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Jan R. Magnus

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Magnus, Jan R & Morgan, Mary S, 1997. "The Data: A Brief Description," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 651-661, Sept.-Oct.

    Mentioned in:

    1. The data: a brief description (Journal of Applied Econometrics 1997) in ReplicationWiki ()
  2. Magnus, Jan R & Morgan, Mary S, 1997. "Organization of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 467-476, Sept.-Oct.

    Mentioned in:

    1. Organization of the experiment (Journal of Applied Econometrics 1997) in ReplicationWiki ()
  3. Magnus, Jan R & Morgan, Mary S, 1997. "Design of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 459-465, Sept.-Oct.

    Mentioned in:

    1. Design of the experiment (Journal of Applied Econometrics 1997) in ReplicationWiki ()

Working papers

  1. Jan R. Magnus & Enrique Sentana, 2020. "Zero-diagonality as a linear structure," Tinbergen Institute Discussion Papers 20-039/III, Tinbergen Institute.

    Cited by:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
    2. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.

  2. Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020. "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers 20-035/III, Tinbergen Institute.

    Cited by:

    1. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
    2. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
    3. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
    4. Jason R. Blevins, 2025. "Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games," Papers 2511.02701, arXiv.org.

  3. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.

    Cited by:

    1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.

  4. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.

    Cited by:

    1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    2. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.

  5. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," EIEF Working Papers Series 1802, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2018.

    Cited by:

    1. Alberto Posso & Nicholas Bodanac & Facundo Palermo, 2023. "The impact of economic hardships on the intent to migrate: Micro‐level evidence from Venezuela," The World Economy, Wiley Blackwell, vol. 46(3), pages 653-680, March.

  6. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2018. "Earthquake risk embedded in property prices: Evidence from five Japanese cities," Tinbergen Institute Discussion Papers 18-061/III, Tinbergen Institute.

    Cited by:

    1. Emil Mendoza & Fabian Dunker & Marco Reale, 2023. "Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand," Papers 2307.13232, arXiv.org.
    2. van Bruggen, Paul & Laeven, Roger J. A. & van de Kuilen, Gijs, 2024. "Higher-Order Risk Attitudes for Non-Expected Utility," Other publications TiSEM c566934e-eb60-4b4b-a972-4, Tilburg University, School of Economics and Management.
    3. Kono, Tatsuhito & Tatano, Hirokazu & Ushiki, Kenji & Nakazono, Daisuke & Sugisawa, Fumihito, 2022. "The effects of hazard risk information on locations of firms by industry in tsunami-prone coastal areas," MPRA Paper 115412, University Library of Munich, Germany.
    4. Yasmine van der Straten & Enrico Perotti & Frederick van der Ploeg & Rick van der Ploeg, 2024. "Political Economy of Climate Change Adaptation," CESifo Working Paper Series 10961, CESifo.
    5. Yasmine van der Straten & Enrico Perotti & Frederick van der Ploeg, 2024. "PolWe study the evolution of voter support for climate policies aimed at containing the effect of climate risk, as weather conditions worsens at a time of rising economic inequality. Households differ," Tinbergen Institute Discussion Papers 24-013/IV, Tinbergen Institute.
    6. Magnus, Jan R., 2024. "A gentle introduction to matrix calculus," Journal of Econometrics, Elsevier, vol. 244(1).

  7. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017. "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series 1711, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2017.

    Cited by:

    1. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.
    2. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    3. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    4. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    5. Quang T. T. Nguyen & Son T. B. Nguyen & Quang V. Nguyen, 2019. "Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis," JRFM, MDPI, vol. 12(3), pages 1-21, August.
    6. Duval, Romain & Furceri, Davide & Miethe, Jakob, 2020. "Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models," Munich Reprints in Economics 84714, University of Munich, Department of Economics.
    7. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    8. Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).
    9. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    10. Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.
    11. Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
    12. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    13. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
    14. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  8. Jan R. Magnus & Anatoly A. Peresetsky, 2017. "Grade Expectations: Rationality and Overconfidence," Tinbergen Institute Discussion Papers 17-054/III, Tinbergen Institute.

    Cited by:

    1. Gerardo Sabater-Grande & Nikolaos Georgantzís & Noemí Herranz-Zarzoso, 2021. "Goals and guesses as reference points: A field experiment on student performance," Working Papers 2021/14, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Jan R. Magnus & Anatoly A. Peresetsky, 2021. "A statistical explanation of the Dunning-Kruger effect," Working Papers w0286, New Economic School (NES).
    3. Noemí Herranz-Zarzoso & Gerardo Sabater-Grande, 2020. "Monetary incentives and overconfidence in academic performance: An experimental study," Working Papers 2020/14, Economics Department, Universitat Jaume I, Castellón (Spain).

  9. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.

    Cited by:

    1. Li, Li & Kang, Yanfei & Li, Feng, 2023. "Bayesian forecast combination using time-varying features," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1287-1302.
    2. Arthur Novaes de Amorim & Rob Deardon & Vineet Saini, 2021. "A stacked ensemble method for forecasting influenza-like illness visit volumes at emergency departments," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-15, March.
    3. Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022. "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper 441, CPB Netherlands Bureau for Economic Policy Analysis.
    4. Qiu, Yue & Zheng, Yuchen, 2023. "Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations," Economic Modelling, Elsevier, vol. 125(C).
    5. Yue Qiu & Wenbin Wang & Tian Xie & Jun Yu & Xinyu Zhang, 2025. "Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions," Working Papers 202525, University of Macau, Faculty of Business Administration.
    6. Tae-Hwy Lee & Millie Yi Mao & Aman Ullah, 2021. "Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination," Econometric Reviews, Taylor & Francis Journals, vol. 40(10), pages 905-918, November.
    7. Qian, Wei & Rolling, Craig A. & Cheng, Gang & Yang, Yuhong, 2022. "Combining forecasts for universally optimal performance," International Journal of Forecasting, Elsevier, vol. 38(1), pages 193-208.
    8. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "Predicting/hypothesizing the findings of the M5 competition," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1337-1345.
    9. Dai, Zhifeng & Chang, Xiaoming, 2021. "Forecasting stock market volatility: Can the risk aversion measure exert an important role?," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    10. Marina Diakonova & Luis Molina & Hannes Mueller & Javier J. Pérez & Cristopher Rauh, 2022. "The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting," Working Papers 2232, Banco de España.
    11. Benjamin Avanzi & Yanfeng Li & Bernard Wong & Alan Xian, 2022. "Ensemble distributional forecasting for insurance loss reserving," Papers 2206.08541, arXiv.org, revised Jun 2024.
    12. A. Surkov A. & А. Сурков А., 2019. "Применение метода попарных сравнений при объединении экономических прогнозов // Application of the Method of Pairwise Comparisons When Combining Economic Forecasts," Учет. Анализ. Аудит // Accounting. Analysis. Auditing, ФГОБУВО "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 6(3), pages 32-42.
    13. Ulrich, Matthias & Jahnke, Hermann & Langrock, Roland & Pesch, Robert & Senge, Robin, 2022. "Classification-based model selection in retail demand forecasting," International Journal of Forecasting, Elsevier, vol. 38(1), pages 209-223.
    14. Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins, 2022. "Meta-Learning Approaches for Recovery Rate Prediction," Risks, MDPI, vol. 10(6), pages 1-29, June.
    15. Kathryn S Taylor & James W Taylor, 2022. "Interval forecasts of weekly incident and cumulative COVID-19 mortality in the United States: A comparison of combining methods," PLOS ONE, Public Library of Science, vol. 17(3), pages 1-25, March.
    16. Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
    17. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    18. Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
    19. Blanc, Sebastian M. & Setzer, Thomas, 2016. "When to choose the simple average in forecast combination," Journal of Business Research, Elsevier, vol. 69(10), pages 3951-3962.
    20. Post, Thierry & Karabatı, Selçuk & Arvanitis, Stelios, 2019. "Robust optimization of forecast combinations," International Journal of Forecasting, Elsevier, vol. 35(3), pages 910-926.
    21. Pan, Zhiyuan & Wang, Yudong & Wu, Chongfeng & Yin, Libo, 2017. "Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 130-142.
    22. Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2021. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Reprints LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
    23. van der Meer, Dennis & Pinson, Pierre & Camal, Simon & Kariniotakis, Georges, 2024. "CRPS-based online learning for nonlinear probabilistic forecast combination," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1449-1466.
    24. Nima Zarrabi & Stuart Snaith & Jerry Coakley, 2022. "Exchange rate forecasting using economic models and technical trading rules," The European Journal of Finance, Taylor & Francis Journals, vol. 28(10), pages 997-1018, July.
    25. Bas Scheer, 2022. "Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle," CPB Discussion Paper 434, CPB Netherlands Bureau for Economic Policy Analysis.
    26. Knüppel, Malte & Krüger, Fabian, 2017. "Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168294, Verein für Socialpolitik / German Economic Association.
    27. Qianjie Geng & Xianfeng Hao & Yudong Wang, 2024. "Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 309-325, March.
    28. Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116, Brandeis University, Department of Economics and International Business School.
    29. Wang, Shengjie & Kang, Yanfei & Petropoulos, Fotios, 2024. "Combining probabilistic forecasts of intermittent demand," European Journal of Operational Research, Elsevier, vol. 315(3), pages 1038-1048.
    30. Hounyo, Ulrich & Lahiri, Kajal, 2023. "Estimating the variance of a combined forecast: Bootstrap-based approach," Journal of Econometrics, Elsevier, vol. 232(2), pages 445-468.
    31. Wang, Yudong & Hao, Xianfeng, 2022. "Forecasting the real prices of crude oil: A robust weighted least squares approach," Energy Economics, Elsevier, vol. 116(C).
    32. Qian, Yilin & Thompson, Ryan & Vasnev, Andrey L, 2022. "Global combinations of expert forecasts," Working Papers BAWP-2022-02, University of Sydney Business School, Discipline of Business Analytics.
    33. Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers 21-053/III, Tinbergen Institute.
    34. Marco Zanotti, 2025. "On the stability of global forecasting models," Working Papers 553, University of Milano-Bicocca, Department of Economics.
    35. Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020. "Optimal probabilistic forecasts: When do they work?," Papers 2009.09592, arXiv.org.
    36. Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
    37. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    38. Laurent L. Pauwels & Andrey L. Vasnev, 2017. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Empirical Economics, Springer, vol. 52(1), pages 229-254, February.
    39. Chen, Juan & Ma, Feng & Qiu, Xuemei & Li, Tao, 2023. "The role of categorical EPU indices in predicting stock-market returns," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 365-378.
    40. Zhang, Yaojie & Ma, Feng & Shi, Benshan & Huang, Dengshi, 2018. "Forecasting the prices of crude oil: An iterated combination approach," Energy Economics, Elsevier, vol. 70(C), pages 472-483.
    41. Antoine Mandel & Amir Sani, 2016. "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne 16036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    42. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2021. "Stochastic coherency in forecast reconciliation," International Journal of Production Economics, Elsevier, vol. 240(C).
    43. Antoine Mandel & Amir Sani, 2017. "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers halshs-01317974, HAL.
    44. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    45. Dimitrios Sarris & Evangelos Spiliotis & Vassilios Assimakopoulos, 2020. "Exploiting resampling techniques for model selection in forecasting: an empirical evaluation using out-of-sample tests," Operational Research, Springer, vol. 20(2), pages 701-721, June.
    46. Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022. "Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1050-1050.
    47. Chuanhua Wei & Chenping Du & Nana Zheng, 2020. "A Changing Weights Spatial Forecast Combination Approach with an Application to Housing Price Prediction," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(4), pages 1-11, April.
    48. Paritosh Navinchandra Jha & Marco Cucculelli, 2021. "A New Model Averaging Approach in Predicting Credit Risk Default," Risks, MDPI, vol. 9(6), pages 1-15, June.
    49. Ryan Thompson & Yilin Qian & Andrey L. Vasnev, 2022. "Flexible global forecast combinations," Papers 2207.07318, arXiv.org, revised Mar 2024.
    50. Gergely Akos Ganics, 2017. "Optimal density forecast combinations," Working Papers 1751, Banco de España.
    51. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2015. "On the Forecast Combination Puzzle," Papers 1505.00475, arXiv.org.
    52. Radchenko, Peter & Vasnev, Andrey L. & Wang, Wendun, 2023. "Too similar to combine? On negative weights in forecast combination," International Journal of Forecasting, Elsevier, vol. 39(1), pages 18-38.
    53. Spiliotis, Evangelos & Assimakopoulos, Vassilios & Makridakis, Spyros, 2020. "Generalizing the Theta method for automatic forecasting," European Journal of Operational Research, Elsevier, vol. 284(2), pages 550-558.
    54. Chen, Rongda & Xu, Jianjun, 2019. "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, vol. 78(C), pages 379-391.
    55. Sagaert, Yves R. & Kourentzes, Nikolaos, 2025. "Inventory management with leading indicator augmented hierarchical forecasts," Omega, Elsevier, vol. 136(C).
    56. Xianfeng Hao & Yudong Wang, 2023. "Forecasting the stock risk premium: A new statistical constraint," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1805-1822, November.
    57. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
    58. Gibbs, Christopher G. & Vasnev, Andrey L., 2024. "Conditionally optimal weights and forward-looking approaches to combining forecasts," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1734-1751.
    59. Daud Ali Aser & Esin Firuzan, 2022. "Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 1-25, December.
    60. Qiu, Yue & Qu, Shaoguang & Shi, Zhentao & Xie, Tian, 2025. "Predicting cryptocurrency volatility: The power of model clustering," Economic Modelling, Elsevier, vol. 144(C).
    61. Ray, Evan L. & Brooks, Logan C. & Bien, Jacob & Biggerstaff, Matthew & Bosse, Nikos I. & Bracher, Johannes & Cramer, Estee Y. & Funk, Sebastian & Gerding, Aaron & Johansson, Michael A. & Rumack, Aaron, 2023. "Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1366-1383.
    62. Clements, Adam & Vasnev, Andrey, 2021. "Forecast combination puzzle in the HAR model," Working Papers BAWP-2021-01, University of Sydney Business School, Discipline of Business Analytics.
    63. Chan, Felix & Pauwels, Laurent L., 2018. "Some theoretical results on forecast combinations," International Journal of Forecasting, Elsevier, vol. 34(1), pages 64-74.
    64. Lu, Xinjie & Ma, Feng & Xu, Jin & Zhang, Zehui, 2022. "Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally," International Review of Financial Analysis, Elsevier, vol. 83(C).
    65. Zhongjun Qu & Wendun Wang & Xiaomeng Zhang, 2025. "Prediction Intervals for Model Averaging," Papers 2510.16224, arXiv.org.
    66. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2020. "The M4 Competition: 100,000 time series and 61 forecasting methods," International Journal of Forecasting, Elsevier, vol. 36(1), pages 54-74.
    67. Zhentao Shi & Liangjun Su & Tian Xie, 2020. "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers 2010.09477, arXiv.org, revised Aug 2022.
    68. Honghai Yu & Xianfeng Hao & Liangyu Wu & Yuqi Zhao & Yudong Wang, 2023. "Eye in outer space: satellite imageries of container ports can predict world stock returns," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.
    69. Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
    70. James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
    71. Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng, 2021. "Forecasting stock returns: A time-dependent weighted least squares approach," Journal of Financial Markets, Elsevier, vol. 53(C).
    72. Gaetano Perone & Manuel A. Zambrano-Monserrate, 2025. "Forecasting of GDP Growth in the South Caucasian Countries Using Hybrid Ensemble Models," Econometrics, MDPI, vol. 13(3), pages 1-23, September.
    73. Kourentzes, Nikolaos & Barrow, Devon & Petropoulos, Fotios, 2019. "Another look at forecast selection and combination: Evidence from forecast pooling," International Journal of Production Economics, Elsevier, vol. 209(C), pages 226-235.
    74. Mekelburg, Erik & Strauss, Jack, 2024. "Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data," Journal of Empirical Finance, Elsevier, vol. 79(C).
    75. Wang, Yudong & Geng, Qianjie & Meng, Fanyi, 2019. "Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks," Energy, Elsevier, vol. 181(C), pages 815-826.
    76. Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018. "Momentum of return predictability," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 141-156.
    77. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2021. "Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach," Working Papers 202182, University of Pretoria, Department of Economics.
    78. Huang, Tao & Fildes, Robert & Soopramanien, Didier, 2019. "Forecasting retailer product sales in the presence of structural change," European Journal of Operational Research, Elsevier, vol. 279(2), pages 459-470.
    79. Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019. "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 43-58.
    80. Matsypura, Dmytro & Thompson, Ryan & Vasnev, Andrey L., 2018. "Optimal selection of expert forecasts with integer programming," Omega, Elsevier, vol. 78(C), pages 165-175.
    81. Kang, Yanfei & Cao, Wei & Petropoulos, Fotios & Li, Feng, 2022. "Forecast with forecasts: Diversity matters," European Journal of Operational Research, Elsevier, vol. 301(1), pages 180-190.
    82. Wang, Yudong & Liu, Li & Wu, Chongfeng, 2017. "Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models," Energy Economics, Elsevier, vol. 66(C), pages 337-348.
    83. Qianjie Geng & Yudong Wang, 2021. "Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 719-742, February.
    84. Aysun Kapucugil Ikiz & Gizem Halil Utma, 2023. "Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs)," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 9(1), pages 1-31, June.
    85. Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020. "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 1-24.
    86. Wei, Wei & Zhu, Dan, 2022. "Generic improvements to least squares monte carlo methods with applications to optimal stopping problems," European Journal of Operational Research, Elsevier, vol. 298(3), pages 1132-1144.
    87. Hao, Xianfeng & Zhao, Yuyang & Wang, Yudong, 2020. "Forecasting the real prices of crude oil using robust regression models with regularization constraints," Energy Economics, Elsevier, vol. 86(C).
    88. Erjiang E & Ming Yu & Xin Tian & Ye Tao, 2022. "Dynamic Model Selection Based on Demand Pattern Classification in Retail Sales Forecasting," Mathematics, MDPI, vol. 10(17), pages 1-16, September.
    89. Eraslan, Sercan & Nöller, Marvin, 2020. "Recession probabilities falling from the STARs," Discussion Papers 08/2020, Deutsche Bundesbank.
    90. Yue-Jun Zhang & Han Zhang & Rangan Gupta, 2023. "A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
    91. Pinçe, Çerağ & Turrini, Laura & Meissner, Joern, 2021. "Intermittent demand forecasting for spare parts: A Critical review," Omega, Elsevier, vol. 105(C).
    92. Petropoulos, Fotios & Spiliotis, Evangelos, 2025. "Judgmental selection of parameters for simple forecasting models," European Journal of Operational Research, Elsevier, vol. 323(3), pages 780-794.
    93. A. Ford Ramsey & Michael K. Adjemian, 2024. "Forecast combination in agricultural economics: Past, present, and the future," Applied Economic Perspectives and Policy, John Wiley & Sons, vol. 46(4), pages 1450-1478, December.
    94. George Athanasopoulos & Rob J Hyndman & Nikolaos Kourentzes & Anastasios Panagiotelis, 2023. "Forecast Reconciliation: A Review," Monash Econometrics and Business Statistics Working Papers 8/23, Monash University, Department of Econometrics and Business Statistics.
    95. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
    96. Pietro Giorgio Lovaglio, 2025. "Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 753-780, March.
    97. Juan C. Méndez-Vizcaíno & Alexander Guarin & César Anzola-Bravo & Anderson Grajales-Olarte, 2021. "Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia," Borradores de Economia 1178, Banco de la Republica de Colombia.
    98. Hongyue Guo & Haibo Kuang & Cong Sui & Lidong Wang, 2025. "On predicting ocean freight rates: a novel hybrid model of combined error evaluation and reinforcement learning," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 27(2), pages 350-372, June.
    99. Zhang, Hongwei & Zhao, Xinyi & Gao, Wang & Niu, Zibo, 2023. "The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models," Journal of Commodity Markets, Elsevier, vol. 32(C).
    100. Su, Kuangxi & Yao, Yinhong & Zheng, Chengli & Xie, Wenzhao, 2023. "A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 35-50.
    101. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "M5 accuracy competition: Results, findings, and conclusions," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1346-1364.
    102. Li Liu & Xianfeng Hao & Yudong Wang, 2024. "Solving the Forecast Combination Puzzle Using Double Shrinkages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(3), pages 714-741, June.
    103. Liu, Li & Pan, Zhiyuan, 2020. "Forecasting stock market volatility: The role of technical variables," Economic Modelling, Elsevier, vol. 84(C), pages 55-65.
    104. Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024. "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, vol. 66(5), pages 2049-2082, May.
    105. Zhang, Keyi & Gençay, Ramazan & Ege Yazgan, M., 2017. "Application of wavelet decomposition in time-series forecasting," Economics Letters, Elsevier, vol. 158(C), pages 41-46.
    106. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
    107. Malte Knüppel & Fabian Krüger, 2022. "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 23-41, January.
    108. Yu, Dan & Chen, Chuang & Wang, Yudong & Zhang, Yaojie, 2023. "Hedging pressure momentum and the predictability of oil futures returns," Economic Modelling, Elsevier, vol. 121(C).
    109. Liu, Li & Wang, Yudong & Yang, Li, 2018. "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, vol. 75(C), pages 193-205.
    110. Sebastian M. Blanc & Thomas Setzer, 2020. "Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination," Management Science, INFORMS, vol. 66(12), pages 5720-5737, December.
    111. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
    112. Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    113. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "The M5 competition: Background, organization, and implementation," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1325-1336.
    114. Zhifeng Dai & Huiting Zhou, 2020. "Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method," Sustainability, MDPI, vol. 12(2), pages 1-13, January.
    115. Marco Zanotti, 2025. "The cost of ensembling: is it always worth combining?," Working Papers 554, University of Milano-Bicocca, Department of Economics.
    116. Ekaterina Astafyeva & Marina Turuntseva, 2024. "Forecast evaluation improving using the simplest methods of individual forecasts’ combination," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 78-103.
    117. Kira Alhorn & Holger Dette & Kirsten Schorning, 2021. "Optimal Designs for Model Averaging in non-nested Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 745-778, August.
    118. Larissa Koupriouchina & Jean-Pierre van der Rest & Zvi Schwartz, 2023. "Judgmental Adjustments of Algorithmic Hotel Occupancy Forecasts: Does User Override Frequency Impact Accuracy at Different Time Horizons?," Tourism Economics, , vol. 29(8), pages 2143-2164, December.
    119. Fabian Kruger & Hendrik Plett, 2022. "Prediction intervals for economic fixed-event forecasts," Papers 2210.13562, arXiv.org, revised Mar 2024.
    120. Younker, James, 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, vol. 247(C).
    121. Li Liu & Zhiyuan Pan & Yudong Wang, 2021. "What can we learn from the return predictability over the business cycle?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 108-131, January.
    122. Shaobo Jin, 2022. "Frequentist Model Averaging in Structure Equation Model With Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 1130-1145, September.
    123. Dai, Zhifeng & Kang, Jie & Wen, Fenghua, 2021. "Predicting stock returns: A risk measurement perspective," International Review of Financial Analysis, Elsevier, vol. 74(C).
    124. Li Liu & Yudong Wang, 2021. "Forecasting aggregate market volatility: The role of good and bad uncertainties," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 40-61, January.
    125. Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025. "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202507, University of Kansas, Department of Economics.

  10. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.

    Cited by:

    1. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Other publications TiSEM 94a6f785-0395-4b35-9c57-7, Tilburg University, School of Economics and Management.
    2. Chanel, Olivier & Chichilnisky, Graciela, 2013. "Valuing life: Experimental evidence using sensitivity to rare events," Ecological Economics, Elsevier, vol. 85(C), pages 198-205.
    3. Comerford, David, 2013. "A balance of questions: what can we ask of climate change economics?," SIRE Discussion Papers 2013-12, Scottish Institute for Research in Economics (SIRE).
    4. Auke Hoekstra & Maarten Steinbuch & Geert Verbong, 2017. "Creating Agent-Based Energy Transition Management Models That Can Uncover Profitable Pathways to Climate Change Mitigation," Complexity, Hindawi, vol. 2017, pages 1-23, December.

