A Monte Carlo Study on Two Methods of Calculating the MLE's Covariance Matrix in a Seemingly Unrelated Nonlinear Regression

Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long-memory Parameter

Jensen, M.J., (1999)

Revisiting the Flexibility and Regularity Properties of the Asymptotically Ideal Production Model

Jensen, M.J., (1997)

An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets

Jensen, M.J., (2000)