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Jan R. Magnus

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Personal Details

First Name: Jan
Middle Name: R.
Last Name: Magnus
Suffix:

RePEc Short-ID: pma753

Email:
Homepage: http://center.uvt.nl/staff/magnus/
Postal Address:
Phone:

Affiliation

Departement Econometrie & Operations Research
School of Economics and Management
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/eor/
Email:
Phone: +31 13 466 2430
Fax: +31 13 466 3280
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:exkubnl (more details at EDIRC)

Works

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Working papers

  1. Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo.
  2. Jan R. Magnus & Karim M. Abadir, 2007. "On some definitions in matrix algebra," CIRJE F-Series CIRJE-F-476, CIRJE, Faculty of Economics, University of Tokyo.
  3. Dmitry Danilov & Jan R. Magnus, 2007. "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series CIRJE-F-478, CIRJE, Faculty of Economics, University of Tokyo.
  4. Klaassen, F.J.G.M. & Magnus, J.R., 2006. "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Discussion Paper 2006-52, Tilburg University, Center for Economic Research.
  5. Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Discussion Paper 2006-83, Tilburg University, Center for Economic Research.
  6. Franc J.G.M. Klaasen & Jan R. Magnus, 2006. "Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis," Tinbergen Institute Discussion Papers 06-048/2, Tinbergen Institute.
  7. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
  8. Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
  9. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
  10. Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Discussion Paper 2001-38, Tilburg University, Center for Economic Research.
  11. Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
  12. Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics: A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
  13. Klaassen, F.J.G.M. & Magnus, J.R., 1998. "On the Independence and Identical Distribution of Points in Tennis," Discussion Paper 1998-53, Tilburg University, Center for Economic Research.
  14. Magnus, J.R. & Klaassen, F.J.G.M., 1996. "Testing some common tennis hypotheses: Four years at Wimbledon," Discussion Paper 1996-73, Tilburg University, Center for Economic Research.
  15. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Discussion Paper 1996-54, Tilburg University, Center for Economic Research.
  16. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1)," Papers 9002, Tilburg - Center for Economic Research.
  17. Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moment Of Quadratic Forms In Normal Variables," Papers 9021, Tilburg - Center for Economic Research.
  18. Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moments Of Ratios Of Quadratic Forms In Normal Variables And Related Statistics," Papers 9019, Tilburg - Center for Economic Research.

Articles

  1. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, 03.
  2. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3258-viii, April.
  3. Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
  4. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, 03.
  5. Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
  6. Danilov, Dmitry & Magnus, J.R.Jan R., 2004. "On the harm that ignoring pretesting can cause," Journal of Econometrics, Elsevier, vol. 122(1), pages 27-46, September.
  7. Klaassen, Franc J. G. M. & Magnus, Jan R., 2003. "Forecasting the winner of a tennis match," European Journal of Operational Research, Elsevier, vol. 148(2), pages 257-267, July.
  8. Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
  9. Magnus, Jan R, 2002. " The Missing Tablet: Comment on Peter Kennedy's Ten Commandments," Journal of Economic Surveys, Wiley Blackwell, vol. 16(4), pages 605-09, September.
  10. Jan R. Magnus, 2002. "Estimation of the mean of a univariate normal distribution with known variance," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 225-236, June.
  11. Klaassen F. J G M & Magnus J. R., 2001. "Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 500-509, June.
  12. Magnus, Jan R & van Tongeren, Jan W & de Vos, Aart F, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-50, September.
  13. Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
  14. Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.
  15. Jan Magnus & Franc Klaassen, 1999. "The final set in a tennis match: Four years at Wimbledon," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 461-468.
  16. Jan R. Magnus & J. Durbin, 1999. "Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest," Econometrica, Econometric Society, vol. 67(3), pages 639-644, May.
  17. Magnus, Jan R & Morgan, Mary S, 1997. "The Data: A Brief Description," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 651-61, Sept.-Oct.
  18. Magnus, Jan R & Morgan, Mary S, 1997. "Design of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 459-65, Sept.-Oct.
  19. Magnus, Jan R & Morgan, Mary S, 1997. "Organization of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 467-76, Sept.-Oct.
  20. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "Editors' introduction : The significance of testing in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 1-3, May.
  21. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
  22. Peter Fontein & Geert Thijssen & Jan Magnus & Jan Dijk, 1994. "On levies to reduce the nitrogen surplus: The case of Dutch pig farms," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 4(5), pages 455-478, October.
  23. Magnus, Jan R & Woodland, Alan D, 1990. "Separability and Aggregation," Economica, London School of Economics and Political Science, vol. 57(226), pages 239-47, May.
  24. Magnus, Jan R. & Pesaran, Bahram, 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Journal of Econometrics, Elsevier, vol. 42(2), pages 157-179, October.
  25. Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram, 1988. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Journal of Econometrics, Elsevier, vol. 39(3), pages 327-346, November.
  26. Magnus, Jan R & Woodland, Alan D, 1988. "On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(4), pages 707-25, November.
  27. Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case," Journal of Econometrics, Elsevier, vol. 32(2), pages 253-285, July.
  28. Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
  29. Magnus, Jan R, 1979. "Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 465-84, June.
  30. Magnus, Jan R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Journal of Econometrics, Elsevier, vol. 7(3), pages 281-312, April.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2003-03-25
  2. NEP-DCM: Discrete Choice Models (1) 2001-06-22
  3. NEP-ECM: Econometrics (8) 1998-07-20 2001-02-14 2001-06-22 2001-06-22 2003-03-25 2004-12-02 2007-03-03 2007-03-10. Author is listed
  4. NEP-FIN: Finance (1) 2006-09-30
  5. NEP-RMG: Risk Management (1) 2003-03-25
  6. NEP-SPO: Sports & Economics (3) 1998-07-20 2001-06-22 2006-07-03. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Journal Pages, Weighted by Simple Impact Factor
  3. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  5. Strength of students

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