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 2 2 122
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 1 1 1 654 1 1 1 2,234
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 0 47 0 0 1 176
Bayesian semiparametric multivariate GARCH modeling 0 0 1 41 0 0 1 142
Bayesian semiparametric multivariate GARCH modeling 0 1 2 37 0 1 2 86
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 0 0 1 170
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 0 0 394
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 36 1 2 8 222
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 0 1 1,129
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 0 0 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 14 0 0 1 109
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 0 1 2 147
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 0 1 83
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 1 1 2 45
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 0 1 1 181
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 0 1 2 1,600
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 1 1 1 1,522
The long-run Fisher effect: can it be tested? 0 0 0 165 0 0 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 6 142
Wavelet Analysis of Fractionally Integrated Processes 0 0 1 461 0 0 3 1,491
Total Working Papers 1 2 8 5,868 5 13 44 23,333
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 0 0 2 292
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 1 1 272
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 1 1 4 0 1 3 55
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 0 0 6 0 0 2 15
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 0 0 2 123
Bayesian semiparametric stochastic volatility modeling 0 0 2 43 0 0 3 152
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 0 1 99
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 0 1 4 289
Long-run neutrality in a fractionally integrated model 0 0 0 36 0 0 3 150
MATLAB as an Econometric Programming Environment 0 0 0 445 0 0 1 863
Measuring and Managing COVID-19 Model Risk 0 0 0 0 1 1 1 1
Quality of life in central cities and suburbs 0 0 1 164 0 0 1 818
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 0 0 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 1 2 9 74
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 0 1 33
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 0 0 2 183
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 1,402 2 6 41 4,927

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 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 0 2 7

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Statistics updated 2025-06-06