  11. Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.

    Cited by:

    1. Christoph Hanck, 2016. "I just ran two trillion regressions," Economics Bulletin, AccessEcon, vol. 36(4), pages 2037-2042.
    2. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
    3. Chen Ray-Bing & Chen Yi-Chi & Chu Chi-Hsiang & Lee Kuo-Jung, 2017. "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-17, December.
    4. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
    5. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    6. Andros Kourtellos & Christa Marr & Chih Ming Tan, 2014. "Robust Determinants of Intergenerational Mobility in the Land of Opportunity," University of Cyprus Working Papers in Economics 07-2014, University of Cyprus Department of Economics.
    7. Sara D'Andrea, 2022. "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, CEPII research center, issue 171, pages 143-173.
    8. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2020. "Measuring the strength of the theories of government size," Empirical Economics, Springer, vol. 59(5), pages 2185-2222, November.
    9. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    10. Rolando Gonzales & Bert d'Espallier & Roy Mersland, 2021. "What drives profits in savings groups? Bayesian data mining evidence from the SAVIX database," Post-Print hal-05221036, HAL.
    11. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
    12. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  12. Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Discussion Paper 2011-004, Tilburg University, Center for Economic Research.

    Cited by:

    1. Robert K. Kaufmann & Felix Pretis, 2023. "An empirical estimate for the snow albedo feedback effect," Climatic Change, Springer, vol. 176(8), pages 1-20, August.
    2. Zanin, Luca & Marra, Giampiero, 2012. "Assessing the functional relationship between CO2 emissions and economic development using an additive mixed model approach," Economic Modelling, Elsevier, vol. 29(4), pages 1328-1337.
    3. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
    4. Peter C.B. Phillips, 2017. "Econometric Measurement of Earth's Transient Climate Sensitivity," Cowles Foundation Discussion Papers 2094, Cowles Foundation for Research in Economics, Yale University.
    5. Carolina Euán & Ying Sun & Brian J. Reich, 2022. "Statistical analysis of multi‐day solar irradiance using a threshold time series model," Environmetrics, John Wiley & Sons, Ltd., vol. 33(3), May.
    6. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
    7. Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, The University of Osaka.
    8. Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
    9. Peter C. B. Phillips, 2020. "Dynamic Panel Modeling of Climate Change," Econometrics, MDPI, vol. 8(3), pages 1-28, July.
    10. Li Chen & Jiti Gao & Farshid Vahid, 2019. "Global Temperatures and Greenhouse Gases: A Common Features Approach," Monash Econometrics and Business Statistics Working Papers 23/19, Monash University, Department of Econometrics and Business Statistics.
    11. Qiying Wang & Peter C. B. Phillips & Ying Wang, 2023. "New asymptotics applied to functional coefficient regression and climate sensitivity analysis," Cowles Foundation Discussion Papers 2365, Cowles Foundation for Research in Economics, Yale University.
    12. Boss, Konstantin & Testa, Alessandra, 2025. "What goes around comes around: The US climate-economic cycle," Journal of Macroeconomics, Elsevier, vol. 85(C).
    13. Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020. "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, vol. 214(1), pages 6-32.
    14. Alok Bhargava, 2022. "Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 178-201, January.
    15. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).
    16. Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "The effect of health benefits on climate change mitigation policies," Climatic Change, Springer, vol. 126(1), pages 229-243, September.

  13. Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Discussion Paper 2011-068, Tilburg University, Center for Economic Research.

    Cited by:

    1. Salima Douhou & Arthur Van Soest, 2013. "Explaining subjective well-being: The role of victimization, trust, health, and social norms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 52-78.
    2. Liu Xin Juan & Wu Yun Tao & Palanisamy K. Veloo & Mahadevan Supramaniam, 2022. "Using Extended TPB Models to Predict Dishonest Academic Behaviors of Undergraduates in a Chinese Public University," SAGE Open, , vol. 12(4), pages 21582440221, November.

  14. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper 2011-003, Tilburg University, Center for Economic Research.

    Cited by:

    1. Matteo Picchio & Mattia Filomena, 2021. "Retirement And Health Outcomes In A Metaanalytical Framework," Working Papers 458, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018. "Twin Deficits Revisited: a role for fiscal institutions?," Working Papers REM 2018/31, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. Quang T. T. Nguyen & Son T. B. Nguyen & Quang V. Nguyen, 2019. "Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis," JRFM, MDPI, vol. 12(3), pages 1-21, August.
    5. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    6. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    7. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  15. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.

    Cited by:

    1. Temel, Tugrul, 2011. "Estimation of a system of national accounts: implementation with mathematica," MPRA Paper 35446, University Library of Munich, Germany.

  16. De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.

    Cited by:

    1. Njamen Kengdo Arsène Aurelien & Nchofoung Tii N. & Kos A Mougnol Alice, 2023. "Determinants of Military Spending in Africa: Do Institutions Matter?," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 29(4), pages 401-440, December.
    2. Mihai Mutascu & Albert Lessoua & Nicolae Bogdan Ianc, 2024. "Public debt and inequality in Sub-Saharan Africa: the case of EMCCA and WAEMU countries," Economic Change and Restructuring, Springer, vol. 57(5), pages 1-44, October.
    3. Grover, Arti & Lall, Somik & Timmis, Jonathan, 2023. "Agglomeration economies in developing countries: A meta-analysis," Regional Science and Urban Economics, Elsevier, vol. 101(C).
    4. Campos, Nauro F. & Jarko, Fidrmuc & Iikka, Korhonen, 2017. "Business cycle synchronisation in a currency union: Taking stock of the evidence," Bank of Finland Research Discussion Papers 28/2017, Bank of Finland.
    5. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
    6. Christopher A. Hartwell & Pierre L. Siklos, 2025. "Central Bank Credibility and Institutional Resilience," International Journal of Central Banking, International Journal of Central Banking, vol. 21(4), pages 465-516, October.
    7. Akintande, Olalekan J. & Olubusoye, Olusanya E. & Adenikinju, Adeola F. & Olanrewaju, Busayo T., 2020. "Modeling the determinants of renewable energy consumption: Evidence from the five most populous nations in Africa," Energy, Elsevier, vol. 206(C).
    8. Błażejowski, Marcin & Kwiatkowski, Jacek, 2015. "Bayesian Model Averaging and Jointness Measures for gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i05).
    9. Kristin Forbes & Dennis Reinhardt & Tomasz Wieladek, 2016. "The spillovers, interactions, and (un)intended consequences of monetary and regulatory policies," Discussion Papers 44, Monetary Policy Committee Unit, Bank of England.
    10. John Nkwoma Inekwe, 2019. "The exploration of economic crises: parameter uncertainty and predictive ability," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 290-313, May.
    11. M. E. Bontempi & M. Frigeri & R. Golinelli & M. Squadrani, 2019. "Uncertainty, Perception and the Internet," Working Papers wp1134, Dipartimento Scienze Economiche, Universita' di Bologna.
    12. Picchio, Matteo & Ubaldi, Michele, 2022. "Unemployment and Health: A Meta-Analysis," IZA Discussion Papers 15433, Institute of Labor Economics (IZA).
    13. Srdelic, Leonarda & Davila-Fernandez, Marwil J., 2022. "Demographic transition and economic growth in 6-EU member states," MPRA Paper 112188, University Library of Munich, Germany.
    14. Matteo Picchio & Mattia Filomena, 2021. "Retirement And Health Outcomes In A Metaanalytical Framework," Working Papers 458, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    15. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
    16. Amar Anwar & Colin F. Mang & Sonia Plaza, 2024. "Remittances and inequality: A meta‐analytic investigation," The World Economy, Wiley Blackwell, vol. 47(6), pages 2664-2705, June.
    17. Nicolas Gavoille & Katharina Hofer, 2018. "Capital Controls and Electoral Cycles," SSE Riga/BICEPS Research Papers 5, Baltic International Centre for Economic Policy Studies (BICEPS);Stockholm School of Economics in Riga (SSE Riga).
    18. Hartwell, Christopher A., 2016. "The institutional basis of efficiency in resource-rich countries," Economic Systems, Elsevier, vol. 40(4), pages 519-538.
    19. Srdelić, Leonarda & Dávila-Fernández, Marwil J., 2024. "International trade and economic growth in Croatia," Structural Change and Economic Dynamics, Elsevier, vol. 68(C), pages 240-258.
    20. Ordeñana, Xavier & Vera-Gilces, Paúl & Zambrano-Vera, Jack & Jiménez, Alfredo, 2024. "The effect of high-growth and innovative entrepreneurship on economic growth," Journal of Business Research, Elsevier, vol. 171(C).
    21. Kiyoyasu TANAKA, 2015. "The Impact of Foreign Firms on Industrial Productivity: A Bayesian-model averaging approach," Discussion papers 15009, Research Institute of Economy, Trade and Industry (RIETI).
    22. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    23. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
    24. Butler, Alexander W. & Keefe, Michael O'Connor & Kieschnick, Robert, 2014. "Robust determinants of IPO underpricing and their implications for IPO research," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 367-383.
    25. Ostry, Jonathan D. & Estefania Flores, Julia & Furceri, Davide & Kothari, Siddharth, 2021. "Worse Than You Think: Public Debt Forecast Errors in Advanced and Developing Economies," CEPR Discussion Papers 16108, C.E.P.R. Discussion Papers.
    26. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    27. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    28. Joshua Aizenman & Yin-Wong Cheung & Hiro Ito, 2014. "International Reserves Before and After the Global Crisis: Is There No End to Hoarding?," NBER Working Papers 20386, National Bureau of Economic Research, Inc.
    29. Petr Vanek & Petr Korab, 2018. "Determinants of Deposit and Credit Euroization in Eastern Europe: A Bayesian Model Averaging Evidence," MENDELU Working Papers in Business and Economics 2018-73, Mendel University in Brno, Faculty of Business and Economics.
    30. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    31. Hagen, Tobias, 2013. "Impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial shock: Econometric analyses based on cross-country data," Economics Discussion Papers 2013-26, Kiel Institute for the World Economy (IfW Kiel).
    32. Nelson, Kelly P. & Parton, Lee C. & Brown, Zachary S., 2022. "Biofuels policy and innovation impacts: Evidence from biofuels and agricultural patent indicators," Energy Policy, Elsevier, vol. 162(C).
    33. Rahmatallah Poudineh & Tooraj Jamasb, 2013. "Determinants of Investment under Incentive Regulation: The Case of Norwegian Electricity Distribution Networks," Working Papers EPRG 1312, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    34. Di Pietro Giorgio & European Commission & IZA, 2022. "Studying abroad and earnings: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1096-1129, September.
    35. Natera, Jose Miguel & Castellacci, Fulvio, 2021. "Transformational complexity, systemic complexity and economic development," Research Policy, Elsevier, vol. 50(7).
    36. Vera-Gilces, Paul & Camino-Mogro, Segundo & Ordeñana-Rodríguez, Xavier & Cornejo-Marcos, Gino, 2020. "A look inside banking profitability: Evidence from a dollarized emerging country," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 147-166.
    37. Campos, Nauro F. & Fidrmuc, Jarko & Korhonen, Iikka, 2019. "Business cycle synchronisation and currency unions: A review of the econometric evidence using meta-analysis," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 274-283.
    38. Kanga, Désiré & Soumare, Issouf & Tchuigoua, Hubert Tchakoute, 2024. "Financial sector development and microcredit to small firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
    39. Ichiro Iwasaki & Evžen Kočenda, 2024. "Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies," Empirical Economics, Springer, vol. 66(6), pages 2659-2722, June.
    40. Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.
    41. Quang T. T. Nguyen & Son T. B. Nguyen & Quang V. Nguyen, 2019. "Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis," JRFM, MDPI, vol. 12(3), pages 1-21, August.
    42. Jaroslav Bukovina, 2017. "The attention of a society towards corporate brand name and its determinants within the information-rich economy," MENDELU Working Papers in Business and Economics 2017-71, Mendel University in Brno, Faculty of Business and Economics.
    43. Djula Borozan & Burak Pirgaip, 2025. "Does uncertainty in climate policy play a role in shaping renewable energy use? Evidence from the USA," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(1), pages 2259-2284, January.
    44. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    45. Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019. "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(2), pages 155-177.
    46. Koráb, Petr & Fidrmuc, Jarko & Dibooglu, Sel, 2023. "Growth and inflation tradeoffs of dollarization: Meta-analysis evidence," Journal of International Money and Finance, Elsevier, vol. 137(C).
    47. Mihai Mutascu & Albert Lessoua & Nicolae Bogdan Ianc, 2025. "The impact of inflation on inequality in the CEMAC and UEMOA zones of Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1893-1914, April.
    48. M. E. Bontempi & R. Golinelli & M. Squadrani, 2016. "A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?," Working Papers wp1062, Dipartimento Scienze Economiche, Universita' di Bologna.
    49. Hagen, Tobias, 2013. "Impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial stock: Econometric analyses based on cross-country data," Working Paper Series 02, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    50. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    51. Rana, Pushpendra & Chhatre, Ashwini, 2016. "Rules and Exceptions: Regulatory Challenges to Private Tree Felling in Northern India," World Development, Elsevier, vol. 77(C), pages 143-153.
    52. Tanaka, Kiyoyasu, 2015. "The impact of foreign firms on industrial productivity : evidence from Japan," IDE Discussion Papers 533, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    53. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper 88773, University Library of Munich, Germany, revised Feb 2018.
    54. Anwar, Amar & Iwasaki, Ichiro, 2022. "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series 2022-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    55. Ugur, Mehmet & Churchill, Sefa Awaworyi & Luong, Hoang M., 2020. "What do we know about R&D spillovers and productivity? Meta-analysis evidence on heterogeneity and statistical power," Research Policy, Elsevier, vol. 49(1).
    56. Sefa Awaworyi Churchill & Hoang M. Luong & Mehmet Ugur, 2022. "Does intellectual property protection deliver economic benefits? A multi‐outcome meta‐regression analysis of the evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1477-1509, December.
    57. Dimos, Christos & Pugh, Geoff & Hisarciklilar, Mehtap & Talam, Ema & Jackson, Ian, 2022. "The relative effectiveness of R&D tax credits and R&D subsidies: A comparative meta-regression analysis," Technovation, Elsevier, vol. 115(C).
    58. Gloria Crisp & Erin Doran & Nicole A. Salis Reyes, 2018. "Predicting Graduation Rates at 4-year Broad Access Institutions Using a Bayesian Modeling Approach," Research in Higher Education, Springer;Association for Institutional Research, vol. 59(2), pages 133-155, March.
    59. Hagen, Tobias & Waldeck, Stefanie, 2014. "Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer," Working Paper Series 03, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    60. Christopher Hartwell, 2015. "Après le déluge: Institutions, the Global Financial Crisis, and Bank Profitability in Transition," Open Economies Review, Springer, vol. 26(3), pages 497-524, July.
    61. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    62. Dani Rahman Hakim & Eeng Ahman & Kusnendi Kusnendi, 2023. "The effect of FDI on the host countries' employment: A meta-regression analysis," Russian Journal of Economics, ARPHA Platform, vol. 9(2), pages 158-182, July.
    63. Mathonnat, Clément & Williams, Benjamin, 2020. "Does more finance mean more inequality in times of crisis?," Economic Systems, Elsevier, vol. 44(4).
    64. Mallick, Debdulal, 2012. "The role of the elasticity of substitution in economic growth: A cross-country investigation," Labour Economics, Elsevier, vol. 19(5), pages 682-694.
    65. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    66. Amar Anwar & Ichiro Iwasaki, 2022. "Institutions and FDI from BRICS countries: a meta-analytic review," Empirical Economics, Springer, vol. 63(1), pages 417-468, July.
    67. Raza, Muhammad Qamar & Nadarajah, Mithulananthan & Ekanayake, Chandima, 2017. "Demand forecast of PV integrated bioclimatic buildings using ensemble framework," Applied Energy, Elsevier, vol. 208(C), pages 1626-1638.
    68. Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
    69. Wenming Xu & Guangdong Xu, 2016. "Truth and Robustness in Cross-country Law and Finance Regressions: A Bayesian analysis of the Empirical “Law Matters†Thesis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-6.
    70. Aiyar, Shekhar & Duval, Romain & Puy, Damien & Wu, Yiqun & Zhang, Longmei, 2018. "Growth slowdowns and the middle-income trap," Japan and the World Economy, Elsevier, vol. 48(C), pages 22-37.
    71. Daniel Homocianu & Dinu Airinei, 2022. "PCDM and PCDM4MP: New Pairwise Correlation-Based Data Mining Tools for Parallel Processing of Large Tabular Datasets," Mathematics, MDPI, vol. 10(15), pages 1-27, July.
    72. Amar Iqbal Anwar & Colin F. Mang, 2022. "Do remittances cause Dutch Disease? A meta-analytic review," Applied Economics, Taylor & Francis Journals, vol. 54(36), pages 4131-4153, August.
    73. Hagen, Tobias, 2013. "The impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial shock: Econometric analyses based on cross-country data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    74. Demena, B.A., 2021. "Effectiveness of export promotion programmes," ISS Working Papers - General Series 688, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    75. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    76. Mattia Filomena, 2024. "Unemployment Scarring Effects: An Overview and Meta-analysis of Empirical Studies," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 459-518, July.
    77. Jiménez Martínez, Mónica & Jiménez Martínez, Maribel, 2021. "Are the effects of minimum wage on the labour market the same across countries? A meta-analysis spanning a century," Economic Systems, Elsevier, vol. 45(1).
    78. Amar Anwar & Ichiro Iwasaki, 2023. "The Finance–Growth Nexus in Asia: A Meta-Analytic Approach," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(01), pages 13-48, March.
    79. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
    80. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    81. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    82. Liu Yang & Yuanqing Wang & Yujun Lian & Zhongming Guo & Yuanyuan Liu & Zhouhao Wu & Tieyue Zhang, 2022. "Key Factors, Planning Strategy and Policy for Low-Carbon Transport Development in Developing Cities of China," IJERPH, MDPI, vol. 19(21), pages 1-14, October.

  17. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.

    Cited by:

    1. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    2. Sefa Awaworyi Churchill & Hoang M. Luong & Mehmet Ugur, 2022. "Does intellectual property protection deliver economic benefits? A multi‐outcome meta‐regression analysis of the evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1477-1509, December.
    3. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  18. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Chris Muris, 2011. "Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model," ISER Discussion Paper 0825, Institute of Social and Economic Research, The University of Osaka.

    Cited by:

    1. Comerford, David, 2013. "A balance of questions: what can we ask of climate change economics?," SIRE Discussion Papers 2013-12, Scottish Institute for Research in Economics (SIRE).
    2. De Bruin, Kelly & Kiran Krishnamurthy, Chandra, 2021. "Optimal Climate Policy with Fat-tailed Uncertainty: What the Models Can Tell Us," Papers WP697, Economic and Social Research Institute (ESRI).
    3. Kame Babilla, Thierry, 2014. "Food Price Volatility implications for Trade and Monetary Policy between Nigeria and CEMAC: a Bayesian DSGE model approach," Conference papers 332525, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    4. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.

  19. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model," Discussion Paper 2010-122, Tilburg University, Center for Economic Research.

    Cited by:

    1. Aleksandar Arandjelovi'c & Pavel V. Shevchenko & Tomoko Matsui & Daisuke Murakami & Tor A. Myrvoll, 2024. "Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach," Papers 2408.09642, arXiv.org, revised Dec 2025.
    2. Stanca, Lorenzo, 2023. "Robust Bayesian choice," Mathematical Social Sciences, Elsevier, vol. 126(C), pages 94-106.
    3. David Anthoff & Richard S. J. Tol, 2021. "Testing the Dismal Theorem," CESifo Working Paper Series 8939, CESifo.
    4. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
    5. Chanel, Olivier & Chichilnisky, Graciela, 2013. "Valuing life: Experimental evidence using sensitivity to rare events," Ecological Economics, Elsevier, vol. 85(C), pages 198-205.
    6. Thijs Dekker & Rob Dellink & Janina Ketterer, 2013. "The Fatter the Tail, the Fatter the Climate Agreement - Simulating the Influence of Fat Tails in Climate Change Damages on the Success of International Climate Negotiations," CESifo Working Paper Series 4059, CESifo.
    7. Comerford, David, 2013. "A balance of questions: what can we ask of climate change economics?," SIRE Discussion Papers 2013-12, Scottish Institute for Research in Economics (SIRE).
    8. Miwaka Yamashita, 2025. "Risk Measure Examination for Large Losses," Mathematics, MDPI, vol. 13(12), pages 1-15, June.
    9. De Bruin, Kelly & Kiran Krishnamurthy, Chandra, 2021. "Optimal Climate Policy with Fat-tailed Uncertainty: What the Models Can Tell Us," Papers WP697, Economic and Social Research Institute (ESRI).
    10. Christian P. Fries & Lennart Quante, 2023. "Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing," Papers 2312.07614, arXiv.org, revised Aug 2025.
    11. Grechuk, Bogdan & Zabarankin, Michael, 2014. "Risk averse decision making under catastrophic risk," European Journal of Operational Research, Elsevier, vol. 239(1), pages 166-176.
    12. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Other publications TiSEM fddee215-edea-4800-ba72-d, Tilburg University, School of Economics and Management.
      • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Discussion Paper 2010-81, Tilburg University, Center for Economic Research.
    13. Lucas Bretschger & Alexandra Vinogradova, 2014. "Growth and Mitigation Policies with Uncertain Climate Damage," CESifo Working Paper Series 5085, CESifo.
    14. Bretschger, Lucas & Suphaphiphat, Nujin, 2014. "Effective climate policies in a dynamic North–South model," European Economic Review, Elsevier, vol. 69(C), pages 59-77.
    15. Christian Fries & Lennart Quante, 2023. "Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity," Papers 2309.16186, arXiv.org, revised Sep 2023.
    16. Buchholz, Wolfgang & Schymura, Michael, 2012. "Expected utility theory and the tyranny of catastrophic risks," Ecological Economics, Elsevier, vol. 77(C), pages 234-239.
    17. Stanca Lorenzo, 2023. "Robust Bayesian Choice," Working papers 079, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    18. Lorenzo Stanca, 2023. "Robust Bayesian Choice," Carlo Alberto Notebooks 690 JEL Classification: C, Collegio Carlo Alberto.
    19. Hwang, In Chang & Tol, Richard S.J. & Hofkes, Marjan W., 2016. "Fat-tailed risk about climate change and climate policy," Energy Policy, Elsevier, vol. 89(C), pages 25-35.
    20. In Chang Hwang & Richard S.J. Tol & Marjan W. Hofkes, 2013. "Tail-effect and the Role of Greenhouse Gas Emissions Control," Working Paper Series 6613, Department of Economics, University of Sussex Business School.
    21. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.
    22. Rob Dellink & Thijs Dekker & Janina Ketterer, 2013. "The Fatter the Tail, the Fatter the Climate Agreement," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(2), pages 277-305, October.

  20. Ji, K. & Magnus, J.R. & Wang, W., 2010. "Resource Abundance and Resource Dependence in China," Discussion Paper 2010-109, Tilburg University, Center for Economic Research.

    Cited by:

    1. Fan, Rui & Fang, Ying & Park, Sung Y., 2012. "Resource abundance and economic growth in China," China Economic Review, Elsevier, vol. 23(3), pages 704-719.
    2. Jing Ma & Young-Gyun Ahn & Min-Kyu Lee, 2022. "The Interactive Influence of Institutional Quality and Resource Dependence on Regional Economic Growth: Evidence from China’s Resource-Based Provinces," Sustainability, MDPI, vol. 14(10), pages 1-15, May.
    3. Nhabinde, Simeão & Heshmati, Almas, 2020. "The Extractive Industry's Impact on Economic Growth in SADC Countries," IZA Discussion Papers 13586, Institute of Labor Economics (IZA).
    4. Abdul HANNAN* & Hasan M. MOHSIN**, 2015. "Regional Analysis of Resource Curse Hypothesis: Evidence from Panel Data," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 25(1), pages 45-66.

