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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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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
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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
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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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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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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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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
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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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Asymptotics of nonstationary fractional integrated series
Liu, Ming - In: Econometric theory 14 (1998) 5, pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
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Modeling long memory in stock market volatility
Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-171
Persistent link: https://www.econbiz.de/10001504433