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An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
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A comment on De Grauwe's, "The legacy of the Eurozone crisis and how to overcome it"
Jensen, Mark J. - In: Journal of empirical finance 39 (2016), pp. 166-168
Persistent link: https://www.econbiz.de/10011663816
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Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
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Long memory inflationary dynamics : the case of Brazil
Reisen, Valdério Anselmo (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 3
Persistent link: https://www.econbiz.de/10002004136
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Editor's introduction for the special issue of the journal of empirical finance on "the euro zone in crisis"
Jensen, Mark J.; Baillie, Richart T. - In: Journal of empirical finance 39 (2016), pp. 145-146
Persistent link: https://www.econbiz.de/10011663801
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 210 (2019) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 230 (2022) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
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Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia; Maheu, John M.; Song, Yong - In: Journal of applied econometrics 39 (2024) 5, pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
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Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin; Maheu, John M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 345-372
Persistent link: https://www.econbiz.de/10009787988
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Can GARCH models capture long-range dependence?
Maheu, John M. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10003283982