  21. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Discussion Paper 2010-81, Tilburg University, Center for Economic Research.
    • Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Burr Utility," Other publications TiSEM fddee215-edea-4800-ba72-d, Tilburg University, School of Economics and Management.

    Cited by:

    1. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Other publications TiSEM 94a6f785-0395-4b35-9c57-7, Tilburg University, School of Economics and Management.
    2. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.

  22. Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, The University of Osaka.

    Cited by:

    1. Hiroaki Sakamoto, 2010. "Intergenerationally Equitable Discounting and its Implications for Climate Policy," Discussion papers e-09-004, Graduate School of Economics Project Center, Kyoto University.

  23. Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M., 2010. "Scrap Value Functions in Dynamic Decision Problems," Discussion Paper 2010-77, Tilburg University, Center for Economic Research.

    Cited by:

    1. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.

  24. Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Discussion Paper 2010-115, Tilburg University, Center for Economic Research.

    Cited by:

    1. Entorf, Horst, 2012. "Expected recidivism among young offenders: Comparing specific deterrence under juvenile and adult criminal law," European Journal of Political Economy, Elsevier, vol. 28(4), pages 414-429.
    2. Wong, Jason Chun Yu & Blankenship, Brian & Urpelainen, Johannes & Ganesan, Karthik & Bharadwaj, Kapardhi & Balani, Kanika, 2021. "Perceptions and acceptability of electricity theft: Towards better public service provision," World Development, Elsevier, vol. 140(C).
    3. Abraham, Martin & Lorek, Kerstin & Richter, Friedemann & Wrede, Matthias, 2018. "Breaking the norms: When is evading inheritance taxes socially acceptable?," European Journal of Political Economy, Elsevier, vol. 52(C), pages 85-102.
    4. Salima Douhou & Jan Magnus & Arthur Soest, 2012. "Peer Reporting and the Perception of Fairness," De Economist, Springer, vol. 160(3), pages 289-310, September.
    5. Eugene C.X. Ikejemba & Peter C. Schuur, 2018. "Analyzing the Impact of Theft and Vandalism in Relation to the Sustainability of Renewable Energy Development Projects in Sub-Saharan Africa," Sustainability, MDPI, vol. 10(3), pages 1-17, March.
    6. Friehe, Tim & Schildberg-Hörisch, Hannah, 2017. "Predicting norm enforcement: The individual and joint predictive power of economic preferences, personality, and self-control," DICE Discussion Papers 265, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    7. Christian Traxler & Joachim Winter, 2009. "Survey Evidence on Conditional Norm Enforcement," Discussion Paper Series of the Max Planck Institute for Behavioral Economics 2009_03, Max Planck Institute for Behavioral Economics.
    8. Beqiraj, Elton & Fedeli, Silvia & Giuriato, Luisa, 2020. "Policy tolerance of economic crime? An empirical analysis of the effect of counterfeiting on Italian trade," European Journal of Political Economy, Elsevier, vol. 65(C).
    9. Salima Douhou & Arthur Van Soest, 2013. "Explaining subjective well-being: The role of victimization, trust, health, and social norms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 52-78.
    10. Ahmad Saleem Tarawneh, 2018. "The Impact of Using Computer Applications Programs as a Tool in Accounting Education on the Performance of the Students of Financial Accounting Course," International Review of Management and Marketing, Econjournals, vol. 8(4), pages 56-64.

  25. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.

    Cited by:

    1. Wang, Wan-Lun & Lin, Tsung-I, 2016. "Maximum likelihood inference for the multivariate t mixture model," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 54-64.
    2. Bolano, Danilo & Berchtold, André, 2016. "General framework and model building in the class of Hidden Mixture Transition Distribution models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 131-145.
    3. Gabriele Perrone & Gabriele Soffritti, 2024. "Parsimonious Seemingly Unrelated Contaminated Normal Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 41(3), pages 533-567, November.
    4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
    5. Montanari, Angela & Viroli, Cinzia, 2011. "Maximum likelihood estimation of mixtures of factor analyzers," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2712-2723, September.
    6. Gabriele Fiorentini & Enrique Sentana, 2020. "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers wp2020_2023, CEMFI.
    7. Gabriele Soffritti, 2021. "Estimating the Covariance Matrix of the Maximum Likelihood Estimator Under Linear Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 594-625, October.
    8. Wan-Lun Wang & Tsung-I Lin, 2015. "Robust model-based clustering via mixtures of skew-t distributions with missing information," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 423-445, December.
    9. Giuliano Galimberti & Lorenzo Nuzzi & Gabriele Soffritti, 2021. "Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 235-268, March.
    10. Wang, Wan-Lun, 2015. "Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 223-235.
    11. Su, EnDer & Wen Wong, Kai, 2019. "Testing the alternative two-state options pricing models: An empirical analysis on TXO," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 101-116.
    12. Francesca Greselin & Giorgia Zaccaria, 2025. "Studying Hierarchical Latent Structures in Heterogeneous Populations with Missing Information," Journal of Classification, Springer;The Classification Society, vol. 42(2), pages 284-310, July.
    13. Zimmer, Zachary & Park, DoHwan & Mathew, Thomas, 2016. "Tolerance limits under normal mixtures: Application to the evaluation of nuclear power plant safety and to the assessment of circular error probable," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 304-315.
    14. Andrew M. Raim & Nagaraj K. Neerchal & Jorge G. Morel, 2017. "An approximation to the information matrix of exponential family finite mixtures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(2), pages 333-364, April.
    15. Melnykov, Volodymyr, 2013. "On the distribution of posterior probabilities in finite mixture models with application in clustering," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 175-189.
    16. Wan-Lun Wang & Tsung-I Lin, 2020. "Automated learning of mixtures of factor analysis models with missing information," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(4), pages 1098-1124, December.
    17. Teng Fei & John Hanfelt & Limin Peng, 2023. "Evaluating the association between latent classes and competing risks outcomes with multiphenotype data," Biometrics, The International Biometric Society, vol. 79(1), pages 488-501, March.
    18. Adrian O’Hagan & Thomas Brendan Murphy & Luca Scrucca & Isobel Claire Gormley, 2019. "Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap," Computational Statistics, Springer, vol. 34(4), pages 1779-1813, December.
    19. Ivana Malá, 2015. "Vícerozměrný pravděpodobnostní model rozdělení příjmů českých domácností [Multivariate Probability Model For Incomes of the Czech Households]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(7), pages 895-908.
    20. Strebel, Oliver, 2022. "Tutorial on the expectation maximization algorithm for mixture distributions," OSF Preprints dnm72, Center for Open Science.
    21. Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee, 2014. "Bayesian approach for mixture models with grouped data," Computational Statistics, Springer, vol. 29(5), pages 1025-1043, October.
    22. Diani, Cecilia & Galimberti, Giuliano & Soffritti, Gabriele, 2022. "Multivariate cluster-weighted models based on seemingly unrelated linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
    23. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
    24. Cheng, Ya-Shan & Peng, Chien-Yu, 2012. "Integrated Degradation Models in R Using iDEMO," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 49(i02).
    25. Kenichi Hayashi, 2018. "Asymptotic comparison of semi-supervised and supervised linear discriminant functions for heteroscedastic normal populations," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(2), pages 315-339, June.
    26. Wang, Wan-Lun, 2013. "Mixtures of common factor analyzers for high-dimensional data with missing information," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 120-133.
    27. Melnykov, Volodymyr & Zhu, Xuwen, 2018. "On model-based clustering of skewed matrix data," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 181-194.
    28. Wan-Lun Wang & Tsung-I Lin, 2022. "Robust clustering via mixtures of t factor analyzers with incomplete data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 16(3), pages 659-690, September.

  26. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research.

    Cited by:

    1. de Bromhead, Alan & Fernihough, Alan & Hargaden, Enda, 2020. "Representation of the People: Franchise Extension and the “Sinn Féin Election” in Ireland, 1918," The Journal of Economic History, Cambridge University Press, vol. 80(3), pages 886-925, September.
    2. John W. Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
    3. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    4. Rasmus Thönnessen & Erich Gundlach, 2013. "The size of human capital externalities: cross-country evidence," Public Choice, Springer, vol. 157(3), pages 671-689, December.
    5. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    6. Damien PUY, 2013. "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers ECO2013/06, European University Institute.
    7. Schneider Ulrike & Wagner Martin, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, De Gruyter, vol. 13(1), pages 71-85, February.
    8. Nicolas Gavoille & Katharina Hofer, 2018. "Capital Controls and Electoral Cycles," SSE Riga/BICEPS Research Papers 5, Baltic International Centre for Economic Policy Studies (BICEPS);Stockholm School of Economics in Riga (SSE Riga).
    9. Zareh Asatryan & Lars P. Feld, 2013. "Revisiting the Link between Growth and Federalism: A Bayesian Model Averaging Approach," CESifo Working Paper Series 4357, CESifo.
    10. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    11. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    12. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    13. Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
    14. William C. Horrace & Christopher F. Parmeter, 2014. "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers 166, Center for Policy Research, Maxwell School, Syracuse University.
    15. Petr Vanek & Petr Korab, 2018. "Determinants of Deposit and Credit Euroization in Eastern Europe: A Bayesian Model Averaging Evidence," MENDELU Working Papers in Business and Economics 2018-73, Mendel University in Brno, Faculty of Business and Economics.
    16. Hagen, Tobias, 2013. "Impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial shock: Econometric analyses based on cross-country data," Economics Discussion Papers 2013-26, Kiel Institute for the World Economy (IfW Kiel).
    17. Rahmatallah Poudineh & Tooraj Jamasb, 2013. "Determinants of Investment under Incentive Regulation: The Case of Norwegian Electricity Distribution Networks," Working Papers EPRG 1312, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    18. Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
    19. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
    20. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
    21. Pääkkönen, Jenni, 2010. "Economic freedom as driver of growth in transition," Economic Systems, Elsevier, vol. 34(4), pages 469-479, December.
    22. Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
    23. Hagen, Tobias, 2013. "Impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial stock: Econometric analyses based on cross-country data," Working Paper Series 02, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    24. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    25. Aman Ullah & Huansha Wang, 2013. "Parametric and Nonparametric Frequentist Model Selection and Model Averaging," Econometrics, MDPI, vol. 1(2), pages 1-23, September.
    26. Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    27. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
    28. Sachs, Andreas, 2010. "A Bayesian approach to determine the impact of institutions on the unemployment rate," ZEW Discussion Papers 10-058, ZEW - Leibniz Centre for European Economic Research.
    29. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper 88773, University Library of Munich, Germany, revised Feb 2018.
    30. Hagen, Tobias & Waldeck, Stefanie, 2014. "Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer," Working Paper Series 03, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    31. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    32. Enrique Moral‐Benito, 2016. "Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 584-602, April.
    33. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
    34. Aiyar, Shekhar & Duval, Romain & Puy, Damien & Wu, Yiqun & Zhang, Longmei, 2018. "Growth slowdowns and the middle-income trap," Japan and the World Economy, Elsevier, vol. 48(C), pages 22-37.
    35. Sufrauj, Shamnaaz & Schiavo, Stefano & Riccaboni, Massimo, 2014. "The Structure and Growth of World Trade, and the Role of Europe in the Global Economy," MPRA Paper 54122, University Library of Munich, Germany.
    36. Pääkkönen, Jenni, 2009. "Economic freedom as a driver for growth in transition," BOFIT Discussion Papers 1/2009, Bank of Finland Institute for Emerging Economies (BOFIT).
    37. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
    38. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  27. 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.

    Cited by:

    1. Johan Lyhagen, 2012. "A note on the representation of $${E\left({\textit{\textbf {x}}}\otimes {\textit{\textbf {xx}}}^{\prime}\right) }$$ and $${E\left({\textit{\textbf {xx}}}^{\prime }\otimes {\textit{\textbf {xx}}}^{\pri," Statistical Papers, Springer, vol. 53(3), pages 697-701, August.

  28. 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.

    Cited by:

    1. Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
    2. van Tongeren, Jan W. & Bruil, Arjan, 2022. "Projections to 2025 of the household sector within the Dutch economy," The Journal of the Economics of Ageing, Elsevier, vol. 23(C).
    3. Umed Temurshoev, 2015. "Uncertainty treatment in input-output analysis," Working Papers 2015-004, Universidad Loyola Andalucía, Department of Economics.
    4. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Other publications TiSEM 7a0ed98e-134b-4fa4-a97c-4, Tilburg University, School of Economics and Management.
    5. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
    6. Van Tongeren, J.W., 2011. "From national accounting to the design, compilation, and use of bayesian policy and analysis frameworks," Other publications TiSEM e2d6399b-fdf5-4147-b414-3, Tilburg University, School of Economics and Management.
    7. Temel, Tugrul, 2011. "Estimation of a system of national accounts: implementation with mathematica," MPRA Paper 35446, University Library of Munich, Germany.
    8. Di Fonzo, Tommaso & Girolimetto, Daniele, 2023. "Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives," International Journal of Forecasting, Elsevier, vol. 39(1), pages 39-57.

  29. 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.

    Cited by:

    1. Ishihara, Tsunehiro & Omori, Yasuhiro, 2012. "Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3674-3689.
    2. Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
    3. Trojan, Sebastian, 2014. "Multivariate Stochastic Volatility with Dynamic Cross Leverage," Economics Working Paper Series 1424, University of St. Gallen, School of Economics and Political Science.

  30. 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.

    Cited by:

    1. Cai, J., 2012. "Estimation concerning risk under extreme value conditions," Other publications TiSEM a92b089f-bc4c-41c2-b297-c, Tilburg University, School of Economics and Management.
    2. Russell Brook T. & Hogan Paul, 2018. "Analyzing dependence matrices to investigate relationships between national football league combine event performances," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 14(4), pages 201-212, December.
    3. Christina Empacher & Udo Kamps & Grigoriy Volovskiy, 2023. "Statistical Prediction of Future Sports Records Based on Record Values," Stats, MDPI, vol. 6(1), pages 1-17, January.
    4. Kebe, Malick & Nadarajah, Saralees, 2024. "Fastest marathon times achievable based on extreme value statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 652(C).
    5. Krajina, A., 2010. "An M-estimator of multivariate tail dependence," Other publications TiSEM 66518e07-db9a-4446-81be-c, Tilburg University, School of Economics and Management.
    6. M. Ivette Gomes & Armelle Guillou, 2015. "Extreme Value Theory and Statistics of Univariate Extremes: A Review," International Statistical Review, International Statistical Institute, vol. 83(2), pages 263-292, August.
    7. Daoud, Adel, 2018. "Unifying Studies of Scarcity, Abundance, and Sufficiency," Ecological Economics, Elsevier, vol. 147(C), pages 208-217.
    8. Gbari, Kock Yed Ake Samuel & Poulain, Michel & Dal, Luc & Denuit, Michel, 2016. "Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death," LIDAM Discussion Papers ISBA 2016012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    9. Ray C. Fair & Edward H. Kaplan, 2017. "Estimating Aging Effects in Running Events," Cowles Foundation Discussion Papers 2100, Cowles Foundation for Research in Economics, Yale University.
    10. Ahmed, Hanan, 2022. "Extreme value statistics using related variables," Other publications TiSEM 246f0f13-701c-4c0d-8e09-e, Tilburg University, School of Economics and Management.
    11. de Valk, Cees, 2016. "A large deviations approach to the statistics of extreme events," Other publications TiSEM 117b3ba0-0e40-4277-b25e-d, Tilburg University, School of Economics and Management.
    12. Hong En Tan & De Wen Soh & Yong Sheng Soh & Muhamad Azfar Ramli, 2021. "Derivation of train arrival timings through correlations from individual passenger farecard data," Transportation, Springer, vol. 48(6), pages 3181-3205, December.
    13. Wang, Bing Xing & Yu, Keming & Coolen, Frank P.A., 2015. "Interval estimation for proportional reversed hazard family based on lower record values," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 115-122.
    14. Kiriliouk, Anna, 2020. "Hypothesis testing for tail dependence parameters on the boundary of the parameter space," Econometrics and Statistics, Elsevier, vol. 16(C), pages 121-135.
    15. Shaul Bar-Lev, 2008. "Point and confidence interval estimates for a global maximum via extreme value theory," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(12), pages 1371-1381.

  31. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.

    Cited by:

    1. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    2. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.
    3. Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Cancho, Vicente G. & Cordeiro, Gauss M., 2010. "The log-exponentiated Weibull regression model for interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 1017-1035, April.
    4. Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Paula, Gilberto A., 2008. "Log-modified Weibull regression models with censored data: Sensitivity and residual analysis," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4021-4039, April.
    5. Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2012. "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Economics Series 294, Institute for Advanced Studies.
    6. Eric Manes, 2009. "Pakistan's Investment Climate : Laying the Foundation for Growth, Volume 2. Annexes," World Bank Publications - Reports 12411, The World Bank Group.
    7. Mayston, David, 2009. "The determinants of cumulative endogeneity bias in multivariate analysis," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1120-1136, July.
    8. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    9. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    10. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.
    11. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
    12. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    13. Cibele Russo & Reiko Aoki & Gilberto Paula, 2012. "Assessment of variance components in nonlinear mixed-effects elliptical models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 519-545, September.

  32. Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.

    Cited by:

    1. Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.

  33. Magnus, J.R., 2002. "On the sensitivity of the t-statistic," Other publications TiSEM cc3249a4-4ce5-4d34-910e-c, Tilburg University, School of Economics and Management.

    Cited by:

    1. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.

  34. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper 2002-77, Tilburg University, Center for Economic Research.

    Cited by:

    1. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
    2. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    3. Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
    4. Manganelli, Simone, 2016. "Deciding with judgment," Working Paper Series 1947, European Central Bank.
    5. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
    6. Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LLC, vol. 11(3), pages 439-459, September.
    7. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    8. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    9. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    10. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.

  35. 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.

    Cited by:

    1. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    2. Jan Magnus & Anatoly Peresetsky, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
    3. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594.
    4. Zou, Chenchen & Li, Xin & Li, Xinmin & Liang, Hua, 2025. "Asymptotic optimality of generalized cross validation and regularized Mallows model averaging," Statistics & Probability Letters, Elsevier, vol. 222(C).
    5. Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
    6. Ouysse, Rachida, 2006. "Consistent variable selection in large panels when factors are observable," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 946-984, April.
    7. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.

  36. 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.

    Cited by:

    1. Thierry Lallemand & Robert Plasman & François Rycx, 2008. "Women and Competition in Elimination Tournaments," Journal of Sports Economics, , vol. 9(1), pages 3-19, February.
    2. Netanel Nissim & Aner Sela, 2017. "The Third Place Game," Working Papers 1709, Ben-Gurion University of the Negev, Department of Economics.
    3. Pierpaolo D’Urso & Livia Giovanni & Lorenzo Federico & Vincenzina Vitale, 2025. "Network and attribute-based clustering of tennis players and tournaments," Computational Statistics, Springer, vol. 40(4), pages 1689-1712, April.
    4. Blackburn McKinley L., 2013. "Ranking the performance of tennis players: an application to women’s professional tennis," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 9(4), pages 367-378, December.
    5. Kovalchik Stephanie Ann, 2016. "Searching for the GOAT of tennis win prediction," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(3), pages 127-138, September.
    6. Uwe Sunde, 2009. "Heterogeneity and performance in tournaments: a test for incentive effects using professional tennis data," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3199-3208.
    7. Alberto Arcagni & Vincenzo Candila & Rosanna Grassi, 2023. "A new model for predicting the winner in tennis based on the eigenvector centrality," Annals of Operations Research, Springer, vol. 325(1), pages 615-632, June.
    8. McHale, Ian & Morton, Alex, 2011. "A Bradley-Terry type model for forecasting tennis match results," International Journal of Forecasting, Elsevier, vol. 27(2), pages 619-630, April.
    9. Singh, Aaditya & Scarf, Phil & Baker, Rose, 2023. "A unified theory for bivariate scores in possessive ball-sports: The case of handball," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1099-1112.
    10. Julio del Corral, 2009. "Competitive Balance and Match Uncertainty in Grand-Slam Tennis," Journal of Sports Economics, , vol. 10(6), pages 563-581, December.
    11. Silvia Montagna & Vanessa Orani & Raffaele Argiento, 2021. "Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 573-604, June.
    12. Vincenzo Candila & Lucio Palazzo, 2020. "Neural Networks and Betting Strategies for Tennis," Risks, MDPI, vol. 8(3), pages 1-19, June.
    13. del Corral, Julio & Prieto-Rodríguez, Juan, 2010. "Are differences in ranks good predictors for Grand Slam tennis matches?," International Journal of Forecasting, Elsevier, vol. 26(3), pages 551-563, July.
    14. J. James Reade & Carl Singleton & Alasdair Brown, 2019. "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers em-dp2019-18, Department of Economics, University of Reading, revised 01 Aug 2020.
    15. Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
    16. Selçuk Özaydın & Thomas Könecke, 2024. "Match-Level Uncertainty in Professional Tennis Revisited—A Novel Approach Applied for the Time Between 2010 and 2019," Journal of Sports Economics, , vol. 25(4), pages 507-532, May.
    17. M B Wright, 2009. "50 years of OR in sport," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 161-168, May.
    18. Groh, Christian & Moldovanu, Benny & Sela, Aner & Sunde, Uwe, 2012. "Optimal seedings in elimination tournaments," Munich Reprints in Economics 20441, University of Munich, Department of Economics.
    19. Lorig, Matthew & Zhou, Zhou & Zou, Bin, 2021. "Optimal bookmaking," European Journal of Operational Research, Elsevier, vol. 295(2), pages 560-574.
    20. Kovalchik, Stephanie & Reid, Machar, 2019. "A calibration method with dynamic updates for within-match forecasting of wins in tennis," International Journal of Forecasting, Elsevier, vol. 35(2), pages 756-766.
    21. Hwang, Joon Ho & Kim, Min-Su, 2015. "Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: Evidence from an exotic sports betting market," European Journal of Operational Research, Elsevier, vol. 243(1), pages 333-344.
    22. Jennifer Brown & Dylan B. Minor, 2014. "Selecting the Best? Spillover and Shadows in Elimination Tournaments," Management Science, INFORMS, vol. 60(12), pages 3087-3102, December.
    23. Boldizsár Tüű-Szabó & László T. Kóczy, 2025. "A highly accurate Mamdani fuzzy inference system for tennis match predictions," Fuzzy Optimization and Decision Making, Springer, vol. 24(1), pages 99-127, March.
    24. McHale, Ian & Morton, Alex, 2011. "A Bradley-Terry type model for forecasting tennis match results," International Journal of Forecasting, Elsevier, vol. 27(2), pages 619-630.
    25. Brown, Alasdair & Reade, J. James, 2019. "The wisdom of amateur crowds: Evidence from an online community of sports tipsters," European Journal of Operational Research, Elsevier, vol. 272(3), pages 1073-1081.
    26. Halkos, George & Tzeremes, Nickolaos, 2012. "Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach," MPRA Paper 41516, University Library of Munich, Germany.
    27. Anthony Glass & Karligash Kenjegalieva & Jason Taylor, 2015. "Game, set and match: evaluating the efficiency of male professional tennis players," Journal of Productivity Analysis, Springer, vol. 43(2), pages 119-131, April.
    28. Klaassen, Franc J.G.M. & Magnus, Jan R., 2009. "The efficiency of top agents: An analysis through service strategy in tennis," Journal of Econometrics, Elsevier, vol. 148(1), pages 72-85, January.
    29. Angelini, Giovanni & Candila, Vincenzo & De Angelis, Luca, 2022. "Weighted Elo rating for tennis match predictions," European Journal of Operational Research, Elsevier, vol. 297(1), pages 120-132.
    30. Matthew Amor & William Griffiths, 2003. "Modelling the Behaviour and Performance of Australian Football Tipsters," Department of Economics - Working Papers Series 871, The University of Melbourne.
    31. Chan Timothy C.Y. & Singal Raghav, 2018. "A Bayesian regression approach to handicapping tennis players based on a rating system," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 14(3), pages 131-141, September.
    32. Easton, Stephen & Uylangco, Katherine, 2010. "Forecasting outcomes in tennis matches using within-match betting markets," International Journal of Forecasting, Elsevier, vol. 26(3), pages 564-575, July.

