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

Jensen, Mark J. - In: Journal of economic dynamics & control 24 (2000) 3, pp. 361-387

Persistent link: https://www.econbiz.de/10001433033

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

Jensen, Mark J. - In: Journal of forecasting 18 (1999) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10001363641

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

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

Jensen, Mark J. - In: Econometric reviews 16 (1997) 2, pp. 179-203

Persistent link: https://www.econbiz.de/10001220186

The long-run Fisher effect : can it be tested?

Jensen, Mark J. - In: Journal of money, credit and banking : JMCB 41 (2009) 1, pp. 221-231

Persistent link: https://www.econbiz.de/10003807638

The long-run Fisher effect : can it be tested?

Jensen, Mark J. (contributor) - 2006

Empirical support for the long-run Fisher effect, a hypothesis that a permanent change in inflation leads to an equal change in the nominal interest rate, has been hard to come by. This paper provides a plausible explanation of why past studies have been unable to find support for the long-run...

Persistent link: https://www.econbiz.de/10003730473