Mark J. Jensen

发表

Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size

William A. Barnett, Daniel T. Kaplan, D. T. Kaplan, 1995 .

An experimental design to compare tests of nonlinearity and chaos

William A. Barnett, Daniel T. Kaplan, D. T. Kaplan, 1996 .

Bayesian Nonparametric Learning of How Skill is Distributed Across the Mutual Fund Industry

Mark Fisher, Mark J. Jensen, Paula A. Tkac, 2019, Journal of Econometrics.

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors

Mark Fisher, Mark J. Jensen, Mark Fisher, 2018, Journal of Econometrics.

Energy Processes Enabled by Cryogenic Carbon Capture

Mark J. Jensen, Mark J. Jensen, 2015 .

Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter

Mark J. Jensen, 1997 .

An Alternative Maximum Likelihood Estimator of Long-Memeory Processes Using Compactly Supported Wavelets

Mark J. Jensen, 1997 .

Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models

Mark J. Jensen, Mark J. Jensen, 2004 .

A single-blind controlled competition among tests for nonlinearity and chaos

William A. Barnett, D. T. Kaplan, Melvin J. Hinich, 1996 .

An Approximate Wavelet MLE of Short- and Long-Memory Parameters

Mark J. Jensen, 1999 .

Bayesian Inference of Long-Memory Stochastic Volatility Via Wavelets

Mark J. Jensen, 2001 .

The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets

Mark J. Jensen, W. Barnett, Yi Liu, 2012 .

Measuring the Impact Intradaily Events Have on the Persistent Nature of Volatility

Mark J. Jensen, Brandon Whitcher, 2014 .

Semiparametric Asymmetric Stochastic Volatility

Mark J. Jensen, John M. Maheu, J. Maheu, 2011 .

Bayesian Inference and Prediction of a Multiple-Change-Point Panel Model with Nonparametric Priors

Mark J. Jensen, Mark Fisher, 2018 .

Bayesian Semiparametric Multivariate GARCH Modeling

Mark J. Jensen, J. Maheu, Mark J. Jensen, 2012 .

CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS

Mark J. Jensen, W. Barnett, Yi Liu, 1997, Macroeconomic Dynamics.

A single-blind controlled competition among tests for nonlinearity and chaos

William A. Barnett, Melvin J. Hinich, Daniel T. Kaplan, 1997 .

Wavelet estimation of a local long memory parameter

Brandon Whitcher, Mark J. Jensen, Brandon Whitcher, 2000 .

Do long swings in the business cycle lead to strong persistence in output

Mark J. Jensen, Ming Liu, Ming Liu, 2006 .

MATLAB as an econometric programming environment

Francisco Cribari-Neto, Mark J. Jensen, Francisco Cribari‐Neto, 1997 .

The Tracking Ability of the Divisia Monetary Aggregate Under Risk

Mark J. Jensen, 1993 .

Time-Varying Long-Memory in Volatility: Detection and Estimation with Wavelets

Mark J. Jensen, Brandon Whitcher, 2000 .

Long Memory Inflationary Dynamics: The Case of Brazil

Mark J. Jensen, Francisco Cribari‐Neto, V. Reisen, 2003 .

A comment on De Grauwe's, “The legacy of the Eurozone crisis and how to overcome it”

Mark J. Jensen, 2016 .

A Homotopy Approach to Solving Nonlinear Rational Expectation Problems

Mark J. Jensen, 1997 .

FEDERAL RESERVE BANK of ATLANTA WORKING PAPER SERIES Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture

Mark J. Jensen, J. Maheu, Mark J. Jensen, 2011 .

Bayesian Semiparametric Stochastic Volatility Modeling

Mark J. Jensen, J. Maheu, Mark J. Jensen, 2008 .

Cross-Sectional Mutual Fund Performance

Mark J. Jensen, Paula A. Tkac, Mark Fisher, 2015 .

Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis

Mark J. Jensen, J. Maheu, Mark J. Jensen, 2014, Journal of Risk and Financial Management.

The sensitivity of n-alkane analysis to measurement error: implications for use in the study of diet composition

Mark J. Jensen, J. Newman, Francisco Cribari‐Neto, 1998, Journal of Agricultural Sciences.

Revisiting the flexibility and regularity properties of the asymptotically ideal production model

Mark J. Jensen, 1997 .

Quality of life in central cities and suburbs

Mark J. Jensen, C. Leven, 1997 .

Long-run neutrality in a fractionally integrated model

Mark J. Jensen, Sang-Kun Bae, S. G. Murdock, 2005 .

Long-Run Neutrality in a Long-Memory Model

Mark J. Jensen, Sang-Kun Bae, 1999 .

FEDERAL RESERVE BANK o f ATLANTA WORKING PAPER SERIES Risk , Return , and Volatility Feedback : A Bayesian Nonparametric Analysis

Mark J. Jensen, J. Maheu, 2014 .

Bayesian Inference of Long-Memory Dependence in Volatility via Wavelets

Mark J. Jensen, 2000 .

The Long-Run Fisher Effect: Can it Be Tested?

Mark J. Jensen, 2006 .

A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression. *

Mark J. Jensen, 1995 .