  37. 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.

    Cited by:

    1. Arturas Juodis, 2014. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 14-08, Universiteit van Amsterdam, Dept. of Econometrics.
    2. Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
    3. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    4. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
    5. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    6. Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023. "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, vol. 235(2), pages 470-483.
    7. Claudio Lupi, 2005. "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, AccessEcon, vol. 3(35), pages 1-6.
    8. Abadir Karim M. & Larsson Rolf, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
    9. Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer;The Psychometric Society, vol. 73(4), pages 691-703, December.
    10. Artūras Juodis & Vasilis Sarafidis, 2018. "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
    11. Murasawa, Yasutomo, 2019. "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper 91979, University Library of Munich, Germany.
    12. Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
    13. Artūras Juodis, 2018. "Pseudo Panel Data Models With Cohort Interactive Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 47-61, January.
    14. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
    15. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper series 22_12, Rimini Centre for Economic Analysis.
    16. Dahl, Christian M. & Levine, Michael, 2006. "Nonparametric estimation of volatility models with serially dependent innovations," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2007-2016, December.
    17. Karim M. Abadir & Gabriel Talmain, 2012. "Beyond Co-Integration: Modelling Co-Movements in Macro finance," Working Paper series 25_12, Rimini Centre for Economic Analysis.
    18. Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
    19. Dahl Christian M. & Gonzalez-Rivera Gloria, 2003. "Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-35, April.
    20. Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
    21. Yasutomo Murasawa, 2014. "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, vol. 47(2), pages 495-522, September.
    22. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
    23. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    24. Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
    25. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Department of Economics.
    26. Maria Elena Garcia Reyes, 2006. "Multifactor Inequality: Substitution Effects for Income Sources in Mexico," Working Papers 31, ECINEQ, Society for the Study of Economic Inequality.
    27. Karim M Abadir, 2023. "Explicit minimal representation of variance matrices, and its implication for dynamic volatility models," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 88-104.

  38. Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.

    Cited by:

    1. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    2. Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001. "Averaging Income Distributions," Department of Economics - Working Papers Series 798, The University of Melbourne.
    3. Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J., 2001. "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Department of Economics - Working Papers Series 806, The University of Melbourne.

  39. Magnus, J.R. & Klaassen, F.J.G.M., 2000. "How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon," Other publications TiSEM 438f231d-7989-463c-a193-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Hiroo Takahashi & Tomohito Wada & Akira Maeda & Mitsuo Kodama & Hidetsugu Nishizono & Hiroshi Kurata, 2006. "The relationship between court surface and tactics in tennis using a computerized scorebook," International Journal of Performance Analysis in Sport, Taylor & Francis Journals, vol. 6(2), pages 15-25, November.
    2. Easton, Stephen & Uylangco, Katherine, 2010. "Forecasting outcomes in tennis matches using within-match betting markets," International Journal of Forecasting, Elsevier, vol. 26(3), pages 564-575, July.

  40. 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.

    Cited by:

    1. Palomino, F.A. & Rigotti, L. & Rustichini, A., 1998. "Skill, Strategy and Passion : An Empirical Analysis of Soccer," Other publications TiSEM 55db1805-5c26-402f-9c3a-e, Tilburg University, School of Economics and Management.
    2. Meier, Philippe & Flepp, Raphael & Ruedisser, Maximilian & Franck, Egon, 2020. "Separating psychological momentum from strategic momentum: Evidence from men’s professional tennis," Journal of Economic Psychology, Elsevier, vol. 78(C).
    3. 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.
    4. Philippe Meier & Maximilian Rüdisser & Raphael Flepp & Egon Franck, 2019. "Investigating the conditions for psychological momentum in the field: Evidence from men’s professional tennis," Working Papers 383, University of Zurich, Department of Business Administration (IBW).

  41. Magnus, J.R. & Morgan, M.S., 1997. "The data : A brief description," Other publications TiSEM 4bdd1a8c-adbb-4786-9fc1-b, Tilburg University, School of Economics and Management.

    Cited by:

    1. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 207-228, June.
    2. Paul Dunne & Beverly Edkins, 2005. "The demand for Food in South Africa," Working Papers 0509, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.

  42. Magnus, J.R. & Morgan, M.S., 1997. "Design of the experiment," Other publications TiSEM 8d946f6d-a95f-40de-a3a5-c, Tilburg University, School of Economics and Management.

    Cited by:

    1. Huntington-Klein, Nick & Pörtner, Claus C. & Acharya, Yubraj & Adamkovic, Matus & Adema, Joop & Agasa, Lameck Ondieki & Ahmad, Imtiaz & Akbulut-Yuksel, Mevlude & Andresen, Martin Eckhoff & Angenendt, , 2025. "The Sources of Researcher Variation in Economics," HEC Research Papers Series 1551, HEC Paris.
    2. Steve Cook, 2016. "Modern econometrics: Structuring delivery and assessment," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1152705-115, December.
    3. Ooms, M., 2008. "Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code," Serie Research Memoranda 0021, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Kelvin Balcombe, 2005. "Model Selection Using Information Criteria and Genetic Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 207-228, June.
    5. Paul Dunne & Beverly Edkins, 2005. "The demand for Food in South Africa," Working Papers 0509, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.

  43. 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.

    Cited by:

    1. Pierpaolo D’Urso & Livia Giovanni & Lorenzo Federico & Vincenzina Vitale, 2025. "Network and attribute-based clustering of tennis players and tournaments," Computational Statistics, Springer, vol. 40(4), pages 1689-1712, April.

  44. Magnus, J.R. & Morgan, M.S., 1995. "An experiment in applied econometrics," Other publications TiSEM a61c0907-aba4-4d79-9b0e-7, Tilburg University, School of Economics and Management.

    Cited by:

    1. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December.
    2. Anderson, Heather M. & Vahid, Farshid, 1998. "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, vol. 60(3), pages 291-296, September.

  45. Keuzenkamp, H.A. & Magnus, J.R., 1995. "The significance of testing in econometrics," Other publications TiSEM 8c3eaa65-433c-4cb9-a31e-a, Tilburg University, School of Economics and Management.

    Cited by:

    1. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
    2. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
    3. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
    4. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
    5. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 9fe68e51-a026-4660-b6e7-8, Tilburg University, School of Economics and Management.

  46. Fontein, P.F. & Thijssen, G.J. & Magnus, J.R. & Dijk, J., 1994. "On levies to reduce the nitrogen surplus : The case of Dutch pig farms," Other publications TiSEM 80174da5-111a-4bed-a740-8, Tilburg University, School of Economics and Management.

    Cited by:

    1. Arnberg, Soren & Hansen, Lars Garn, 2007. "The Dynamics of Farm Land Allocation - Short and Long Run Reactions in Long Micro Panel," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9978, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Christensen, Jan & Hansen, Lars Gårn, 2005. "Abatement costs of alternative tax systems to regulate agricultural nitrogen loss," MPRA Paper 44763, University Library of Munich, Germany.
    3. Silvia Teizzi, 1999. "External Effects of Agricultural Production in Italy and Environmental Accounting," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 13(4), pages 459-472, June.
    4. Hartmann, Michael & Hediger, Werner & Peter, Simon, 2007. "Reducing Nitrogen Losses From Agricultural Systems: An Integrated Economic Assessment," 47th Annual Conference, Weihenstephan, Germany, September 26-28, 2007 7583, German Association of Agricultural Economists (GEWISOLA).
    5. Halkos, George & Tzeremes, Nickolaos, 2011. "A conditional full frontier modelling for analyzing environmental efficiency and economic growth," MPRA Paper 32839, University Library of Munich, Germany.
    6. Hansen, Lars Gårn, 1999. "A Deposit-Refund System Applied to Nitrogen Emissions from Agriculture," MPRA Paper 26664, University Library of Munich, Germany.
    7. Line Block Hansen & Lars Gårn Hansen, 2012. "Can Non-point Phosphorus Emissions from Agriculture be Regulated efficiently using Input-Output Taxes?," IFRO Working Paper 2012/4, University of Copenhagen, Department of Food and Resource Economics.
    8. Polman, Nico B. P. & Thijssen, Geert J., 2002. "Combining results of different models: the case of a levy on the Dutch nitrogen surplus," Agricultural Economics, Blackwell, vol. 27(1), pages 41-49, May.
    9. Lars Hansen, 1999. "A deposit-refund system applied to non-point nitrogen emissions from agriculture," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 2(4), pages 231-247, December.
    10. Eli Feinerman & Marinus Komen, 2005. "The Use of Organic vs. Chemical Fertilizer with a Mineral Losses Tax: The Case of Dutch Arable Farmers," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 32(3), pages 367-388, November.
    11. Hartmann, M. & Hediger, W. & Peter, S., . "Reducing nitrogen losses from agricultural systems – an integrated economic assessment," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 43.

  47. Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Discussion Paper 1994-31, Tilburg University, Center for Economic Research.

    Cited by:

    1. Erling Røed Larsen, 2002. "The Political Economy of Global Warming. From Data to Decisions," Discussion Papers 322, Statistics Norway, Research Department.
    2. Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
    3. Kevin D. Hoover & Mark V. Siegler, 2005. "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics 0511018, University Library of Munich, Germany.
    4. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
    5. Jan R. Magnus, 2019. "On Using the t -Ratio as a Diagnostic," Econometrics, MDPI, vol. 7(2), pages 1-3, May.
    6. Michaelides, Michael, 2021. "Large sample size bias in empirical finance," Finance Research Letters, Elsevier, vol. 41(C).
    7. Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 527-546, November.
    8. Jae H. Kim & In Choi, 2021. "Choosing the Level of Significance: A Decision‐theoretic Approach," Abacus, Accounting Foundation, University of Sydney, vol. 57(1), pages 27-71, March.
    9. Bardsen, Gunnar & Eitrheim, Oyvind & Jansen, Eilev S. & Nymoen, Ragnar, 2005. "The Econometrics of Macroeconomic Modelling," OUP Catalogue, Oxford University Press, number 9780199246502.
    10. Jae H. Kim, 2022. "Moving to a world beyond p-value," Review of Managerial Science, Springer, vol. 16(8), pages 2467-2493, November.
    11. Jae H. Kim & Kamran Ahmed & Philip Inyeob Ji, 2018. "Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 524-546, December.
    12. Kozmenko, Olha & Kuzmenko, Olha, 2013. "Modeling the stability dynamics of Ukrainian banking system," MPRA Paper 50841, University Library of Munich, Germany.
    13. Meszaros, Sandor, 2008. "Theory testing (hypothesis testing) in agricultural economics," Studies in Agricultural Economics, Research Institute for Agricultural Economics, vol. 107, pages 1-13, March.
    14. Muhammad Ishaq Bhatti & Jae H. Kim, 2020. "Towards a New Paradigm for Statistical Evidence in the Use of p -Value," Econometrics, MDPI, vol. 9(1), pages 1-3, December.
    15. Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
    16. Kim, Jae, 2015. "How to Choose the Level of Significance: A Pedagogical Note," MPRA Paper 66373, University Library of Munich, Germany.
    17. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
    18. Thomas Mayer, 2012. "Ziliak and McClosky?s Criticisms of Significance Tests: A Damage Assessment," Working Papers 61, University of California, Davis, Department of Economics.
    19. van den Hauwe, Ludwig, 2007. "Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology," MPRA Paper 6067, University Library of Munich, Germany.
    20. Chris Doucouliagos & T.D. Stanley, 2013. "Are All Economic Facts Greatly Exaggerated? Theory Competition And Selectivity," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 316-339, April.

  48. Magnus, J.R., 1992. "On the fundamental bordered matrix of linear estimation," Other publications TiSEM 58a07a44-c048-4a11-9b7e-4, Tilburg University, School of Economics and Management.

    Cited by:

    1. van der Ploeg, F. & de Zeeuw, A.J., 1992. "A differential game of international pollution control," Other publications TiSEM 63432fbc-f558-422b-93d9-4, Tilburg University, School of Economics and Management.
    2. Baksalary, Oskar Maria & Trenkler, Götz, 2021. "On formulae for the Moore–Penrose inverse of a columnwise partitioned matrix," Applied Mathematics and Computation, Elsevier, vol. 403(C).

  49. Magnus, J.R. & Pesaran, B., 1991. "The bias of forecasts from a first-order autoregression," Other publications TiSEM 346d080a-99dc-493f-9a95-6, Tilburg University, School of Economics and Management.

    Cited by:

    1. Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
    2. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
    3. Sentana, Enrique, 2004. "Factor representing portfolios in large asset markets," Journal of Econometrics, Elsevier, vol. 119(2), pages 257-289, April.
    4. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
    5. Jurg, A.P. & Jansen, M.J.M. & Potters, J.A.M. & Tijs, S.H., 1992. "A symmetrization for finite two-person games," Other publications TiSEM 2087852e-6417-4cb5-abb1-b, Tilburg University, School of Economics and Management.

  50. Magnus, J.R. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 7e639692-03d0-4464-a966-8, Tilburg University, School of Economics and Management.

    Cited by:

    1. Neil R. Ericsson & Jaime R. Marquez, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.).
    2. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
    3. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Other publications TiSEM b0a7c823-f218-49d9-9264-e, Tilburg University, School of Economics and Management.
    4. David Hendry & Guillaume Chevillon, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers 196, University of Oxford, Department of Economics.
    5. John L. Turner, 2004. "Local to unity, long-horizon forecasting thresholds for model selection in the AR(1)," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 513-539.
    6. Bovenberg, A.L. & Goulder, L.H., 1993. "Promoting investment under international capital mobility : An intertemporal general equilibrium analysis," Other publications TiSEM 3d211075-2c03-478d-b657-7, Tilburg University, School of Economics and Management.
    7. Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
    8. Härdle, W.K. & Tsybakov, A.B., 1994. "How sensitive are average derivatives?," Other publications TiSEM 07ea66d2-29d5-4ec9-a59d-8, Tilburg University, School of Economics and Management.

  51. 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.

    Cited by:

    1. Bomhoff, E.J., 1991. "Between Price Reform and Privatization : Eastern Europe in Transition," Other publications TiSEM 8e6afe4e-3752-4fc2-8ab3-2, Tilburg University, School of Economics and Management.
    2. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    3. Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
    4. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.

  52. Magnus, J.R. & Pesaran, B., 1990. "Evaluation Of Moment Of Quadratic Forms In Normal Variables," Papers 9021, Tilburg - Center for Economic Research.

    Cited by:

    1. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.

  53. Magnus, J.R., 1990. "On certain moments relating to ratios of quadratic forms in normal variables : Further results," Other publications TiSEM ee6e9beb-1fbb-4232-9571-6, Tilburg University, School of Economics and Management.

    Cited by:

    1. Bomhoff, E.J., 1991. "Between Price Reform and Privatization : Eastern Europe in Transition," Other publications TiSEM 8e6afe4e-3752-4fc2-8ab3-2, Tilburg University, School of Economics and Management.
    2. Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
    3. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023. "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 234(S), pages 56-69.
    4. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.

  54. Magnus, J.R. & Woodland, A.D., 1990. "Separability and aggregation," Other publications TiSEM 271155a7-e737-47ef-867b-3, Tilburg University, School of Economics and Management.

    Cited by:

    1. Laisney, François, 1991. "Mikroökonometrische Untersuchung von Aggregationsproblemen: Eine partielle Übersicht," ZEW Discussion Papers 91-03, ZEW - Leibniz Centre for European Economic Research.

  55. Magnus, J.R. & Pesaran, B., 1988. "The bias of forecasts from a first-order autoregression (Revised version)," Discussion Paper 1988-2, Tilburg University, Center for Economic Research.

    Cited by:

    1. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Other publications TiSEM b0a7c823-f218-49d9-9264-e, Tilburg University, School of Economics and Management.
    2. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
    3. Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.

  56. Holly, A. & Magnus, J.R., 1988. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM 15b2886d-b0f9-4e4e-a526-9, Tilburg University, School of Economics and Management.

    Cited by:

    1. Muto, S., 1994. "On licensing policies in Bertrand competition," Other publications TiSEM ef5dd5db-f744-4695-b669-3, Tilburg University, School of Economics and Management.
    2. Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
    3. Bloemen, H.G. & Kapteyn, A.J., 1992. "The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities," Discussion Paper 1992-29, Tilburg University, Center for Economic Research.
    4. Lemmen, J.J.G. & Eijffinger, S.C.W., 1992. "The degree of financial integration in the European Community," Research Memorandum FEW 540, Tilburg University, School of Economics and Management.
    5. Nijman, T.E. & Palm, F.C., 1990. "Parameter identification in ARMA processes in the presence of regular but incomplete sampling," Other publications TiSEM 708ee84d-487f-48a4-8169-0, Tilburg University, School of Economics and Management.
    6. Verbeek, M.J.C.M., 1993. "Pseudo panel data," Other publications TiSEM a9fb068a-803b-472b-969d-2, Tilburg University, School of Economics and Management.
    7. Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
    8. Cameron McIntosh, 2014. "The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012)," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(1), pages 243-250, January.

  57. Magnus, J.R. & Woodland, A.D., 1988. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM 21cf54a1-ad57-442b-9c3d-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Wang, Jian-Xin, 2001. "Quote revision and information flow among foreign exchange dealers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 115-136, June.
    2. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
    3. Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.

  58. Hoque, A. & Magnus, J.R. & Pesaran, B., 1988. "The exact multi-period meansquare forecast error for the first-order autoregressive model," Other publications TiSEM 23060037-ac4f-4f28-8fde-4, Tilburg University, School of Economics and Management.

    Cited by:

    1. Neil R. Ericsson & Jaime R. Marquez, 1990. "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers 377, Board of Governors of the Federal Reserve System (U.S.).
    2. Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
    3. Neil R. Ericsson, 2000. "Predictable uncertainty in economic forecasting," International Finance Discussion Papers 695, Board of Governors of the Federal Reserve System (U.S.).
    4. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
    5. Zou, L., 1993. "Ownership structure and efficiency : An incentive mechanism approach," Other publications TiSEM a72a05c2-b3f2-47c7-a003-f, Tilburg University, School of Economics and Management.
    6. Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM cd65eff1-5f9e-4262-8f38-b, Tilburg University, School of Economics and Management.
    7. Hännikäinen, Jari, 2014. "Multi-step forecasting in the presence of breaks," MPRA Paper 55816, University Library of Munich, Germany.
    8. Ten Raa, M.H. & Wolff, E.N., 1992. "Secondary products and the measurement of productivity growth," Other publications TiSEM 3616dfb9-0850-4960-9542-e, Tilburg University, School of Economics and Management.
    9. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Discussion Paper 1990-19, Tilburg University, Center for Economic Research.
    10. Bennett, E. & van Damme, E.E.C., 1990. "Demand commitment bargaining : The case of apex games," Discussion Paper 1990-62, Tilburg University, Center for Economic Research.
    11. Wärneryd, K.M., 1993. "Communication, correlation and symmetry in bargaining," Other publications TiSEM 7408b47f-24e4-4268-9efb-e, Tilburg University, School of Economics and Management.
    12. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Other publications TiSEM b0a7c823-f218-49d9-9264-e, Tilburg University, School of Economics and Management.
    13. Bera, A.K. & Lee, S., 1993. "Information matrix test, parameter heterogeneity and ARCH : A synthesis," Other publications TiSEM bf71e9fe-03a8-48f0-8a72-0, Tilburg University, School of Economics and Management.
    14. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    15. Guillaume Chevillon, 2007. "Direct Multi‐Step Estimation And Forecasting," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 746-785, September.
    16. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
    17. Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
    18. Bovenberg, A.L. & Goulder, L.H., 1993. "Promoting investment under international capital mobility : An intertemporal general equilibrium analysis," Other publications TiSEM 3d211075-2c03-478d-b657-7, Tilburg University, School of Economics and Management.
    19. Barten, A.P., 1992. "The estimation of mixed demand systems," Other publications TiSEM 182f4296-e95b-4dea-aa8b-d, Tilburg University, School of Economics and Management.
    20. Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
    21. Wärneryd, K.M., 1993. "Anarchy, uncertainty, and the emergence of property rights," Other publications TiSEM 05b3fa74-a6f8-48b8-9b4c-7, Tilburg University, School of Economics and Management.

  59. Magnus, J.R. & Morgan, M.S., 1987. "The ET interview : Professor J. Tinbergen," Other publications TiSEM c9e971fe-394d-4e99-89a2-6, Tilburg University, School of Economics and Management.

    Cited by:

    1. Jackson, Emerson Abraham, 2018. "Theoretical and Methodological Context of (Post)-Modern Econometrics and Competing Philosophical Discourses for Policy Prescription," MPRA Paper 86796, University Library of Munich, Germany, revised 19 May 2018.
    2. Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM cf61fb49-7e25-4117-afa9-4, Tilburg University, School of Economics and Management.
    3. F. J. H. Don, 2019. "The Influence of Jan Tinbergen on Dutch Economic Policy," De Economist, Springer, vol. 167(3), pages 259-282, September.
    4. Rafael Galvão de Almeida, 2019. "How economics became an interventionist science (and how it ceased to be)," Textos para Discussão Cedeplar-UFMG 612, Cedeplar, Universidade Federal de Minas Gerais.
    5. John Toye, 2009. "Social knowledge and international policymaking at the World Bank," Progress in Development Studies, , vol. 9(4), pages 297-310, October.

  60. Magnus, J.R. & Woodland, A.D., 1987. "Inter-fuel substitution in Dutch manufacturing," Other publications TiSEM ac70331b-1a1e-465e-9ccc-8, Tilburg University, School of Economics and Management.

    Cited by:

    1. Liu, Kui & Bai, Hongkun & Yin, Shuo & Lin, Boqiang, 2018. "Factor substitution and decomposition of carbon intensity in China's heavy industry," Energy, Elsevier, vol. 145(C), pages 582-591.
    2. Stern, David I., 2009. "Interfuel Substitution: A Meta-Analysis," MPRA Paper 13734, University Library of Munich, Germany.
    3. Kurt Kratena & Michael Wüger, 2003. "The Role of Technology in Interfuel Substitution: A Combined Cross-Section and Time Series Approach," WIFO Working Papers 204, WIFO.
    4. Bousquet, Alain & Ladoux, Norbert, 2004. "Flexible versus Designated Technologies and Inter-Fuel Substitution," IDEI Working Papers 282, Institut d'Économie Industrielle (IDEI), Toulouse.
    5. Suho Bae, 2009. "The responses of manufacturing businesses to geographical differences in electricity prices," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 43(2), pages 453-472, June.
    6. Magnus, J.R. & Woodland, A.D., 1990. "Separability and aggregation," Other publications TiSEM 271155a7-e737-47ef-867b-3, Tilburg University, School of Economics and Management.
    7. Suthep Buranakunaporn & Edward Oczkowski, 2007. "A dynamic econometric model of Thailand manufacturing energy demand," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2261-2267.

  61. Heijmans, R.D.H. & Magnus, J.R., 1986. "Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations," Other publications TiSEM 04646078-f0bf-4fe6-80a7-3, Tilburg University, School of Economics and Management.

