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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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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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3
Do long swings in the business cycle lead to strong persistence in output?
Jensen, Mark J.
;
Liu, Ming
- In:
Journal of monetary economics
53
(
2006
)
3
,
pp. 597-611
Persistent link: https://www.econbiz.de/10003317347
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4
Long-run neutrality in a fractionally integrated model
Bae, Sang-kun
;
Jensen, Mark J.
;
Murdock, Scott G.
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10002935967
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