Mark J Jensen

Mark J Jensen

Federal Reserve Bank - Pamplona / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4621284
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person_outline Mark J Jensen's MOST POPULAR ARTICLES
1-) A single-blind controlled competition among tests for nonlinearity and chaosWA Barnett, A Ronald Gallant, MJ Hinich, JA Jungeilges, DT KaplanJournal of Econometrics 82 (1), 157-192, 19973441997
2-) Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameterMJ JensenJournal of Forecasting 18, 17-32, 19992371999
3-) An alternative maximum likelihood estimator of long-memory processes using compactly supported waveletsMJ JensenJournal of Economic Dynamics and Control 24 (3), 361-387, 20001742000
4-) Bayesian semiparametric stochastic volatility modelingMJ Jensen, JM MaheuJournal of Econometrics 157 (2), 306-316, 20101372010
5-) Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample sizeWA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan, MJ JensenJournal of Economic Behavior & Organization 27 (2), 301-320, 19951321995