    Cited by:

    1. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
    2. Bonhomme, Stéphane & Denis, Angela, 2024. "Estimating heterogeneous effects: Applications to labor economics," Labour Economics, Elsevier, vol. 91(C).
    3. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    4. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    5. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
    6. Wilfried Koch, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," Working Papers hal-01526536, HAL.
    7. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
    8. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent shocks and forecasting with moving averages," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1213-1225, March.

  62. Magnus, J.R., 1986. "The exact moments of a ratio of quadratic forms in normal variables," Other publications TiSEM c6725407-ac3c-44fd-b6d1-5, Tilburg University, School of Economics and Management.

    Cited by:

    1. van der Genugten, B.B., 1991. "Density of the f-statistic in the linear model with arbitrarily normal distributed errors," Other publications TiSEM 337c9727-0c23-4e00-9193-5, Tilburg University, School of Economics and Management.
    2. Robert F. Stambaugh, 1999. "Predictive Regressions," NBER Technical Working Papers 0240, National Bureau of Economic Research, Inc.
    3. DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Ahamada Ibrahim & Boutahar Mohamed, 2012. "Power of the KPSS test against shift in variance: a further investigation," Economics Bulletin, AccessEcon, vol. 32(1), pages 854-865.
    5. Sentana, Enrique & Mencía, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
    6. Kees Jan van Garderen & H. Peter Boswijk, 2013. "Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors," UvA-Econometrics Working Papers 13-05, Universiteit van Amsterdam, Dept. of Econometrics.
    7. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    8. Sander Muns, 2019. "An iterative algorithm to bound partial moments," Computational Statistics, Springer, vol. 34(1), pages 89-122, March.
    9. Stelios Arvanitis & Antonis Demos, "undated". "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
    10. Chen, Ye & Yu, Jun, 2015. "Optimal jackknife for unit root models," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 135-142.
    11. van der Genugten, B.B., 1992. "Density of the least squares estimator in the multivariate linear model with arbitrarily normal variables," Other publications TiSEM 743bba45-e7e0-4746-a6a6-e, Tilburg University, School of Economics and Management.
    12. Ibrahim Ahamada & Mohamed Boutahar, 2010. "The power of some standard tests of stationarity against changes in the unconditional variance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00476024, HAL.
    13. Chambers, MJ, 2013. "The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending," Economics Discussion Papers 8975, University of Essex, Department of Economics.
    14. Bao, Yong & Kan, Raymond, 2013. "On the moments of ratios of quadratic forms in normal random variables," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 229-245.
    15. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Discussion Paper 1990-19, Tilburg University, Center for Economic Research.
    16. Coqueret, Guillaume & Deguest, Romain, 2024. "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, vol. 318(2), pages 686-700.
    17. van der Genugten, B.B., 1991. "Density of the f-statistic in the linear model with arbitrarily normal distributed errors," Research Memorandum FEW 500, Tilburg University, School of Economics and Management.
    18. Ernst, Philip A. & Huang, Dongzhou & Viens, Frederi G., 2023. "Yule’s “nonsense correlation” for Gaussian random walks," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 423-455.
    19. Kan, Raymond & Wang, Xiaolu, 2010. "On the distribution of the sample autocorrelation coefficients," Journal of Econometrics, Elsevier, vol. 154(2), pages 101-121, February.
    20. Guillaume Coqueret & Romain Deguest, 2024. "Unexpected opportunities in misspecified predictive regressions," Post-Print hal-04595355, HAL.
    21. Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Other publications TiSEM b0a7c823-f218-49d9-9264-e, Tilburg University, School of Economics and Management.
    22. Long Qu & Tobias Guennel & Scott L. Marshall, 2013. "Linear Score Tests for Variance Components in Linear Mixed Models and Applications to Genetic Association Studies," Biometrics, The International Biometric Society, vol. 69(4), pages 883-892, December.
    23. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Christophe Hurlin & V. Mignon, 2005. "Une Synthèse des Tests de Racine Unitaire en sur Données de Panel," Post-Print halshs-00257324, HAL.
    25. Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2012. "Testing for Granger non-causality in heterogeneous panels," Economic Modelling, Elsevier, vol. 29(4), pages 1450-1460.
    26. Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
    27. van der Genugten, B.B., 1992. "Density of the least squares estimator in the multivariate linear model with arbitrarily normal variables," Research Memorandum FEW 564, Tilburg University, School of Economics and Management.
    28. Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015. "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 188(1), pages 94-110.
    29. Javier Mencía & Enrique Sentana, 2009. "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers 0929, Banco de España.
    30. Kan, Raymond, 2008. "From moments of sum to moments of product," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 542-554, March.
    31. Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(1), pages 211-242, February.
    32. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    33. Philip Reiss & Lei Huang & Joseph Cavanaugh & Amy Roy, 2012. "Resampling-based information criteria for best-subset regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1161-1186, December.
    34. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
    35. Qu Long, 2014. "Combining dependent F-tests for robust association of quantitative traits under genetic model uncertainty," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(2), pages 123-139, April.

  63. Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.

    Cited by:

    1. de Vries, Charlotte & Desharnais, Robert A. & Caswell, Hal, 2020. "A matrix model for density-dependent selection in stage-classified populations, with application to pesticide resistance in Tribolium," Ecological Modelling, Elsevier, vol. 416(C).
    2. Anat Bracha & Donald J. Brown, 2013. "(Ir)Rational Exuberance: Optimism, Ambiguity and Risk," Cowles Foundation Discussion Papers 1898, Cowles Foundation for Research in Economics, Yale University.
    3. Alyson Raalte & Hal Caswell, 2013. "Perturbation Analysis of Indices of Lifespan Variability," Demography, Springer;Population Association of America (PAA), vol. 50(5), pages 1615-1640, October.
    4. Bruno Scalzo Dees, 2019. "Analysing Global Fixed Income Markets with Tensors," Papers 1908.02101, arXiv.org, revised Dec 2019.
    5. 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.
    6. Shuangzhe Liu & Götz Trenkler & Tõnu Kollo & Dietrich Rosen & Oskar Maria Baksalary, 2024. "Professor Heinz Neudecker and matrix differential calculus," Statistical Papers, Springer, vol. 65(4), pages 2605-2639, June.
    7. Caro-Lopera, Francisco J. & Leiva, Víctor & Balakrishnan, N., 2012. "Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 126-139, February.
    8. Hal Caswell & Nora Sánchez Gassen, 2015. "The sensitivity analysis of population projections," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 33(28), pages 801-840.
    9. van Daalen, Silke & Caswell, Hal, 2020. "Variance as a life history outcome: Sensitivity analysis of the contributions of stochasticity and heterogeneity," Ecological Modelling, Elsevier, vol. 417(C).
    10. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    11. Kano, Yutaka, 1998. "More Higher-Order Efficiency: Concentration Probability," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 349-366, November.
    12. Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
    13. Maria Gamboa & Maria Jesus Lopez-Herrero, 2020. "The Effect of Setting a Warning Vaccination Level on a Stochastic SIVS Model with Imperfect Vaccine," Mathematics, MDPI, vol. 8(7), pages 1-23, July.
    14. Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017. "Signed spillover effects building on historical decompositions," Working Papers 2017-11, University of Tasmania, Tasmanian School of Business and Economics.
    15. M. D. Braga & C. R. Nava & M. G. Zoia, 2023. "Kurtosis-based risk parity: methodology and portfolio effects," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 453-469, March.
    16. Anat Bracha & Donald Brown, 2013. "Keynesian Utilities: Bulls and Bears," Levine's Working Paper Archive 786969000000000792, David K. Levine.
    17. Caswell, Hal & Shyu, Esther, 2012. "Sensitivity analysis of periodic matrix population models," Theoretical Population Biology, Elsevier, vol. 82(4), pages 329-339.
    18. Braga, Maria Debora & Nava, Consuelo Rubina & Zoia, Maria Grazia, 2023. "Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation," Finance Research Letters, Elsevier, vol. 54(C).
    19. Chun Pong Lau, 2024. "Sensitivity Analysis for Dynamic Discrete Choice Models," Papers 2408.16330, arXiv.org.

  64. Heijmans, Risto & Magnus, Jan, 1985. "Consistent Maximum Likelihood Estimation With Dependent Observations: The General (Non-Normal) Case And The Normal Case," University of Amsterdam, Actuarial Science and Econometrics Archive 293107, University of Amsterdam, Faculty of Economics and Business.

    Cited by:

    1. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
    2. Bonhomme, Stéphane & Denis, Angela, 2024. "Estimating heterogeneous effects: Applications to labor economics," Labour Economics, Elsevier, vol. 91(C).
    3. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    4. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
    5. Wang, Jian-Xin, 2001. "Quote revision and information flow among foreign exchange dealers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 115-136, June.
    6. Kevin W. Lu, 2022. "Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 365-396, July.
    7. Timothy Conley & Francesca Molinari, 2005. "Spatial correlation robust inference with Errors in Location or Distance," CeMMAP working papers CWP10/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
    9. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    10. Wilfried Koch, 2004. "Effets de voisinage dans le modèle de Solow avec des externalités spatiales," Working Papers hal-01526536, HAL.
    11. Furrer, Reinhard, 2002. "M-Estimation for dependent random variables," Statistics & Probability Letters, Elsevier, vol. 57(4), pages 337-341, May.
    12. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.

  65. Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.

    Cited by:

    1. April Sagan & John E. Mitchell, 2021. "Low-rank factorization for rank minimization with nonconvex regularizers," Computational Optimization and Applications, Springer, vol. 79(2), pages 273-300, June.
    2. Abry, Patrice & Didier, Gustavo, 2018. "Wavelet eigenvalue regression for n-variate operator fractional Brownian motion," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 75-104.
    3. Christis Katsouris, 2021. "Optimal Portfolio Choice and Stock Centrality for Tail Risk Events," Papers 2112.12031, arXiv.org.
    4. Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022. "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, vol. 229(2), pages 363-395.
    5. Krishna Dasaratha, 2017. "Distributions of Centrality on Networks," Papers 1709.10402, arXiv.org, revised Jun 2019.
    6. Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers 13-10, Bank of Canada.
    7. Zichuan Guo & Mihai Cucuringu & Alexander Y. Shestopaloff, 2025. "Generalized Factor Neural Network Model for High-dimensional Regression," Papers 2502.11310, arXiv.org, revised Mar 2025.
    8. Broda, S. & Paolella, M.S., 2009. "Evaluating the density of ratios of noncentral quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1264-1270, February.
    9. Wiens, Douglas P., 2021. "Robust designs for dose–response studies: Model and labelling robustness," Computational Statistics & Data Analysis, Elsevier, vol. 158(C).
    10. Boneva, Lena & Linton, Oliver & Vogt, Michael, 2015. "A semiparametric model for heterogeneous panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 188(2), pages 327-345.
    11. Baringhaus, Ludwig & Gaigall, Daniel, 2017. "Hotelling’s T2 tests in paired and independent survey samples: An efficiency comparison," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 177-198.
    12. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Working Papers hal-00972868, HAL.
    14. Gregório, R.M. & Oliveira, P.R. & Alves, C.D.S., 2019. "A two-phase-like proximal point algorithm in domains of positivity," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 67-89.
    15. Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
    16. Chen, Liang, 2015. "Estimating the common break date in large factor models," Economics Letters, Elsevier, vol. 131(C), pages 70-74.
    17. Eduardo Abi Jaber & Bruno Bouchard & Camille Illand & Eduardo Abi Jaber, 2018. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Post-Print hal-01349639, HAL.
    18. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers 11/14, Institute for Fiscal Studies.
    19. Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
    20. Bystrov, Victor & di Salvatore, Antonietta, 2013. "Martingale approximation of eigenvalues for common factor representation," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 233-237.
    21. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    22. Eleonora Cavallaro & Bernardo Maggi, 2016. "State of confidence, overborrowing and the macroeconomic stabilization puzzle: a system dynamic approach," Working Papers in Public Economics 174, Department of Economics and Law, Sapienza University of Roma.
    23. David Baqaee & Emmanuel Farhi & Michael J. Mina & James H. Stock, 2020. "Reopening Scenarios," NBER Working Papers 27244, National Bureau of Economic Research, Inc.
    24. Yassine Sbai Sassi, 2023. "The Ordinary Least Eigenvalues Estimator," Papers 2304.12554, arXiv.org.
    25. Gunnar Nordén, 2004. "The Correspondence Principle and Structural Stability in Non-Maximum," Levine's Bibliography 122247000000000422, UCLA Department of Economics.
    26. Bystrov, Victor & di Salvatore, Antonietta, 2012. "Martingale approximation for common factor representation," MPRA Paper 37669, University Library of Munich, Germany.
    27. Avlant Nilsson & Joshua M. Peters & Nikolaos Meimetis & Bryan Bryson & Douglas A. Lauffenburger, 2022. "Artificial neural networks enable genome-scale simulations of intracellular signaling," Nature Communications, Nature, vol. 13(1), pages 1-16, December.
    28. Koebel, Bertrand M. & Falk, Martin & Laisney, François, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Leibniz Centre for European Economic Research.
    29. Guohua Feng & Apostolos Serletis, 2009. "Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 105-138.
    30. Cavallaro, Eleonora & Maggi, Bernardo, 2016. "State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics," Economic Modelling, Elsevier, vol. 59(C), pages 210-223.
    31. Abi Jaber, Eduardo & Bouchard, Bruno & Illand, Camille, 2019. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1726-1748.
    32. Nieuwenhuis, Herman J. & Schoonbeek, Lambert, 1997. "Stability and the structure of continuous-time economic models," Economic Modelling, Elsevier, vol. 14(3), pages 311-340, July.
    33. Johannes Jahn, 2022. "Characterizations of the Set Less Order Relation in Nonconvex Set Optimization," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 523-544, June.
    34. Maggi, Bernardo, 2017. "A technology-based countries-interaction dynamic model for the study of European growth and stability: Were there the conditions for convergence?," Technological Forecasting and Social Change, Elsevier, vol. 125(C), pages 275-288.

  66. Magnus, J & Neudecker, H, 1985. "Symmetry, 0-1 Matrices, And Jacobians: A Review," University of Amsterdam, Actuarial Science and Econometrics Archive 293083, University of Amsterdam, Faculty of Economics and Business.

    Cited by:

    1. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
    2. Deaton, Angus, 1988. "Household Behavior in Developing Countries," Center Discussion Papers 321313, Yale University, Economic Growth Center.
    3. Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2022. "Some properties of the unified skew-normal distribution," Statistical Papers, Springer, vol. 63(2), pages 461-487, April.
    4. Martha Misas Arango & Enrique López Enciso & Juana Téllez Corredor & José Fernando Escobar, 2005. "La Inflación Subyacente en Colombia: Un Enfoque de Tendencias Estocásticas Comunes Asociadas a un VEC Estructural," Borradores de Economia 324, Banco de la Republica de Colombia.
    5. Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a Multiplicative Covariance Structure," CeMMAP working papers CWP23/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
    7. D.A. Turkington, 1997. "Some results in matrix calculus and an example of their application to econometrics," Economics Discussion / Working Papers 97-07, The University of Western Australia, Department of Economics.
    8. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango, 2008. "El tipo de cambio real de equilibrio en Colombia y su desalineamiento: estimación a través de un modelo SVEC," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 12, pages 365-395, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    9. Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha, 2016. "Score test for a separable covariance structure with the first component as compound symmetric correlation matrix," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 105-124.
    10. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
    11. Eduardo Abi Jaber & Bruno Bouchard & Camille Illand & Eduardo Abi Jaber, 2018. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Post-Print hal-01349639, HAL.
    12. Linton, O. & Tang, H., 2020. "Estimation of the Kronecker Covariance Model by Quadratic Form," Cambridge Working Papers in Economics 2050, Faculty of Economics, University of Cambridge.
    13. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    14. Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers 52/16, Institute for Fiscal Studies.
    15. Albert Satorra, 1990. "Robustness issues in structural equation modeling: a review of recent developments," Quality & Quantity: International Journal of Methodology, Springer, vol. 24(4), pages 367-386, November.
    16. Stavrev, Emil & Kambourov, Gueorgui, 1999. "Share Equations versus Double Logarithmic Functions in the Estimation of Income, Own- and Cross-Price Elasticities," Transition Economics Series 7, Institute for Advanced Studies.
    17. Abi Jaber, Eduardo & Bouchard, Bruno & Illand, Camille, 2019. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1726-1748.
    18. Filipiak, Katarzyna & Klein, Daniel & Mokrzycka, Monika, 2024. "Discrepancy between structured matrices in the power analysis of a separability test," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
    19. Stavrev, Emil & Kambourov, Gueorgui, 1999. "Estimation of Income, Own- and Cross-Price Elasticities. An Application for Bulgaria," Transition Economics Series 6, Institute for Advanced Studies.
    20. Maddalena Cavicchioli, 2016. "Weak VARMA representations of regime-switching state-space models," Statistical Papers, Springer, vol. 57(3), pages 705-720, September.

  67. Magnus, J.R., 1983. "L-structured matrices and linear matrix equations," Other publications TiSEM ef9a74f0-816a-4079-8211-1, Tilburg University, School of Economics and Management.

    Cited by:

    1. Zhang, Fengxia & Wei, Musheng & Li, Ying & Zhao, Jianli, 2015. "Special least squares solutions of the quaternion matrix equation AX=B with applications," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 425-433.
    2. Zachary F. Fisher & Kenneth A. Bollen, 2020. "An Instrumental Variable Estimator for Mixed Indicators: Analytic Derivatives and Alternative Parameterizations," Psychometrika, Springer;The Psychometric Society, vol. 85(3), pages 660-683, September.
    3. Baohua Huang & Changfeng Ma, 2019. "The least squares solution of a class of generalized Sylvester-transpose matrix equations with the norm inequality constraint," Journal of Global Optimization, Springer, vol. 73(1), pages 193-221, January.

  68. Heijmans, Risto & Magnus, Jan, 1983. "On The First-Order Efficiency And Asympotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293068, University of Amsterdam, Faculty of Economics and Business.

    Cited by:

    1. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    2. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    3. Kevin W. Lu, 2022. "Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination," Statistical Inference for Stochastic Processes, Springer, vol. 25(2), pages 365-396, July.
    4. K Abadir & W Distaso, "undated". "Testing joint hypotheses when one of the alternatives is one-sided," Discussion Papers 05/13, Department of Economics, University of York.
    5. Giet, Ludovic & Lubrano, Michel, 2008. "A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2945-2965, February.
    6. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent shocks and forecasting with moving averages," Applied Economics, Taylor & Francis Journals, vol. 49(12), pages 1213-1225, March.

  69. Magnus, J.R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Other publications TiSEM 9ffb33fe-f5af-470f-b405-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
    2. Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won, 2007. "Testing for serial correlation, spatial autocorrelation and random effects using panel data," Journal of Econometrics, Elsevier, vol. 140(1), pages 5-51, September.
    3. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
    4. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006. "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, vol. 91(1), pages 138-145, April.
    5. Ming He & Kuan-Pin Lin, 2015. "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," Econometrics, MDPI, vol. 3(4), pages 1-36, November.
    6. Jalal El Ouardighi, 2002. "Dépendance spatiale sur données de panel : application à la relation Brevets-R&D au niveau régional," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(1), pages 67-86.
    7. Gagnepain, Philippe & Ivaldi, Marc, 1999. "Incentive Regulatory Policies: The Case of Public Transit Systems in France," IDEI Working Papers 84, Institut d'Économie Industrielle (IDEI), Toulouse.
    8. Philippe Gagnepain, 1998. "Structures productives de l'industrie du transport urbain et effets des schémas réglementaires," Économie et Prévision, Programme National Persée, vol. 135(4), pages 95-107.
    9. Parent, Olivier & LeSage, James P., 2011. "A space-time filter for panel data models containing random effects," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 475-490, January.
    10. Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
    11. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
    12. Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
    13. Biorn, Erik, 2004. "Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure," Journal of Econometrics, Elsevier, vol. 122(2), pages 281-291, October.
    14. Giuseppe Luca & Jan R. Magnus, 2021. "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
    15. Ye, Qianting & Liang, Huajie & Lin, Kuan-Pin & Long, Zhihe, 2019. "Hierarchically spatial autoregressive and moving average error model," Economic Modelling, Elsevier, vol. 76(C), pages 14-30.
    16. Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Australasian Meetings 338, Econometric Society.
    17. Alain Pirotte & Jean-Loup Madre, 2011. "Determinants of Urban Sprawl in France," Urban Studies, Urban Studies Journal Limited, vol. 48(13), pages 2865-2886, October.
    18. Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
    19. Platoni, Silvia & Barbieri, Laura & Moro, Daniele & Sckokai, Paolo, 2020. "Heteroscedastic stratified two-way EC models of single equations and SUR systems," Econometrics and Statistics, Elsevier, vol. 15(C), pages 46-66.
    20. Badi H. Baltagi, 2006. "Random effects and Spatial Autocorrelations with Equal Weights," Center for Policy Research Working Papers 89, Center for Policy Research, Maxwell School, Syracuse University.
    21. Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University.
    22. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
    23. Baltagi, Badi H. & Bresson, Georges, 2010. "Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris," IZA Discussion Papers 5227, Institute of Labor Economics (IZA).
    24. Luca Agnello & Ricardo M. Sousa, 2012. "How does Fiscal Consolidation Impact on Income Inequality?," Working papers 382, Banque de France.
    25. Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics.
    26. Bart J. Bronnenberg & Vijay Mahajan, 2001. "Unobserved Retailer Behavior in Multimarket Data: Joint Spatial Dependence in Market Shares and Promotion Variables," Marketing Science, INFORMS, vol. 20(3), pages 284-299, October.
    27. Miranda, Karen & Martínez Ibáñez, Oscar & Manjón Antolín, Miguel C., 2018. "A correlated random effects spatial Durbin model," Working Papers 2072/313840, Universitat Rovira i Virgili, Department of Economics.
    28. Jankiewicz, Jacek & Huderek-Glapska, Sonia, 2016. "The air transport market in Central and Eastern Europe after a decade of liberalisation – Different paths of growth," Journal of Transport Geography, Elsevier, vol. 50(C), pages 45-56.
    29. He, Ming & Lin, Kuan-Pin, 2015. "Testing spatial effects and random effects in a nested panel data model," Economics Letters, Elsevier, vol. 135(C), pages 85-91.
    30. Xiaokun Wang & Kara Kockelman, 2007. "Specification and estimation of a spatially and temporally autocorrelated seemingly unrelated regression model: application to crash rates in China," Transportation, Springer, vol. 34(3), pages 281-300, May.
    31. Olivier Evrard & Bernard Lejeune, 1998. "Coût dans le secteur de la distribution d'électricité : économies d'échelle, économies de densité et formes institutionnelles," Économie et Prévision, Programme National Persée, vol. 135(4), pages 43-56.
    32. Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2018. "Earthquake risk embedded in property prices: Evidence from five Japanese cities," Tinbergen Institute Discussion Papers 18-061/III, Tinbergen Institute.
    33. Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
    34. Raffaello Seri & Samuele Centorrino & Michele Bernasconi, 2019. "Nonparametric Estimation and Inference in Economic and Psychological Experiments," Papers 1904.11156, arXiv.org, revised Dec 2019.
    35. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.

  70. Magnus, J.R. & Neudecker, H., 1980. "The elimination matrix : Some lemmas and applications," Other publications TiSEM 0e3315d3-846c-4bc5-928e-f, Tilburg University, School of Economics and Management.

