and suburbs 0 0 2 164 0 0 3 818
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 1 1 1 106
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 0 0 2 53
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 0 2 8 72
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 0 2 33
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 0 1 3 183
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 0 0 0 482
The Long‐Run Fisher Effect: Can It Be Tested? 0 0 0 0 0 0 0 7
Total Journal Articles 0 1 4 1,401 4 12 48 4,921

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 1 1
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 0 0 1 6
Total Chapters 0 0 0 0 0 1 2 7

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03