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 2 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 1 2 6 128
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 1 39 3 6 15 193
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 1 654 0 0 6 2,239
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 369 3 4 11 1,622
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 0 549 1 1 13 1,715
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 222 1 3 13 736
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 16 4 5 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 5 12 15 50
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 60 3 4 12 150
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 47 1 1 10 186
Bayesian semiparametric multivariate GARCH modeling 0 0 0 41 0 1 7 149
Bayesian semiparametric multivariate GARCH modeling 0 0 0 37 2 2 7 93
Bayesian semiparametric stochastic volatility modeling 0 0 0 48 1 1 8 178
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 1 14 408
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 29 2 2 12 139
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 36 3 5 23 244
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 4 5 12 89
Long-Run Neutrality in a Long-Memory Model 0 0 1 264 6 6 18 1,147
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 335 1 1 5 1,790
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 442 10 11 22 2,732
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 3 6 13 122
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 2 3 12 159
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 7 0 0 3 86
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 212 2 4 15 59
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 448 2 5 45 1,645
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 23 0 2 41 222
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 3 3 7 1,528
The long-run Fisher effect: can it be tested? 0 0 0 165 4 6 10 888
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 554 2 3 13 1,643
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 0 38 2 2 8 149
Wavelet Analysis of Fractionally Integrated Processes 0 0 0 461 3 3 8 1,499
Total Working Papers 0 0 3 5,870 75 112 423 23,751
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 1 1 6 233
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 3 3 5 22
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 1 67 2 4 7 299
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 1 1 5 190
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 1 1 1 73 3 3 9 281
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 0 4 3 4 10 65
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry 0 0 2 8 4 7 21 36
Bayesian semiparametric multivariate GARCH modeling 0 0 0 33 2 3 11 134
Bayesian semiparametric stochastic volatility modeling 0 0 0 43 1 2 10 162
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 0 24 1 1 5 124
Do long swings in the business cycle lead to strong persistence in output? 0 0 1 39 1 1 8 158
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 19 3 5 16 115
Long Memory Inflationary Dynamics: The Case of Brazil 0 0 0 107 1 3 14 303
Long-run neutrality in a fractionally integrated model 0 0 0 36 1 1 13 163
MATLAB as an Econometric Programming Environment 0 0 0 445 1 1 5 868
Measuring and Managing COVID-19 Model Risk 0 0 0 0 1 2 4 4
Quality of life in central cities and suburbs 0 0 0 164 2 3 8 826
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 2 2 13 119
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 0 0 6 2 3 7 60
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 5 9 21 94
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 1 5 38
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 1 3 7 190
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 0 6 168
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 3 5 15 497
The Long‐Run Fisher Effect: Can It Be Tested? 0 1 1 1 4 5 8 15
Total Journal Articles 1 2 7 1,409 48 73 239 5,164

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 4
Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility 0 0 0 0 1 2 6 12
Total Chapters 0 0 0 0 2 3 9 16

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Statistics updated 2026-05-06