    Cited by:

    1. Turkington, Darrell A., 1998. "Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances," Journal of Econometrics, Elsevier, vol. 85(1), pages 51-74, July.
    2. Shriram Srinivasan & Nishant Panda, 2023. "What is the gradient of a scalar function of a symmetric matrix?," Indian Journal of Pure and Applied Mathematics, Springer, vol. 54(3), pages 907-919, September.
    3. Tim Bollerslev & Andrew J. Patton & Rogier Quaedvlieg, 2016. "Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions," CREATES Research Papers 2016-10, Department of Economics and Business Economics, Aarhus University.
    4. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
    5. J. Chacón & T. Duong, 2010. "Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 375-398, August.
    6. Chun-Lung Su, 2021. "Bayesian multi-way balanced nested MANOVA models with random effects and a large number of the main factor levels," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(5), pages 663-692, July.
    7. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014. "Multivariate variance ratio statistics," CeMMAP working papers CWP29/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Shuangzhe Liu & Götz Trenkler & Tõnu Kollo & Dietrich Rosen & Oskar Maria Baksalary, 2024. "Professor Heinz Neudecker and matrix differential calculus," Statistical Papers, Springer, vol. 65(4), pages 2605-2639, June.
    9. Attfield, C. L. F., 1995. "A Bartlett adjustment to the likelihood ratio test for a system of equations," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 207-223.
    10. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation for Research in Economics, Yale University.
    11. Phillips, P. C. B., 1987. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Econometric Theory, Cambridge University Press, vol. 3(1), pages 45-68, February.
    12. Armin Schwartzman, 2016. "Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices," International Statistical Review, International Statistical Institute, vol. 84(3), pages 456-486, December.
    13. Fred Espen Benth & Silvia Lavagnini, 2019. "Correlators of Polynomial Processes," Papers 1906.11320, arXiv.org, revised Apr 2021.
    14. Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers 05/25, Institute for Fiscal Studies.
    15. Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
    16. D.A. Turkington, 1997. "Some results in matrix calculus and an example of their application to econometrics," Economics Discussion / Working Papers 97-07, The University of Western Australia, Department of Economics.
    17. Eduardo Abi Jaber & Bruno Bouchard & Camille Illand & Eduardo Abi Jaber, 2018. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Post-Print hal-01349639, HAL.
    18. Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015. "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers CWP13/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
    20. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    21. Christian Gische & Manuel C. Voelkle, 2022. "Beyond the Mean: A Flexible Framework for Studying Causal Effects Using Linear Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 868-901, September.
    22. Shi, Jianhong & Bai, Xiuqin & Song, Weixing, 2020. "Nonparametric regression estimate with Berkson Laplace measurement error," Statistics & Probability Letters, Elsevier, vol. 166(C).
    23. Steven E. Pav, 2013. "Asymptotic distribution of the Markowitz portfolio," Papers 1312.0557, arXiv.org, revised Mar 2020.
    24. Mark Bognanni & Edward P. Herbst, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
    25. Sreenivasa Rao Jammalamadaka & Emanuele Taufer & Gyorgy H. Terdik, 2021. "On Multivariate Skewness and Kurtosis," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 607-644, August.
    26. Daniel J Lewis, 2021. "Identifying Shocks via Time-Varying Volatility [First Order Autoregressive Processes and Strong Mixing]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 3086-3124.
    27. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-, 1992. "Maximizing predictability in the stock and bond markets," Working papers 3450-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    28. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.
    29. Abi Jaber, Eduardo & Bouchard, Bruno & Illand, Camille, 2019. "Stochastic invariance of closed sets with non-Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 129(5), pages 1726-1748.
    30. Shanshan Hu & Yongxin Yuan, 2023. "Common Solutions to the Matrix Equations $$AX=B$$ A X = B and $$XC=D$$ X C = D on a Subspace," Journal of Optimization Theory and Applications, Springer, vol. 198(1), pages 372-386, July.
    31. Karapanagiotidis, Paul, 2012. "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper 38885, University Library of Munich, Germany.
    32. Savas Papadopoulos, 2010. "Theory and methodology for dynamic panel data: tested by simulations based on financial data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 239-253.

  71. Magnus, J.R., 1979. "The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica," Other publications TiSEM fe936fc3-c7db-4806-80b3-6, Tilburg University, School of Economics and Management.

    Cited by:

    1. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
    2. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    3. van den Berg, G., 1986. "Small-sample properties of estimators of the autocorrelation coefficient," Other publications TiSEM 03414dd6-10fa-4f48-a742-e, Tilburg University, School of Economics and Management.
    4. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
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    1. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
    2. Ryota Nozawa & Pierre-Louis Poirion & Akiko Takeda, 2025. "Zeroth-Order Random Subspace Algorithm for Non-smooth Convex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 204(3), pages 1-31, March.
    3. Ghazal, G. A., 1996. "Recurrence formula for expectations of products of quadratic forms," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 101-109, April.
    4. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    5. Bernardo M. Lagos & Pedro A. Morettin, 2004. "Improvement of the Likelihood Ratio Test Statistic in ARMA Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 83-101, January.
    6. Robert Kollmann, 2013. "Tractable latent state filtering for non-linear DSGE models using a second-order approximation," Globalization Institute Working Papers 147, Federal Reserve Bank of Dallas.
    7. Minerva Mukhopadhyay & Sourabh Bhattacharya, 2022. "Bayes factor asymptotics for variable selection in the Gaussian process framework," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 581-613, June.
    8. van den Berg, G., 1986. "Small-sample properties of estimators of the autocorrelation coefficient," Other publications TiSEM 03414dd6-10fa-4f48-a742-e, Tilburg University, School of Economics and Management.
    9. Kan, Raymond & Wang, Xiaolu, 2010. "On the distribution of the sample autocorrelation coefficients," Journal of Econometrics, Elsevier, vol. 154(2), pages 101-121, February.
    10. Kiviet, J.F. & Phillips, G.D.A., 1999. "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers 9903, University of Exeter, Department of Economics.
    11. Ayyala, Deepak Nag & Park, Junyong & Roy, Anindya, 2017. "Mean vector testing for high-dimensional dependent observations," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 136-155.
    12. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    13. Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa, 2019. "A multiple testing approach to the regularisation of large sample correlation matrices," Journal of Econometrics, Elsevier, vol. 208(2), pages 507-534.
    14. Jacobson, Tor & Larsson, Rolf, 1999. "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 203-225, August.
    15. Schott, James R., 2003. "Kronecker product permutation matrices and their application to moment matrices of the normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 177-190, October.
    16. Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(1), pages 211-242, February.
    17. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.
    18. Myrsini Katsikatsou & Irini Moustaki, 2016. "Pairwise Likelihood Ratio Tests and Model Selection Criteria for Structural Equation Models with Ordinal Variables," Psychometrika, Springer;The Psychometric Society, vol. 81(4), pages 1046-1068, December.
    19. Sneek, J.M., 1982. "Some approximations to the exact distribution of sample autocorrelations for autoregressive moving average models," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

  75. Magnus, Jan, 1977. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," University of Amsterdam, Actuarial Science and Econometrics Archive 293034, University of Amsterdam, Faculty of Economics and Business.

    Cited by:

    1. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Other publications TiSEM 01f8dc96-8313-4917-b804-2, Tilburg University, School of Economics and Management.
    2. Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
    3. van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum FEW 662, Tilburg University, School of Economics and Management.
    4. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    5. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    6. Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
    7. Jaime Martinez Martin, 2011. "General Equilibrium Long-Run Determinants for Spanish FDI: A Spatial Panel Data Approach," Working Papers 1113, BBVA Bank, Economic Research Department.
    8. Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Other publications TiSEM ec69ffa7-ec42-4ca3-910b-c, Tilburg University, School of Economics and Management.
    9. Kalwij, A.S., 1996. "Estimating the Economic Return to Schooling on the Basis of Panel Data," Discussion Paper 1996-55, Tilburg University, Center for Economic Research.
    10. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.
    11. van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Other publications TiSEM 04f52885-2820-4b2d-b1f0-b, Tilburg University, School of Economics and Management.
    12. Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Discussion Paper 2004-77, Tilburg University, Center for Economic Research.
    13. Antle, John M., 1983. "The Structure Of U.S. Agricultural Technology, 1910-1978," Working Papers 225709, University of California, Davis, Department of Agricultural and Resource Economics.
    14. Jan J. J. Groen, 2000. "New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results," Econometric Society World Congress 2000 Contributed Papers 0269, Econometric Society.
    15. Antle, John M. & Aitah, Ali S., 1984. "Egypt'S Multiproduct Agricultural Technology And Agricultural Policy," Working Papers 225790, University of California, Davis, Department of Agricultural and Resource Economics.
    16. Shew Fan Liu & Zhenlin Yang, 2015. "Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Econometrics, MDPI, vol. 3(2), pages 1-36, May.
    17. Weaver, Robert D. & Stefanou, Spiro E., 1984. "Toward A Behavioral Approach To Modelling Dynamic Production Choice Structures," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 13(2), pages 1-14, October.
    18. 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.
    19. Bilsborrow, Richard E. & Guilkey, David K., 1987. "Community and institutional influence on fertility: analytical issues," ILO Working Papers 992544533402676, International Labour Organization.
    20. Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
    21. LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    22. Anne-Sophie Krah & Zoran Nikolić & Ralf Korn, 2020. "Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies," Risks, MDPI, vol. 8(1), pages 1-79, February.
    23. Atanu Saha & Arthur Havenner & Hovav Talpaz, 1997. "Stochastic production function estimation: small sample properties of ML versus FGLS," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 459-469.
    24. Andrews, Donald W K, 1986. "A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model," Econometrica, Econometric Society, vol. 54(3), pages 687-698, May.
    25. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
    26. Palm, F.C. & Winder, C.C.A., 1986. "The stochastic life cycle consumption model : theoretical results and empirical evidence," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    27. Koning, A.J., 1999. "Goodness of fit for the constancy of a classical statistical model over time," Econometric Institute Research Papers EI 9959-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    28. Chu, Fong-Lin, 2011. "A piecewise linear approach to modeling and forecasting demand for Macau tourism," Tourism Management, Elsevier, vol. 32(6), pages 1414-1420.
    29. François Legendre, 1992. "La distribution des rendements d'échelle dans l'industrie. Une illustration à partir d'un panel de plus de 700 entreprises françaises," Revue Économique, Programme National Persée, vol. 43(1), pages 71-100.
    30. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
    31. van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Research Memorandum FEW 661, Tilburg University, School of Economics and Management.
    32. Michael J. Daniels & Robert E. Kass, 2001. "Shrinkage Estimators for Covariance Matrices," Biometrics, The International Biometric Society, vol. 57(4), pages 1173-1184, December.
    33. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, March.
    34. Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
    35. vdr Leeuw, J.L., 1997. "Maximum Likelihood Estimation of Exact ARMA Models," Other publications TiSEM a1cdd9b8-93d9-460c-a0c9-1, Tilburg University, School of Economics and Management.
    36. Antle, John M. & Aitah, Ali S., 1982. "The Structure of Rice Technology, Farmer Rationality, and Agricultural Policy in Egypt," Working Papers 233042, University of California, Davis, Agricultural Development Systems: Egypt Project.
    37. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    38. Michael Basch & Gonzalo García-Huidobro, 1997. "Costo de Capital en Segmentos Industriales: Una Estimación Robusta," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(102), pages 139-160.
    39. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
    40. A S Brandsma & R H Ketellapper, 1979. "A Biparametric Approach to Spatial Autocorrelation," Environment and Planning A, , vol. 11(1), pages 51-58, January.
    41. Anne-Sophie Krah & Zoran Nikoli'c & Ralf Korn, 2019. "Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies," Papers 1909.02182, arXiv.org.
    42. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
    43. Shin, Dong Wan & Park, Chul Gyu & Park, Taesung, 2001. "Testing for one-sided group effects in repeated measures study," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 233-247, August.

  76. Don, F & Magnus, Jan, 1977. "On the Unbiasedness of Iterated GLS Estimators," University of Amsterdam, Actuarial Science and Econometrics Archive 293048, University of Amsterdam, Faculty of Economics and Business.

    Cited by:

    1. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.

  77. Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki, "undated". "Adaptation for Mitigation," Climate Change and Sustainable Development 191000, Fondazione Eni Enrico Mattei (FEEM).

    Cited by:

    1. Marion Davin & Mouez Fodha & Thomas Seegmuller, 2019. "Pollution in a globalized world: Are debt transfers among countries a solution?," Post-Print halshs-04948653, HAL.
    2. Amigues, Jean-Pierre & Lafforgue, Gilles, 2025. "Optimal adaptation policies under a carbon budget constraint," Resource and Energy Economics, Elsevier, vol. 82(C).
    3. Alain Ayong Le Kama & Aude Pommeret, 2017. "Supplementing Domestic Mitigation and Adaptation with Emissions Reduction Abroad to Face Climate Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 875-891, December.
    4. Ralph Winkler, 2023. "On the Relationship between Adaptation and Mitigation," Diskussionsschriften dp2307, Universitaet Bern, Departement Volkswirtschaft.
    5. Natali Hritonenko & Victoria Hritonenko & Yuri Yatsenko, 2020. "Games with Adaptation and Mitigation," Games, MDPI, vol. 11(4), pages 1-16, December.

Articles

  1. Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2020. "Adaptation for Mitigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 457-484, March.
    See citations under working paper version above.
  2. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
    See citations under working paper version above.
  3. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
    See citations under working paper version above.
  4. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.

    Cited by:

    1. Beltram,Theresa & Dang,Hai-Anh H. & Sarr,Ibrahima-000535387 & Verme,Paolo, 2020. "Estimating Poverty among Refugee Populations : A Cross-Survey Imputation Exercise for Chad," Policy Research Working Paper Series 9222, The World Bank.
    2. Hai-Anh Dang & Peter Lanjouw, 2022. "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers 632, ECINEQ, Society for the Study of Economic Inequality.
    3. Deepankar Basu, 2023. "Formal Covariate Benchmarking to Bound Omitted Variable Bias," Papers 2306.10562, arXiv.org.
    4. Jan R. Magnus, 2019. "On Using the t -Ratio as a Diagnostic," Econometrics, MDPI, vol. 7(2), pages 1-3, May.
    5. Deepankar Basu, 2018. "Bias of OLS Estimators due to Exclusion of Relevant Variables and Inclusion of Irrelevant Variables," UMASS Amherst Economics Working Papers 2018-19, University of Massachusetts Amherst, Department of Economics.
    6. Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024. "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," IZA Discussion Papers 17136, Institute of Labor Economics (IZA).
    7. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 217-222, April.
    8. Dang, Hai-Anh H. & Verme, Paolo, 2019. "Estimating Poverty for Refugee Populations: Can Cross-Survey Imputation Methods Substitute for Data Scarcity?," GLO Discussion Paper Series 429, Global Labor Organization (GLO).
    9. Hai‐Anh H. Dang & Talip Kilic & Kseniya Abanokova & Calogero Carletto, 2025. "Poverty Imputation in Contexts Without Consumption Data: A Revisit With Further Refinements," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 71(1), February.
    10. Hai-Anh Dang & Paolo Verme, 2021. "Estimating Poverty for Refugees in Data-scarce Contexts: An Application of Cross-Survey Imputation," Working Papers 578, ECINEQ, Society for the Study of Economic Inequality.

  5. De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018. "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, vol. 204(1), pages 1-17.
    See citations under working paper version above.
  6. Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
    See citations under working paper version above.
  7. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.

    Cited by:

    1. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    2. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    3. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    4. Georgios Magkonis & Kalliopi‐Maria Zekente & Vasilios Logothetis, 2021. "Does the Left Spend More? An Econometric Survey of Partisan Politics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 1077-1099, August.
    5. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    6. Hongyue Guo & Haibo Kuang & Cong Sui & Lidong Wang, 2025. "On predicting ocean freight rates: a novel hybrid model of combined error evaluation and reinforcement learning," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 27(2), pages 350-372, June.
    7. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.

  8. Jan R. Magnus & Giuseppe De Luca, 2016. "Weighted-Average Least Squares (Wals): A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 30(1), pages 117-148, February.

    Cited by:

    1. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
    2. Shangwei Zhao & Jun Liao & Dalei Yu, 2020. "Model averaging estimator in ridge regression and its large sample properties," Statistical Papers, Springer, vol. 61(4), pages 1719-1739, August.
    3. Jeffrey S. Racine & Qi Li & Dalei Yu & Li Zheng, 2023. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1251-1261, October.
    4. Matteo Picchio & Mattia Filomena, 2021. "Retirement And Health Outcomes In A Metaanalytical Framework," Working Papers 458, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    5. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
    6. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
    7. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    8. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    9. Merike Kukk & Jaanika Meriküll & Tairi Rõõm, 2023. "The Gender Wealth Gap in Europe: Application of Machine Learning to Predict Individual‐level Wealth," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(2), pages 289-317, June.
    10. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.
    11. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    12. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    13. Vella, Melchior, 2023. "The relationship between the Big Five personality traits and earnings: evidence from a meta analysis," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA2/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
    14. Radchenko, Peter & Vasnev, Andrey L. & Wang, Wendun, 2023. "Too similar to combine? On negative weights in forecast combination," International Journal of Forecasting, Elsevier, vol. 39(1), pages 18-38.
    15. Giuseppe Luca & Jan R. Magnus, 2021. "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
    16. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    17. Duval, Romain & Furceri, Davide & Miethe, Jakob, 2020. "Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models," Munich Reprints in Economics 84714, University of Munich, Department of Economics.
    18. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    19. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    20. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    21. Georgios Magkonis & Kalliopi‐Maria Zekente & Vasilios Logothetis, 2021. "Does the Left Spend More? An Econometric Survey of Partisan Politics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 1077-1099, August.
    22. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    23. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
    24. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    25. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    26. Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.
    27. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    28. Askarov, Zohid & Doucouliagos, Hristos & Paldam, Martin & Stanley, T.D., 2022. "Rewarding good political behavior: US aid, democracy, and human rights," European Journal of Political Economy, Elsevier, vol. 71(C).
    29. Mattia Filomena, 2024. "Unemployment Scarring Effects: An Overview and Meta-analysis of Empirical Studies," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 459-518, July.
    30. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    31. Wei Qian & Craig A. Rolling & Gang Cheng & Yuhong Yang, 2019. "On the Forecast Combination Puzzle," Econometrics, MDPI, vol. 7(3), pages 1-26, September.
    32. Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco, 2015. "Model averaging estimation of generalized linear models with imputed covariates," Journal of Econometrics, Elsevier, vol. 184(2), pages 452-463.
    33. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.

  9. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.

    Cited by:

    1. Alexis Louaas & Pierre Picard, 2014. "Optimal Insurance For Catastrophic Risk: Theory And Application To Nuclear Corporate Liability," Working Papers hal-01097897, HAL.
    2. Alexis Louaas & Pierre Picard, 2020. "Optimal insurance coverage of low-probability catastrophic risks," Working Papers hal-02875534, HAL.
    3. Alexis Louaas & Pierre Picard, 2019. "Optimal nuclear liability insurance," Working Papers hal-01996648, HAL.
    4. Grunewald, Nicole & Klasen, Stephan & Martínez-Zarzoso, Inmaculada & Muris, Chris, 2017. "The Trade-off Between Income Inequality and Carbon Dioxide Emissions," Ecological Economics, Elsevier, vol. 142(C), pages 249-256.
    5. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
    6. Menna Hassan & Nourhan Sakr & Arthur Charpentier, 2022. "Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach," Papers 2207.01010, arXiv.org.
    7. Gebhard Geiger, 2024. "Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework," Annals of Operations Research, Springer, vol. 343(1), pages 223-261, December.
    8. Andrea Rampa, 2020. "Climate change, catastrophes and Dismal Theorem: a critical review [Klimawandel, Katastrophen und das „Dismal Theorem“: eine kritische Überprüfung]," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 40(2), pages 113-136, October.
    9. Clark, Beth & Stewart, Gavin B. & Panzone, Luca A. & Kyriazakis, Ilias & Frewer, Lynn J., 2017. "Citizens, consumers and farm animal welfare: A meta-analysis of willingness-to-pay studies," Food Policy, Elsevier, vol. 68(C), pages 112-127.
    10. Strulik, Holger, 2018. "I shouldn't eat this donut: Self-control, body weight, and health in a life cycle model," University of Göttingen Working Papers in Economics 360, University of Goettingen, Department of Economics.
    11. Alexis Louaas & Pierre Picard, 2023. "Correction to: Optimal insurance coverage of low-probability catastrophic risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(2), pages 271-271, September.

  10. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.

    Cited by:

    1. Niri, Anahita Jannesar & Poelzer, Gregory A. & Pettersson, Maria & Rosenkranz, Jan, 2025. "Evaluating battery minerals future supply through production predicting in the context of the green energy transition," Resources Policy, Elsevier, vol. 103(C).
    2. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
    3. Shi, Lei & Xu, Jia, 2023. "Capital accumulation and sustainable development in developing economies; role of natural resources development," Resources Policy, Elsevier, vol. 86(PA).
    4. Huang, Weiting & He, Jia, 2023. "Impact of energy intensity, green economy, and natural resources development to achieve sustainable economic growth in Asian countries," Resources Policy, Elsevier, vol. 84(C).

  11. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
    See citations under working paper version above.
  12. Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "The effect of health benefits on climate change mitigation policies," Climatic Change, Springer, vol. 126(1), pages 229-243, September.

    Cited by:

    1. Annabelle Workman & Grant Blashki & Kathryn J. Bowen & David J. Karoly & John Wiseman, 2018. "The Political Economy of Health Co-Benefits: Embedding Health in the Climate Change Agenda," IJERPH, MDPI, vol. 15(4), pages 1-18, April.
    2. Xiao Gong & Jianing Mi & Ruitao Yang & Rui Sun, 2018. "Chinese National Air Protection Policy Development: A Policy Network Theory Analysis," IJERPH, MDPI, vol. 15(10), pages 1-21, October.
    3. Xiao Gong & Jianing Mi & Chunyan Wei & Ruitao Yang, 2019. "Measuring Environmental and Economic Performance of Air Pollution Control for Province-Level Areas in China," IJERPH, MDPI, vol. 16(8), pages 1-19, April.
    4. Lupi, Veronica & Marsiglio, Simone, 2021. "Population growth and climate change: A dynamic integrated climate-economy-demography model," Ecological Economics, Elsevier, vol. 184(C).

  13. Kan Ji & Jan Magnus & Wendun Wang, 2014. "Natural Resources, Institutional Quality, and Economic Growth in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 57(3), pages 323-343, March.

