Mark J. Jensen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility Studies in Nonlinear Dynamics & Econometrics	2023-03-30	Paper
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry Journal of Econometrics	2022-07-15	Paper
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors Journal of Econometrics	2019-04-30	Paper
Bayesian semiparametric stochastic volatility modeling Journal of Econometrics	2016-08-04	Paper
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture Journal of Econometrics	2014-08-07	Paper
Bayesian semiparametric multivariate GARCH modeling Journal of Econometrics	2014-04-04	Paper
An Approximate Wavelet MLE of Short- and Long-Memory Parameters Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Long Memory Inflationary Dynamics: The Case of Brazil Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models Journal of Time Series Analysis	2005-05-20	Paper
A single-blind controlled competition among tests for nonlinearity and chaos Journal of Econometrics	2003-04-21	Paper
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets Journal of Economic Dynamics and Control	2000-06-04	Paper
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS Macroeconomic Dynamics	1999-03-16	Paper
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS Econometric Theory	1999-01-01	Paper
Revisiting the flexibility and regularity properties of the asymptotically ideal production model Econometric Reviews	1998-06-11	Paper
A homotopy approach to solving nonlinear rational expectation problems Computational Economics	1997-07-15	Paper
scientific article; zbMATH DE number 1189199 (Why is no real title available?)	1996-01-01	Paper
A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.^* Econometric Reviews	1995-12-13	Paper

Research outcomes over time

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