| A single-blind controlled competition among tests for nonlinearity and chaos WA Barnett, A Ronald Gallant, MJ Hinich, JA Jungeilges, DT Kaplan Journal of Econometrics 82 (1), 157-192, 1997 | 364 | 1997 |
| Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter MJ Jensen Journal of Forecasting 18, 17-32, 1999 | 245 | 1999 |
| An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets MJ Jensen Journal of Economic Dynamics and Control 24 (3), 361-387, 2000 | 179 | 2000 |
| Bayesian semiparametric stochastic volatility modeling MJ Jensen, JM Maheu Journal of Econometrics 157 (2), 306-316, 2010 | 134 | 2010 |
| Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size WA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan, MJ Jensen Journal of Economic Behavior & Organization 27 (2), 301-320, 1995 | 132 | 1995 |
| Wavelet estimation of a local long memory parameter B Whitcher, MJ Jensen Exploration Geophysics 31 (2), 94-103, 2000 | 92 | 2000 |
| Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture MJ Jensen, JM Maheu Journal of Econometrics 178, 523-538, 2014 | 78 | 2014 |
| An approximate wavelet MLE of short-and long-memory parameters MJ Jensen Studies in Nonlinear Dynamics & Econometrics 3 (4), 1999 | 70 | 1999 |
| Semiparametric Bayesian inference of long‐memory stochastic volatility models MJ Jensen Journal of Time Series Analysis 25 (6), 895-922, 2004 | 66* | 2004 |
| CAPM risk adjustment for exact aggregation over financial assets WA Barnett, Y Liu, M Jensen Macroeconomic Dynamics 1 (2), 485-512, 1997 | 66 | 1997 |
| Bayesian semiparametric multivariate GARCH modeling MJ Jensen, JM Maheu Journal of Econometrics 176 (1), 3-17, 2013 | 58 | 2013 |
| Time-varying long-memory in volatility: detection and estimation with wavelets MJ Jensen, B Whitcher preprint, University of Missouri and Eurandom, 2000 | 45 | 2000 |
| The Long‐Run Fisher Effect: Can It Be Tested? MJ Jensen Journal of Money, Credit and Banking 41 (1), 221-231, 2009 | 42 | 2009 |
| Long-run neutrality in a fractionally integrated model SK Bae, MJ Jensen, SG Murdock Journal of Macroeconomics 27 (2), 257-274, 2005 | 41 | 2005 |
| Research in econometric theory: quantitative and qualitative productivity rankings F Cribari-Neto, MJ Jensen, ÁA Novo Econometric Theory 15 (5), 719-752, 1999 | 41 | 1999 |
| The sensitivity of n-alkane analysis to measurement error: implications for use in the study of diet composition JA Newman, F Cribari-Neto, MJ Jensen The Journal of Agricultural Science 131 (4), 465-476, 1998 | 34 | 1998 |
| Long memory inflationary dynamics: The case of Brazil VA Reisen, F Cribari-Neto, MJ Jensen Studies in Nonlinear Dynamics & Econometrics 7 (3), 2003 | 32 | 2003 |
| Quality of life in central cities and suburbs MJ Jensen, CL Leven The Annals of Regional Science 31, 431-449, 1997 | 31 | 1997 |
| Do long swings in the business cycle lead to strong persistence in output? MJ Jensen, M Liu Journal of Monetary Economics 53 (3), 597-611, 2006 | 26 | 2006 |
| An experimental design to compare tests of nonlinearity and chaos WA Barnett, AR Gallant, MJ Hinich, J Jungeilges, D Kaplan, MJ Jensen Journal of Econometrics 77, 297-302, 1996 | 24 | 1996 |
William A. BarnettProfessor of Economics, University of Kansas; and Director, Center for Financial StabilityVerified email at ku.edu
