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 2 1,643
A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression 0 0 0 12 3 3 5 125
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 1 1 39 1 3 5 183
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 1 654 0 3 5 2,238
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 2 3 3 1,614
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 0 549 1 3 5 1,707
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 3 3 3 726
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 49 0 2 3 75
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 0 0 2 33
Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry 0 0 0 38 2 2 3 38
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 60 0 7 8 146
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 1 5 7 182
Bayesian semiparametric multivariate GARCH modeling 0 0 0 41 2 4 4 146
Bayesian semiparametric multivariate GARCH modeling 0 0 1 37 0 3 4 89
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 2 5 7 401
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 1 4 7 176
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 3 6 13 232
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 29 3 5 7 134
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 1 4 5 82
Long-Run Neutrality in a Long-Memory Model 0 1 1 264 5 9 11 1,139
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 0 2 3 1,787
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 0 3 4 2,714
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 3 6 7 115
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 4 6 10 155
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 1 3 85
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 2 4 6 50
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 10 10 12 1,611
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 22 25 26 206
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 0 1 2 1,523
The long-run Fisher effect: can it be tested? 0 0 0 165 0 0 2 879
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 1 2 3 1,633
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 0 1 5 143
Wavelet Analysis of Fractionally Integrated Processes 0 0 1 461 2 2 5 1,494
Total Working Papers 0 2 5 5,870 75 138 197 23,504
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 0 1 228
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 0 1 18
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 1 67 0 0 2 293
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 1 1 1 186
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 0 72 1 2 4 275
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 1 4 0 1 4 58
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 1 2 8 0 3 8 23
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 1 3 6 129
Bayesian semiparametric stochastic volatility modeling 0 0 1 43 1 2 8 159
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 0 1 1 120
Do long swings in the business cycle lead to strong persistence in output? 0 0 1 39 1 4 5 155
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 0 2 6 104
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 2 6 10 296
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 4 7 156
MATLAB as an Econometric Programming Environment 0 0 0 445 1 2 3 865
Measuring and Managing COVID-19 Model Risk 0 0 0 0 0 1 2 2
Quality of life in central cities and suburbs 0 0 0 164 2 3 4 822
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 0 2 6 111
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 2 2 3 56
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 1 5 10 81
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 2 3 3 36
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 0 1 4 186
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 3 3 165
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 2 2 5 487
The Long‐Run Fisher Effect: Can It Be Tested? 0 0 0 0 0 0 1 8
Total Journal Articles 0 1 7 1,407 17 53 108 5,019

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 1 1 3 3
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 1 1 2 8
Total Chapters 0 0 0 0 2 2 5 11

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Statistics updated 2026-01-09