    Cited by:

    1. Huo, Chunhui & Hameed, Javaria & Albasher, Gadah & Pang, Ming, 2023. "The impact of institutional quality, natural resources, and finance-growth on China's economic recovery: An empirical study," Resources Policy, Elsevier, vol. 83(C).
    2. Cao, Lansheng & Jin, Ding & Gu, Ming & Wang, Changyan, 2024. "Direct and indirect influence of natural resources and regional integration on green growth: Exploring the role of political risk in South Asia," Resources Policy, Elsevier, vol. 89(C).
    3. Jonathan Mukiza Peter Kansheba & Mutaju Isack Marobhe, 2022. "Institutional quality and resource-based economic sustainability: the mediation effects of resource governance," SN Business & Economics, Springer, vol. 2(2), pages 1-24, February.
    4. Kumar, Nitish, 2024. "Natural resources and economic growth: Examining the role of globalization, financial development, and digitalization in India," Resources Policy, Elsevier, vol. 97(C).
    5. Zhu, Qingyun & Sarkis, Joseph, 2016. "Green marketing and consumerism as social change in China: Analyzing the literature," International Journal of Production Economics, Elsevier, vol. 181(PB), pages 289-302.
    6. Shao, Shuai & Zhang, Yan & Tian, Zhihua & Li, Ding & Yang, Lili, 2020. "The regional Dutch disease effect within China: A spatial econometric investigation," Energy Economics, Elsevier, vol. 88(C).
    7. Xiaoyu Li & Lan Xu, 2021. "Human development associated with environmental quality in China," PLOS ONE, Public Library of Science, vol. 16(2), pages 1-21, February.
    8. Zuo, Na & Zhong, Hua, "undated". "The Effect of Resource Wealth on Regional Economic Development in China," 2019 Annual Meeting, July 21-23, Atlanta, Georgia 291114, Agricultural and Applied Economics Association.
    9. Tang, Chang & Irfan, Muhammad & Razzaq, Asif & Dagar, Vishal, 2022. "Natural resources and financial development: Role of business regulations in testing the resource-curse hypothesis in ASEAN countries," Resources Policy, Elsevier, vol. 76(C).
    10. Glawe, Linda & Wagner, Helmut, 2018. "The Deep Determinants of Economic Development in China: A Provincial Perspective," CEAMeS Discussion Paper Series 12/2018, University of Hagen, Center for East Asia Macro-economic Studies (CEAMeS), revised 2018.
    11. Marina A. Osintseva, 2022. "Influence of Oil Factor on Economic Growth in Oil-exporting Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 217-224.
    12. Magali Dauvin & David Guerreiro, 2016. "The Paradox of Plenty: A Meta-Analysis," Working Papers hal-04141596, HAL.
    13. Chandan Sharma & Ritesh Kumar Mishra, 2022. "On the Good and Bad of Natural Resource, Corruption, and Economic Growth Nexus," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 82(4), pages 889-922, August.
    14. Bin Amin, Sakib & Taghizadeh-Hesary, Farhad & Khan, Farhan & Manal Rahman, Faria, 2024. "Does technology have a lead or lag role in economic growth? The case of selected resource-rich and resource-scarce countries," Resources Policy, Elsevier, vol. 89(C).
    15. Kumar, Nitish & Kumar, Kundan, 2025. "Natural resources abundance and Income Inequality: Time series evidence from India," Research in Economics, Elsevier, vol. 79(1).
    16. Zuo, Na & Zhong, Hua, 2020. "Can resource policy reverse the resource curse? Evidence from China," Resources Policy, Elsevier, vol. 68(C).
    17. Muhamad, Goran M. & Heshmati, Almas & Khayyat, Nabaz T., 2021. "How to reduce the degree of dependency on natural resources?," Resources Policy, Elsevier, vol. 72(C).
    18. Baghdedi Sghayri, 2022. "The effect of natural resources on sustainable development: the institutional threshold," Post-Print halshs-03850152, HAL.
    19. Bu, Yan & Wang, Erda & Möst, Dominik & Lieberwirth, Martin, 2022. "How population migration affects carbon emissions in China: Factual and counterfactual scenario analysis," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
    20. Roberto Iacono, 2015. "No blessing, no curse? On the bene fits of being a resource-rich southern region of Italy," Working Papers - Economics wp2015_03.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    21. Lotfalipour, Mohammad Reza & sargolzaie, Ali & Salehnia, Narges, 2022. "Natural resources: A curse on welfare?," Resources Policy, Elsevier, vol. 79(C).
    22. Song, Xianyun & Hou, Wenwen, 2024. "Mineral resources and growth nexus in ASEAN countries: What role do trade diversification, ICT, and financial inclusion play in the resource curse spectrum?," Resources Policy, Elsevier, vol. 91(C).
    23. Lee, Chien-Chiang & He, Zhi-Wen, 2022. "Natural resources and green economic growth: An analysis based on heterogeneous growth paths," Resources Policy, Elsevier, vol. 79(C).
    24. Akalbeo, Benard, 2025. "Does the resource curse exist? Evidence from oil discovery and production in Ghana," Resources Policy, Elsevier, vol. 101(C).
    25. Cheng, Zhonghua & Li, Lianshui & Liu, Jun, 2020. "Natural resource abundance, resource industry dependence and economic green growth in China," Resources Policy, Elsevier, vol. 68(C).
    26. Xu, Jiaqi & Zhao, Jingfeng & She, Shengxiang & Liu, Wen, 2022. "Green growth, natural resources and sustainable development: Evidence from BRICS economies," Resources Policy, Elsevier, vol. 79(C).
    27. Dong-Hyeon Kim & Shu-Chin Lin, 2017. "Natural Resources and Economic Development: New Panel Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 66(2), pages 363-391, February.
    28. Dauvin, Magali & Guerreiro, David, 2017. "The Paradox of Plenty: A Meta-Analysis," World Development, Elsevier, vol. 94(C), pages 212-231.
    29. Dogan, Eyup & Altinoz, Buket & Tzeremes, Panayiotis, 2020. "The analysis of ‘Financial Resource Curse’ hypothesis for developed countries: Evidence from asymmetric effects with quantile regression," Resources Policy, Elsevier, vol. 68(C).
    30. Shahbaz, Muhammad & Destek, Mehmet Akif & Okumus, Ilyas & Sinha, Avik, 2019. "An empirical note on comparison between resource abundance and resource dependence in resource abundant countries," Resources Policy, Elsevier, vol. 60(C), pages 47-55.
    31. Zhu, Jun & Zhang, Linling, 2022. "Evolutionary game analysis of the implementation of fiscal policy in resource-based cities," Resources Policy, Elsevier, vol. 76(C).
    32. Chandan Sharma & Debdatta Pal, 2021. "Revisiting resource curse puzzle: new evidence from heterogeneous panel analysis," Applied Economics, Taylor & Francis Journals, vol. 53(8), pages 897-912, February.
    33. Aljarallah, Ruba A., 2021. "An assessment of the economic impact of natural resource rents in kingdom of Saudi Arabia," Resources Policy, Elsevier, vol. 72(C).
    34. Imelda, Foudjo Suzie & Nabil Aman, Ndikeu Njoya & Joseph, Keneck-Massil, 2024. "Do natural resources influence E-government in developing countries? Effects and transmission channels," Resources Policy, Elsevier, vol. 98(C).
    35. Ali, Adnan & Ramakrishnan, Suresh & Faisal, Faisal & Bazhair, Ayman Hassan & Sulimany, Hamid Ghazi H & Rahman, Sami Ur, 2024. "Does escaping the natural resource curse complement evading the financial resource curse too? Empirical evidence from Indonesia," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 539-555.
    36. Gao, Xinxiang & Yu, Jiawen & Pertheban, Thillai Raja & Sukumaran, Sheiladevi, 2024. "Do fintech readiness, digital trade, and mineral resources rents contribute to economic growth: Exploring the role of environmental policy stringency," Resources Policy, Elsevier, vol. 93(C).
    37. Ruba A. Aljarallah & Andrew Angus, 2020. "Dilemma of Natural Resource Abundance: A Case Study of Kuwait," SAGE Open, , vol. 10(1), pages 21582440198, January.
    38. Lyu, Yanwei & Wang, Wenqiang & Wu, You & Zhang, Jinning, 2024. "Breaking mineral resource curse through digital economy: Resource-based regions' sustainable path in the age of digitalization," Resources Policy, Elsevier, vol. 99(C).
    39. Zheng, Zhun & Lisovskiy, Alexander & Vasa, László & Strielkowski, Wadim & Yang, Yanwu, 2023. "Resources curse and sustainable development perspective: Fresh evidence from oil rich countries," Resources Policy, Elsevier, vol. 85(PA).
    40. Zhang, Yichi & Wang, Qiao & Tian, Tian & Yang, Yuan, 2022. "Volatility in natural resources, economic performance, and public administration quality: Evidence from COVID-19," Resources Policy, Elsevier, vol. 76(C).
    41. Thomas C. Kinnaman, 2023. "A New Perspective on the Natural Resource Curse," World, MDPI, vol. 4(4), pages 1-14, October.
    42. Guo, Yating & Wong, Wing-Keung & Su, Nan & Ghardallou, Wafa & Orosco Gavilán, Juan Carlos & Uyen, Pham Thi Minh & Cong, Phan The, 2023. "Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis," Resources Policy, Elsevier, vol. 85(PA).
    43. Guo, Yani & Zheng, Haixia & Zeng, Yun & Fan, Wei & Albahooth, Bayan & Bhuiyan, Rubaiyat Ahsan, 2023. "Natural resources extraction of RCEP trade bloc: Examining geopolitical risk and economic situation," Resources Policy, Elsevier, vol. 86(PB).
    44. Barrera-Santana, J. & Marrero, Gustavo A. & Ramos-Real, Francisco J., 2022. "Income, energy and the role of energy efficiency governance," Energy Economics, Elsevier, vol. 108(C).
    45. Ruba Aljarallah, 2021. "An Analysis of the Impact of Rents from Non-renewable Natural Resources and Changes in Human Capital on Institutional Quality: A Case Study of Kuwait," International Journal of Energy Economics and Policy, Econjournals, vol. 11(5), pages 224-234.
    46. Mamoudou Camara, 2023. "How do Natural Resource Abundance and Agriculture Affect Economic Growth in Guinea?," International Journal of Economics and Financial Issues, Econjournals, vol. 13(3), pages 109-116, May.
    47. Rasaki O. Kareem & Rukayat A. Arije & Amoo O. Zakariyah & Yusuf H. Avovome, 2020. "Natural Resources Endowment, Human Capital Development and Economic Growth in Nigeria," Business & Management Compass, University of Economics Varna, issue 1, pages 26-46.
    48. Mamoudou Camara, 2023. "Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(1), pages 157-179, January.
    49. Wang, Zhiwei & Huang, Yongjun, 2023. "Natural resources and trade-adjusted carbon emissions in the BRICS: The role of clean energy," Resources Policy, Elsevier, vol. 86(PA).
    50. Wang, Jia & Tian, Guixian, 2023. "Driver or a Barrier to the Economy: Natural Resources a blessing or a curse for Developed Economies?," Resources Policy, Elsevier, vol. 87(PA).
    51. Linda Glawe & Helmut Wagner, 2023. "The “Double Trap” in China—Multiple Equilibria in Institutions and Income and their Causal Relationship," Open Economies Review, Springer, vol. 34(3), pages 703-757, July.

  14. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.

    Cited by:

    1. Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    2. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015. "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 306-312.
    3. Simon Dietz & Nicoleta Anca Matei, 2016. "Spaces for Agreement: A Theory of Time-Stochastic Dominance and an Application to Climate Change," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 3(1), pages 85-130.
    4. Kine Josefine Aurland-Bredesen, 2020. "The Benefit-Cost Ratio as a Decision Criteria When Managing Catastrophes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 77(2), pages 345-363, October.
    5. Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2020. "Expected utility and catastrophic risk in a stochastic economy–climate model," Journal of Econometrics, Elsevier, vol. 214(1), pages 110-129.
    6. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
    7. Simon Dietz & Anca N. Matei, 2013. "Is there space for agreement on climate change? A non-parametric approach to policy evaluation," GRI Working Papers 136, Grantham Research Institute on Climate Change and the Environment.

  15. Salima Douhou & Jan Magnus & Arthur Soest, 2012. "Peer Reporting and the Perception of Fairness," De Economist, Springer, vol. 160(3), pages 289-310, September.
    See citations under working paper version above.
  16. Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
    See citations under working paper version above.
  17. Douhou, Salima & Magnus, Jan R. & van Soest, Arthur, 2011. "The perception of small crime," European Journal of Political Economy, Elsevier, vol. 27(4), pages 749-763.
    See citations under working paper version above.
  18. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.

    Cited by:

    1. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    2. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
    3. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    4. António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2018. "Twin Deficits Revisited: a role for fiscal institutions?," Working Papers REM 2018/31, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    5. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2019. "Model averaging estimators for the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 51(2), pages 91-103, June.
    6. Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016. "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, vol. 148(C), pages 68-71.
    7. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    8. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
    9. Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LLC, vol. 11(3), pages 439-459, September.
    10. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    11. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    12. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
    13. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016. "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1692-1752, December.
    14. Zhang, Xiaomeng & Zhang, Xinyu, 2023. "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, vol. 237(2).
    15. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
    16. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    17. Alan T. K. Wan & Shangyu Xie & Yong Zhou, 2017. "A varying coefficient approach to estimating hedonic housing price functions and their quantiles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(11), pages 1979-1999, August.
    18. Chen, Yi-Ting & Liu, Chu-An & Su, Jiun-Hua, 2025. "Bregman model averaging for forecast combination," Journal of Econometrics, Elsevier, vol. 251(C).
    19. Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
    20. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    21. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    22. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    23. Sufrauj, Shamnaaz & Schiavo, Stefano & Riccaboni, Massimo, 2014. "The Structure and Growth of World Trade, and the Role of Europe in the Global Economy," MPRA Paper 54122, University Library of Munich, Germany.
    24. Zhao, Shangwei & Ullah, Aman & Zhang, Xinyu, 2018. "A class of model averaging estimators," Economics Letters, Elsevier, vol. 162(C), pages 101-106.
    25. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    26. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.

  19. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    See citations under working paper version above.
  20. Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris, 2011. "Global Warming and Local Dimming: The Statistical Evidence," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 452-464.
    See citations under working paper version above.
  21. Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.

    Cited by:

    1. Brinkhuis, Jan, 2015. "On the use of coordinate-free matrix calculus," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 377-381.
    2. Lapo Filistrucchi & Tobias J. Klein, 2013. "Price Competition in Two-Sided Markets with Heterogeneous Consumers and Network Effects," Working Papers 13-20, NET Institute.
    3. Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
    4. D. Stephen G. Pollock, 2021. "Multidimensional Arrays, Indices and Kronecker Products," Econometrics, MDPI, vol. 9(2), pages 1-15, April.
    5. Shuangzhe Liu & Götz Trenkler & Tõnu Kollo & Dietrich Rosen & Oskar Maria Baksalary, 2024. "Professor Heinz Neudecker and matrix differential calculus," Statistical Papers, Springer, vol. 65(4), pages 2605-2639, June.
    6. Stephen Pollock, 2014. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 14/02, Division of Economics, School of Business, University of Leicester.
    7. Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
    8. Magnus, Jan R., 2024. "A gentle introduction to matrix calculus," Journal of Econometrics, Elsevier, vol. 244(1).
    9. Liu, Shuangzhe & Leiva, Víctor & Zhuang, Dan & Ma, Tiefeng & Figueroa-Zúñiga, Jorge I., 2022. "Matrix differential calculus with applications in the multivariate linear model and its diagnostics," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
    10. James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
    11. Gubhinder Kundhi & Paul Rilstone, 2020. "Simplified Matrix Methods for Multivariate Edgeworth Expansions," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(2), pages 293-326, June.
    12. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
    13. Younker, James, 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, vol. 247(C).

  22. Magnus, Jan R. & Muris, Chris, 2010. "Specification Of Variance Matrices For Panel Data Models," Econometric Theory, Cambridge University Press, vol. 26(1), pages 301-310, February.

    Cited by:

    1. Wongsa-art, Pipat & Kim, Namhyun & Xia, Yingcun & Moscone, Francesco, 2024. "Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England," Regional Science and Urban Economics, Elsevier, vol. 106(C).
    2. Badi H. Baltagi & Georges Bresson & Jean-Michel Etienne, 2025. "Two-way random effects model with serial correlation," Empirical Economics, Springer, vol. 68(5), pages 2041-2072, May.

  23. Jan Magnus & Anatoly Peresetsky, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.

    Cited by:

    1. Pavel Katyshev & Yulia Khakimova, 2012. "Ecological factors and the price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 113-123.
    2. Bobrovskaya, EV. & Polbin, A., 2023. "Econometric modeling of the demand for short-term rental housing: The case of Airbnb in Moscow," Journal of the New Economic Association, New Economic Association, vol. 59(2), pages 64-84.
    3. Ekaterina Bobrovskaya & Andrey Polbin, 2022. "Determinants of short-term rental prices in the sharing economy: The case of Airbnb in Moscow," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 5-28.
    4. Aleksandra Sidorovykh, 2015. "Estimation of effects of transport accessibility on housing prices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 43-56.
    5. Ekaterina Bobrovskaya & Andrey Polbin & Nikita Fokin, 2024. "Hedonic Price Indices for Moscow Short-Term Rental Housing," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 77-103, March.

  24. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.

    Cited by:

