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 0 332 0 0 8 1,635
A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression 0 0 0 10 0 0 3 114
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 1 35 5 6 14 167
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 1 650 3 3 11 2,211
An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets 0 0 0 368 3 4 12 1,607
An Approximate Wavelet MLE of Short and Long Memory Parameters 0 0 1 547 0 2 10 1,681
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 1 221 0 1 15 714
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 4 49 0 0 14 67
Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors 0 0 0 15 0 2 11 28
Bayesian Nonparametric Learning of How Skill Is Distributed across the Mutual Fund Industry 0 0 0 33 0 1 3 14
Bayesian Semiparametric Multivariate GARCH Modeling 0 0 0 58 1 1 8 134
Bayesian Semiparametric Stochastic Volatility Modeling 0 0 0 39 1 1 7 146
Bayesian semiparametric multivariate GARCH modeling 0 0 1 37 0 0 7 131
Bayesian semiparametric multivariate GARCH modeling 0 0 0 35 0 0 4 81
Bayesian semiparametric stochastic volatility modeling 0 0 0 47 0 0 6 161
Bayesian semiparametric stochastic volatility modeling 0 0 0 135 0 5 12 354
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 33 1 1 16 166
Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture 0 0 0 28 1 1 8 115
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 23 2 2 6 74
Long-Run Neutrality in a Long-Memory Model 0 0 0 262 1 1 8 1,119
Measuring and Managing COVID-19 Model Risk 5 5 5 5 9 9 9 9
OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels 0 0 0 334 1 1 1 1,775
Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings 0 0 0 441 2 3 11 2,704
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 14 2 5 22 90
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 43 1 3 15 136
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 1 7 1 4 16 66
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 211 0 0 10 38
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 2 21 1 1 4 150
The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets 0 0 0 447 0 1 6 1,587
The Tracking Ability of the Divisia Monetary Aggregate Under Risk 0 0 0 125 1 1 2 1,515
The long-run Fisher effect: can it be tested? 0 0 1 163 2 5 14 644
Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter 0 0 0 553 1 2 12 1,620
Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter 0 0 2 37 2 2 14 128
Wavelet Analysis of Fractionally Integrated Processes 0 0 0 457 1 1 3 1,474
Total Working Papers 5 5 20 5,815 42 69 322 22,655


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 2 2 7 226
A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it” 0 0 0 2 0 0 2 16
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 0 65 3 3 6 277
An Approximate Wavelet MLE of Short- and Long-Memory Parameters 0 0 0 54 1 2 15 179
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets 0 0 2 70 0 2 9 239
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors 0 0 1 3 1 6 34 42
Bayesian semiparametric multivariate GARCH modeling 0 0 0 28 0 0 6 109
Bayesian semiparametric stochastic volatility modeling 0 0 0 31 0 1 8 109
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS 0 0 1 21 1 2 8 108
Do long swings in the business cycle lead to strong persistence in output? 0 0 0 36 1 1 2 146
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture 0 0 0 17 0 0 3 83
Long Memory Inflationary Dynamics: The Case of Brazil 0 1 1 103 1 3 8 272
Long-run neutrality in a fractionally integrated model 0 0 1 27 0 0 6 127
MATLAB as an Econometric Programming Environment 0 0 2 443 0 2 4 859
Quality of life in central cities and suburbs 0 0 1 160 0 0 2 811
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS 0 0 0 16 1 1 2 99
Revisiting the flexibility and regularity properties of the asymptotically ideal production model 0 1 1 6 0 2 4 42
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis 0 0 0 3 2 5 19 36
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility 0 0 0 6 0 2 5 24
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 49 0 0 4 176
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models 0 0 0 54 0 0 2 161
The Long-Run Fisher Effect: Can It Be Tested? 0 0 0 104 1 3 9 437
Total Journal Articles 0 2 10 1,348 14 37 165 4,578


Statistics updated 2020-09-04