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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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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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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