    1. Havranek, Tomas & Rusnak, Marek & Sokolova, Anna, 2017. "Habit formation in consumption: A meta-analysis," European Economic Review, Elsevier, vol. 95(C), pages 142-167.
    2. Njamen Kengdo Arsène Aurelien & Nchofoung Tii N. & Kos A Mougnol Alice, 2023. "Determinants of Military Spending in Africa: Do Institutions Matter?," Peace Economics, Peace Science, and Public Policy, De Gruyter, vol. 29(4), pages 401-440, December.
    3. Jesus Felipe & Matteo Lanzafame, 2018. "The PRC’s Long-Run Growth through the Lens of the Export-Led Growth Model," ADB Economics Working Paper Series 555, Asian Development Bank.
    4. Christoph Hanck, 2016. "I just ran two trillion regressions," Economics Bulletin, AccessEcon, vol. 36(4), pages 2037-2042.
    5. Ehrenbergerova, Dominika & Bajzik, Josef & Havranek, Tomas, 2021. "When Does Monetary Policy Sway House Prices? A Meta-Analysis," MetaArXiv npeqs_v1, Center for Open Science.
    6. James Rockey & Jonathan Temple, 2015. "Growth Econometrics for Agnostics and True Believers," Bristol Economics Discussion Papers 15/656, School of Economics, University of Bristol, UK.
    7. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
    8. de Bromhead, Alan & Fernihough, Alan & Hargaden, Enda, 2020. "Representation of the People: Franchise Extension and the “Sinn Féin Election” in Ireland, 1918," The Journal of Economic History, Cambridge University Press, vol. 80(3), pages 886-925, September.
    9. Mihai Mutascu & Albert Lessoua & Nicolae Bogdan Ianc, 2024. "Public debt and inequality in Sub-Saharan Africa: the case of EMCCA and WAEMU countries," Economic Change and Restructuring, Springer, vol. 57(5), pages 1-44, October.
    10. Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Damien Puy, 2015. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," IMF Working Papers 2015/127, International Monetary Fund.
    11. John W. Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
    12. Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
    13. Shida, Jakob, 2023. "Primary market demand for German government bonds," Journal of International Money and Finance, Elsevier, vol. 137(C).
    14. Mignamissi, Dieudonné & Kuete, Yselle Flora, 2020. "What Make African Happy," MPRA Paper 99016, University Library of Munich, Germany.
    15. Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    16. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    17. Fracasso, Andrea & Sartori, Martina & Schiavo, Stefano, 2014. "Determinants of virtual water flows in the Mediterranean," MPRA Paper 60500, University Library of Munich, Germany.
    18. Rasmus Thönnessen & Erich Gundlach, 2013. "The size of human capital externalities: cross-country evidence," Public Choice, Springer, vol. 157(3), pages 671-689, December.
    19. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
    20. Jorge Braga Macedo & Joaquim Oliveira Martins & João Tovar Jalles, 2021. "Globalization, Freedoms and Economic convergence: an empirical exploration of a trivariate relationship using a large panel," International Economics and Economic Policy, Springer, vol. 18(3), pages 605-629, July.
    21. Desbordes, Rodolphe & Eberhardt, Markus, 2024. "Climate change and economic prosperity: Evidence from a flexible damage function," Journal of Environmental Economics and Management, Elsevier, vol. 125(C).
    22. Matteo Lanzafame & Jesus Felipe & Noli Sotocinal & Connie Bayudan-Dacuycuy, 2016. "The Pillars of Potential Growth and the Role of Policy: A Panel Data Approach," ADB Economics Working Paper Series 482, Asian Development Bank.
    23. Simon Pierre Onana & Tanguy Lomie Mamoho, 2025. "The determinants of the distribution of the public investment budget between the decentralized territorial communities: evidence from cameroon," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 42(1), pages 339-367, April.
    24. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers 18/17, Institute for Fiscal Studies.
    25. Marcin Błażejowski & Jacek Kwiatkowski & Jakub Gazda, 2019. "Sources of Economic Growth: A Global Perspective," Sustainability, MDPI, vol. 11(1), pages 1-14, January.
    26. Yi-Ting Chen & Chu-An Liu, 2021. "Model Averaging for Asymptotically Optimal Combined Forecasts," IEAS Working Paper : academic research 21-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    27. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
    28. Bruce A. Blonigen & Jeremy Piger, 2014. "Determinants of foreign direct investment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(3), pages 775-812, August.
    29. John Nkwoma Inekwe, 2019. "The exploration of economic crises: parameter uncertainty and predictive ability," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 290-313, May.
    30. Tomas Havranek, Dominik Herman, and Zuzana Irsova, 2018. "Does Daylight Saving Save Electricity? A Meta-Analysis," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    31. M. E. Bontempi & M. Frigeri & R. Golinelli & M. Squadrani, 2019. "Uncertainty, Perception and the Internet," Working Papers wp1134, Dipartimento Scienze Economiche, Universita' di Bologna.
    32. Picchio, Matteo & Ubaldi, Michele, 2022. "Unemployment and Health: A Meta-Analysis," IZA Discussion Papers 15433, Institute of Labor Economics (IZA).
    33. Srdelic, Leonarda & Davila-Fernandez, Marwil J., 2022. "Demographic transition and economic growth in 6-EU member states," MPRA Paper 112188, University Library of Munich, Germany.
    34. Ostry, Jonathan D. & Furceri, Davide & Ganslmeier, Michael & Yang, Naihan, 2021. "Initial Output Losses from the Covid-19 Pandemic: Robust Determinants," CEPR Discussion Papers 15892, C.E.P.R. Discussion Papers.
    35. Fidora, Michael & Giordano, Claire & Schmitz, Martin, 2017. "Real exchange rate misalignments in the euro area," Working Paper Series 2108, European Central Bank.
    36. Lena Boneva & James Cloyne & Martin Weale & Tomasz Wieladek, 2020. "Firms' Price, Cost and Activity Expectations: Evidence from Micro Data," The Economic Journal, Royal Economic Society, vol. 130(627), pages 555-586.
    37. Osterloh, Steffen, 2012. "Words speak louder than actions: The impact of politics on economic performance," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 318-336.
    38. Gerda Claeskens, 2012. "Focused estimation and model averaging with penalization methods: an overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 66(3), pages 272-287, August.
    39. Matteo Picchio & Mattia Filomena, 2021. "Retirement And Health Outcomes In A Metaanalytical Framework," Working Papers 458, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    40. Damien PUY, 2013. "Institutional Investors Flows and the Geography of Contagion," Economics Working Papers ECO2013/06, European University Institute.
    41. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
    42. Amar Anwar & Colin F. Mang & Sonia Plaza, 2024. "Remittances and inequality: A meta‐analytic investigation," The World Economy, Wiley Blackwell, vol. 47(6), pages 2664-2705, June.
    43. Nicolas Gavoille & Katharina Hofer, 2018. "Capital Controls and Electoral Cycles," SSE Riga/BICEPS Research Papers 5, Baltic International Centre for Economic Policy Studies (BICEPS);Stockholm School of Economics in Riga (SSE Riga).
    44. Hartwell, Christopher A., 2016. "The institutional basis of efficiency in resource-rich countries," Economic Systems, Elsevier, vol. 40(4), pages 519-538.
    45. Srdelić, Leonarda & Dávila-Fernández, Marwil J., 2024. "International trade and economic growth in Croatia," Structural Change and Economic Dynamics, Elsevier, vol. 68(C), pages 240-258.
    46. Ordeñana, Xavier & Vera-Gilces, Paúl & Zambrano-Vera, Jack & Jiménez, Alfredo, 2024. "The effect of high-growth and innovative entrepreneurship on economic growth," Journal of Business Research, Elsevier, vol. 171(C).
    47. Kiyoyasu TANAKA, 2015. "The Impact of Foreign Firms on Industrial Productivity: A Bayesian-model averaging approach," Discussion papers 15009, Research Institute of Economy, Trade and Industry (RIETI).
    48. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    49. Chiu Adrian & Wieladek Tomasz, 2013. "Is the “Great Recession” really so different from the past?," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1037-1084, October.
    50. Butler, Alexander W. & Keefe, Michael O'Connor & Kieschnick, Robert, 2014. "Robust determinants of IPO underpricing and their implications for IPO research," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 367-383.
    51. Zareh Asatryan & Lars P. Feld, 2013. "Revisiting the Link between Growth and Federalism: A Bayesian Model Averaging Approach," CESifo Working Paper Series 4357, CESifo.
    52. Baele, L.T.M. & De Bruyckere, Valerie & De Jonghe, O.G. & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Other publications TiSEM 64ca79ee-d480-4d66-a8b6-a, Tilburg University, School of Economics and Management.
    53. António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    54. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    55. Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
    56. Irfan Cercil & Cem Ali Gokcen & Sule Senel Tabak, 2024. "Insights into Auction Dynamics: Exploring Drivers of Market Demand in Turkish Government Domestic Bond Auctions," CBT Research Notes in Economics 2409, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    57. Johansson, Anders C. & Wang, Xun, 2015. "Financial Liberalization and Urbanization," Stockholm School of Economics Asia Working Paper Series 2015-35, Stockholm School of Economics, Stockholm China Economic Research Institute.
    58. Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
    59. Paul Beaudry & Tim Willems, 2022. "On the Macroeconomic Consequences of Over-Optimism," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(1), pages 38-59, January.
    60. William C. Horrace & Christopher F. Parmeter, 2014. "A Laplace Stochastic Frontier Model," Center for Policy Research Working Papers 166, Center for Policy Research, Maxwell School, Syracuse University.
    61. Sheriff, Glenn, 2016. "Burden Sharing Under the Paris Climate Agreement," National Center for Environmental Economics-NCEE Working Papers 280934, United States Environmental Protection Agency (EPA).
    62. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2019. "Model averaging estimators for the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 51(2), pages 91-103, June.
    63. Petr Vanek & Petr Korab, 2018. "Determinants of Deposit and Credit Euroization in Eastern Europe: A Bayesian Model Averaging Evidence," MENDELU Working Papers in Business and Economics 2018-73, Mendel University in Brno, Faculty of Business and Economics.
    64. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    65. Hagen, Tobias, 2013. "Impact of national financial regulation on macroeconomic and fiscal performance after the 2007 financial shock: Econometric analyses based on cross-country data," Economics Discussion Papers 2013-26, Kiel Institute for the World Economy (IfW Kiel).
    66. Florian Hälg & Jan-Egbert Sturm & Niklas Potrafke, 2020. "Determinants of social expenditure in OECD countries," KOF Working papers 20-475, KOF Swiss Economic Institute, ETH Zurich.
    67. Claire Giordano, 2023. "Revisiting the real exchange rate misalignment‐economic growth nexus via the across‐sector misallocation channel," Review of International Economics, Wiley Blackwell, vol. 31(4), pages 1329-1384, September.
    68. Pablo Bra~nas-Garza & Lorenzo Ductor & Jarom'ir Kov'ar'ik, 2022. "The role of unobservable characteristics in friendship network formation," Papers 2206.13641, arXiv.org.
    69. Nicolas End, 2020. "Rousseau's social contract or Machiavelli's virtue? A measure of fiscal credibility," AMSE Working Papers 2042, Aix-Marseille School of Economics, France.
    70. Nelson, Kelly P. & Parton, Lee C. & Brown, Zachary S., 2022. "Biofuels policy and innovation impacts: Evidence from biofuels and agricultural patent indicators," Energy Policy, Elsevier, vol. 162(C).
    71. Puy, Damien, 2016. "Mutual funds flows and the geography of contagion," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 73-93.
    72. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    73. Rahmatallah Poudineh & Tooraj Jamasb, 2013. "Determinants of Investment under Incentive Regulation: The Case of Norwegian Electricity Distribution Networks," Working Papers EPRG 1312, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
    74. Carlos Aller & Lorenzo Ductor & Daryna Grechyna, 2020. "Robust Determinants of CO2 Emissions," ThE Papers 20/13, Department of Economic Theory and Economic History of the University of Granada..
    75. Andros Kourtellos & Christa Marr & Chih Ming Tan, 2014. "Robust Determinants of Intergenerational Mobility in the Land of Opportunity," University of Cyprus Working Papers in Economics 07-2014, University of Cyprus Department of Economics.
    76. Di Pietro Giorgio & European Commission & IZA, 2022. "Studying abroad and earnings: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1096-1129, September.
    77. Vella, Melchior, 2023. "The relationship between the Big Five personality traits and earnings: evidence from a meta analysis," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA2/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
    78. Johansson, Anders C. & Wang, Xun, 2014. "Financial sector policies and income inequality," China Economic Review, Elsevier, vol. 31(C), pages 367-378.
    79. Blotevogel, Robert & Imamoglu, Eslem & Moriyama, Kenji & Sarr, Babacar, 2022. "Income inequality measures and economic growth channels," Journal of Macroeconomics, Elsevier, vol. 72(C).
    80. Wagner Martin & Hlouskova Jaroslava, 2015. "Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(6), pages 642-662, December.
    81. Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
    82. Claire Giordano, 2019. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Questioni di Economia e Finanza (Occasional Papers) 522, Bank of Italy, Economic Research and International Relations Area.
    83. Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers 9, Wisconsin Madison - Social Systems.
    84. Seth A. Kaplan & Carolyn J. Winslow & Joseph N. Luchman, 2020. "What are We Working For? Comparing the Importance of Job Features for Job Satisfaction over the Career Span," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 148(3), pages 1021-1037, April.
    85. Yiping, Huang & Qin, Gou & Xun, Wang, 2014. "Financial liberalization and the middle-income trap," China Economic Review, Elsevier, vol. 31(C), pages 426-440.
    86. Kanga, Désiré & Soumare, Issouf & Tchuigoua, Hubert Tchakoute, 2024. "Financial sector development and microcredit to small firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 96(C).
    87. Grzegorz Tchorek & Michał Brzozowski & Paweł Śliwiński, 2017. "Determinants of capital flows to emerging and advanced economies between 1990 and 2011," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 17-48, April.
    88. Moral-Benito, Enrique, 2010. "Model averaging in economics," MPRA Paper 26047, University Library of Munich, Germany.
    89. Nadezhda V. Baryshnikova & Ngoc T. A. Pham & Nicholas C. S. Sim, 2019. "Does Rice for Poor Subsidy Reduce Child Marriage?," School of Economics and Public Policy Working Papers 2019-05, University of Adelaide, School of Economics and Public Policy.
    90. Ichiro Iwasaki & Evžen Kočenda, 2024. "Quest for the general effect size of finance on growth: a large meta-analysis of worldwide studies," Empirical Economics, Springer, vol. 66(6), pages 2659-2722, June.
    91. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
    92. Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LLC, vol. 11(3), pages 439-459, September.
    93. Bezemer, Dirk & Zhang, Lu, 2019. "Credit composition and the severity of post-crisis recessions," Journal of Financial Stability, Elsevier, vol. 42(C), pages 52-66.
    94. Quang T. T. Nguyen & Son T. B. Nguyen & Quang V. Nguyen, 2019. "Can Higher Capital Discipline Bank Risk: Evidence from a Meta-Analysis," JRFM, MDPI, vol. 12(3), pages 1-21, August.
    95. Kroupova, Katerina & Havranek, Tomas & Irsova, Zuzana, 2024. "Student Employment and Education: A Meta-Analysis," Economics of Education Review, Elsevier, vol. 100(C).
    96. Djula Borozan & Burak Pirgaip, 2025. "Does uncertainty in climate policy play a role in shaping renewable energy use? Evidence from the USA," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 27(1), pages 2259-2284, January.
    97. Vilma Deltuvaitė & Svatopluk Kapounek & Petr Koráb, 2019. "Impact of Behavioural Attention on the Households Foreign Currency Savings as a Response to the External Macroeconomic Shocks," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(2), pages 155-177.
    98. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    99. Mihai Mutascu & Albert Lessoua & Nicolae Bogdan Ianc, 2025. "The impact of inflation on inequality in the CEMAC and UEMOA zones of Sub‐Saharan Africa," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1893-1914, April.
    100. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    101. M. E. Bontempi & R. Golinelli & M. Squadrani, 2016. "A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?," Working Papers wp1062, Dipartimento Scienze Economiche, Universita' di Bologna.
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    107. Barnabé Walheer & Sergio Perelman, 2025. "Resource capacity and economic growth convergence," Journal of Productivity Analysis, Springer, vol. 63(3), pages 317-338, June.
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    120. Seya, Hajime & Yamagata, Yoshiki & Tsutsumi, Morito, 2013. "Automatic selection of a spatial weight matrix in spatial econometrics: Application to a spatial hedonic approach," Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 429-444.
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    124. Georgios Magkonis & Kalliopi‐Maria Zekente & Vasilios Logothetis, 2021. "Does the Left Spend More? An Econometric Survey of Partisan Politics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 1077-1099, August.
    125. Tanaka, Kiyoyasu, 2015. "The impact of foreign firms on industrial productivity : evidence from Japan," IDE Discussion Papers 533, Institute of Developing Economies, Japan External Trade Organization(JETRO).
    126. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper 88773, University Library of Munich, Germany, revised Feb 2018.
    127. Anwar, Amar & Iwasaki, Ichiro, 2022. "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series 2022-03, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    128. Felipe, Jesus & Estrada, Gemma & Lanzafame, Matteo, 2022. "The turnaround in Philippine growth: From disappointment to promising success," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 327-342.
    129. Ugur, Mehmet & Churchill, Sefa Awaworyi & Luong, Hoang M., 2020. "What do we know about R&D spillovers and productivity? Meta-analysis evidence on heterogeneity and statistical power," Research Policy, Elsevier, vol. 49(1).
    130. Wada, Tatsuma, 2022. "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, vol. 128(C).
    131. Mr. Antonio David & Frederic Lambert & Mr. Frederik G Toscani, 2019. "More Work to Do? Taking Stock of Latin American Labor Markets," IMF Working Papers 2019/055, International Monetary Fund.
    132. Hagen, Tobias & Waldeck, Stefanie, 2014. "Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer," Working Paper Series 03, Frankfurt University of Applied Sciences, Faculty of Business and Law.
    133. Christopher Hartwell, 2015. "Après le déluge: Institutions, the Global Financial Crisis, and Bank Profitability in Transition," Open Economies Review, Springer, vol. 26(3), pages 497-524, July.
    134. Eric Fina kamani & Amadé Nacanabo & Olivier Beguy & Ibrahima Diouf & Gervasio Semedo, 2025. "Remittances, financial development, and economic growth in African countries," Economics Bulletin, AccessEcon, vol. 45(1), pages 243-262.
    135. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," Bank of Lithuania Working Paper Series 70, Bank of Lithuania.
    136. Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
    137. Lorenzo Ductor & Danilo Leiva-Leon, 2015. "Dynamics of Global Business Cycles Interdependence," Working Papers Central Bank of Chile 763, Central Bank of Chile.
    138. Walheer, Barnabé, 2021. "Labor productivity and technology heterogeneity," Journal of Macroeconomics, Elsevier, vol. 68(C).
    139. Stelios Arvanitis, 2025. "Frequentist Model Averaging with Nash Bargaining: A Stochastic Dominance Approach," Working Paper 1535, Economics Department, Queen's University.
    140. Yin-Wong Cheung & Wenhao Wang, 2019. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," CESifo Working Paper Series 7840, CESifo.
    141. Havranek, Tomas & Irsova, Zuzana & Zeynalova, Olesia, 2017. "Tuition Reduces Enrollment Less Than Commonly Thought," MPRA Paper 78813, University Library of Munich, Germany.
    142. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    143. Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
    144. Amar Anwar & Ichiro Iwasaki, 2022. "Institutions and FDI from BRICS countries: a meta-analytic review," Empirical Economics, Springer, vol. 63(1), pages 417-468, July.
    145. Raza, Muhammad Qamar & Nadarajah, Mithulananthan & Ekanayake, Chandima, 2017. "Demand forecast of PV integrated bioclimatic buildings using ensemble framework," Applied Energy, Elsevier, vol. 208(C), pages 1626-1638.
    146. Kanga, Désiré & Soumaré, Issouf & Amenounvé, Edoh, 2023. "Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market," Emerging Markets Review, Elsevier, vol. 55(C).
    147. Enrique Moral‐Benito, 2016. "Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 584-602, April.
    148. Mariarosaria Comunale, 2020. "The persistently high rate of suicide in Lithuania: an updated view," Bank of Lithuania Discussion Paper Series 21, Bank of Lithuania.
    149. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
    150. Wenming Xu & Guangdong Xu, 2016. "Truth and Robustness in Cross-country Law and Finance Regressions: A Bayesian analysis of the Empirical “Law Matters†Thesis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(6), pages 1-6.
    151. Rahul Giri & Mr. Saad N Quayyum & Rujun Yin, 2019. "Understanding Export Diversification: Key Drivers and Policy Implications," IMF Working Papers 2019/105, International Monetary Fund.
    152. CM, Jayadevan & Hoang, Nam Trung & Yarram, Subba Reddy, 2024. "An inquiry into the causes of income differences among high-income countries," Research in Economics, Elsevier, vol. 78(4).
    153. Estefania-Flores, Julia & Furceri, Davide & Ostry, Jonathan D. & Steinberg, Federico, 2025. "What drives trade policy reform?," Journal of Policy Modeling, Elsevier, vol. 47(4), pages 805-829.
    154. Aiyar, Shekhar & Duval, Romain & Puy, Damien & Wu, Yiqun & Zhang, Longmei, 2018. "Growth slowdowns and the middle-income trap," Japan and the World Economy, Elsevier, vol. 48(C), pages 22-37.
    155. Amar Iqbal Anwar & Colin F. Mang, 2022. "Do remittances cause Dutch Disease? A meta-analytic review," Applied Economics, Taylor & Francis Journals, vol. 54(36), pages 4131-4153, August.
    156. Georg Duernecker & Moritz Meyer & Fernando Vega‐Redondo, 2022. "Trade openness and growth: A network‐based approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1182-1203, September.
    157. Demena, B.A., 2021. "Effectiveness of export promotion programmes," ISS Working Papers - General Series 688, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
    158. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    159. Mattia Filomena, 2024. "Unemployment Scarring Effects: An Overview and Meta-analysis of Empirical Studies," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 10(2), pages 459-518, July.
    160. Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021. "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 179-201.
    161. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
    162. Juan Antonio Duro & António Osório & Alejandro Pérez-Laborda & Jaume Rosselló-Nadal, 2024. "Are destinations reverting to the pre-pandemic “normal†?," Tourism Economics, , vol. 30(5), pages 1349-1356, August.
    163. Jiménez Martínez, Mónica & Jiménez Martínez, Maribel, 2021. "Are the effects of minimum wage on the labour market the same across countries? A meta-analysis spanning a century," Economic Systems, Elsevier, vol. 45(1).
    164. Tian Xie, 2019. "Forecast Bitcoin Volatility with Least Squares Model Averaging," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
    165. Sufrauj, Shamnaaz & Schiavo, Stefano & Riccaboni, Massimo, 2014. "The Structure and Growth of World Trade, and the Role of Europe in the Global Economy," MPRA Paper 54122, University Library of Munich, Germany.
    166. Amar Anwar & Ichiro Iwasaki, 2023. "The Finance–Growth Nexus in Asia: A Meta-Analytic Approach," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 40(01), pages 13-48, March.
    167. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
    168. Zhao, Shangwei & Ullah, Aman & Zhang, Xinyu, 2018. "A class of model averaging estimators," Economics Letters, Elsevier, vol. 162(C), pages 101-106.
    169. Ductor, Lorenzo & Leiva-León, Danilo, 2022. "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, vol. 120(C).
    170. Pelster, Matthias & Vilsmeier, Johannes, 2016. "The determinants of CDS spreads: Evidence from the model space," Discussion Papers 43/2016, Deutsche Bundesbank.
    171. Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
    172. Shamnaaz Sufrauj & Stefano Schiavo & Massimo Riccaboni, 2015. "Big hits, export concentration and volatility," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 32(2), pages 135-166, August.
    173. Ebersberger, Bernd & Galia, Fabrice & Laursen, Keld & Salter, Ammon, 2021. "Inbound Open Innovation and Innovation Performance: A Robustness Study," Research Policy, Elsevier, vol. 50(7).
    174. Mariarosaria Comunale & Francesco Paolo Mongelli, 2019. "Euro Area Growth and European Institutional Reforms," Bank of Lithuania Occasional Paper Series 24, Bank of Lithuania.
    175. Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang, 2020. "Forecasting stock returns with model uncertainty and parameter instability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 629-644, August.
    176. Andros Kourtellos & Alex Lenkoski & Kyriakos Petrou, 2017. "Measuring the Strength of the Theories of Government Size," University of Cyprus Working Papers in Economics 11-2017, University of Cyprus Department of Economics.
    177. Alessandro V. M. Oliveira & Thiago Caliari & Rodolfo R. Narcizo, 2024. "An empirical model of fleet modernization: on the relationship between market concentration and innovation adoption in the Brazilian airline industry," Papers 2401.06876, arXiv.org.
    178. Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco, 2015. "Model averaging estimation of generalized linear models with imputed covariates," Journal of Econometrics, Elsevier, vol. 184(2), pages 452-463.
    179. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    180. Miguel A. Negrín & Francisco J. Vázquez-Polo & María Martel & Elías Moreno & Francisco J. Girón, 2010. "Bayesian Variable Selection in Cost-Effectiveness Analysis," IJERPH, MDPI, vol. 7(4), pages 1-20, April.
    181. Dominika Ehrenbergerova & Josef Bajzik, 2020. "The Effect of Monetary Policy on House Prices - How Strong is the Transmission?," Working Papers 2020/14, Czech National Bank, Research and Statistics Department.
    182. Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
    183. Josip Tica & Viktor Viljevac, 2020. "Thirty Years After: Economic Growth in Transition Countries," EFZG Working Papers Series 2005, Faculty of Economics and Business, University of Zagreb.
    184. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.

  25. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
    See citations under working paper version above.
  26. Klaassen, Franc J.G.M. & Magnus, Jan R., 2009. "The efficiency of top agents: An analysis through service strategy in tennis," Journal of Econometrics, Elsevier, vol. 148(1), pages 72-85, January.

    Cited by:

    1. José L. Ruiz & Diego Pastor & Jesús T. Pastor, 2013. "Assessing Professional Tennis Players Using Data Envelopment Analysis (DEA)," Journal of Sports Economics, , vol. 14(3), pages 276-302, June.
    2. Paserman, M. Daniele, 2007. "Gender Differences in Performance in Competitive Environments: Evidence from Professional Tennis Players," IZA Discussion Papers 2834, Institute of Labor Economics (IZA).
    3. Tomi Ovaska & Albert J. Sumell, 2014. "Who Has The Advantage? An Economic Exploration of Winning in Men's Professional Tennis," The American Economist, Sage Publications, vol. 59(1), pages 34-51, May.
    4. Joseph P. McGarrity & Brian Linnen, 2010. "Pass or Run: An Empirical Test of the Matching Pennies Game Using Data from the National Football League," Southern Economic Journal, John Wiley & Sons, vol. 76(3), pages 791-810, January.
    5. Sebastian Bervoets & Bruno Decreuse & Mathieu Faure, 2014. "A Renewed Analysis of Cheating in Contests: Theory and Evidence from Recovery Doping," AMSE Working Papers 1441, Aix-Marseille School of Economics, France, revised Jun 2015.
    6. Axel Anderson & Jeremy Rosen & John Rust & Kin-Ping Wong, 2021. "Disequilibrium Play in Tennis," Working Papers gueconwpa~21-21-07, Georgetown University, Department of Economics.
    7. Ely, Jeffrey & Gauriot, Romain & Page, Lionel, 2017. "Do agents maximise? Risk taking on first and second serves in tennis," Journal of Economic Psychology, Elsevier, vol. 63(C), pages 135-142.
    8. Ester Gutiérrez & Sebastián Lozano, 2020. "Benchmarking Formula One auto racing circuits: a two stage DEA approach," Operational Research, Springer, vol. 20(4), pages 2059-2083, December.
    9. Legge, Stefan & Schmid, Lukas, 2013. "Rankings, Random Successes, and Individual Performance," Economics Working Paper Series 1340, University of St. Gallen, School of Economics and Political Science.
    10. Brian Goff & Stephen L. Locke, 2019. "Revisiting Romer: Digging Deeper Into Influences on NFL Managerial Decisions," Journal of Sports Economics, , vol. 20(5), pages 671-689, June.
    11. Masaya Nishihata & Suguru Otani, 2024. "Reference Points, Risk-Taking Behavior, and Competitive Outcomes in Sequential Settings," Papers 2409.13333, arXiv.org, revised Apr 2025.
    12. Legge, Stefan & Schmid, Lukas, 2016. "Media attention and betting markets," European Economic Review, Elsevier, vol. 87(C), pages 304-333.
    13. Anthony Glass & Karligash Kenjegalieva & Jason Taylor, 2015. "Game, set and match: evaluating the efficiency of male professional tennis players," Journal of Productivity Analysis, Springer, vol. 43(2), pages 119-131, April.

  27. Einmahl, John H. J. & Magnus, Jan R., 2008. "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1382-1391.
    See citations under working paper version above.
  28. Davidson, James & Magnus, Jan R. & Wiegerinck, Jan, 2008. "Notes And Problems A General Bound For The Limiting Distribution Of Breitung'S Statistic," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1443-1455, October.

    Cited by:

    1. Mehdi Hosseinkouchack, 2014. "Local Asymptotic Power of Breitung's Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(3), pages 456-462, June.

  29. Magnus, Jan R. & Vasnev, Andrey L., 2008. "Using Macro Data To Obtain Better Micro Forecasts," Econometric Theory, Cambridge University Press, vol. 24(2), pages 553-579, April.

    Cited by:

    1. Nobuyuki Hanaki & Jan R. Mangus & Donghoon Yoo, 2021. "Statistics and common sense," ISER Discussion Paper 1150, Institute of Social and Economic Research, The University of Osaka.
    2. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    3. Paudel, Nawaraj S. & Lahiri, Sajal, 2024. "The effects of state-level foreign manufacturing imports on domestic inter-state and intra-state sales in the U.S.A," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 297-305.

  30. Danilov, Dmitry & Magnus, Jan R., 2008. "On the estimation of a large sparse Bayesian system: The Snaer program," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4203-4224, May.
    See citations under working paper version above.
  31. Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.

    Cited by:

    1. 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.
    2. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Other publications TiSEM 7a0ed98e-134b-4fa4-a97c-4, Tilburg University, School of Economics and Management.
    3. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
    4. Van Tongeren, J.W., 2011. "From national accounting to the design, compilation, and use of bayesian policy and analysis frameworks," Other publications TiSEM e2d6399b-fdf5-4147-b414-3, Tilburg University, School of Economics and Management.
    5. Temel, Tugrul, 2011. "Estimation of a system of national accounts: implementation with mathematica," MPRA Paper 35446, University Library of Munich, Germany.

  32. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
    See citations under working paper version above.
  33. 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 3258-3258, April.

    Cited by:

    1. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.

  34. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    See citations under working paper version above.
  35. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
    See citations under working paper version above.
  36. 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.
    See citations under working paper version above.
  37. Abadir, Karim & Magnus, Jan, 2004. "03.6.1 The Central Limit Theorem for Student's Distribution—Solution," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1261-1263, December.

    Cited by:

    1. Buonocore, R.J. & Aste, T. & Di Matteo, T., 2016. "Measuring multiscaling in financial time-series," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 38-47.
    2. Arvanitis Stelios & Louka Alexandros, 2016. "A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model," Journal of Time Series Econometrics, De Gruyter, vol. 8(1), pages 21-39, January.

  38. 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.

    Cited by:

    1. Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
    2. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
    3. Andrea C. Garcia-Angulo & Gerda Claeskens, 2025. "Bootstrap for inference after model selection and model averaging for likelihood models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 88(3), pages 311-340, April.
    4. Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    5. Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang, 2014. "Frequentist model averaging for multinomial and ordered logit models," International Journal of Forecasting, Elsevier, vol. 30(1), pages 118-128.
    6. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    7. Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
    8. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    9. Reif, Jiri, 2007. "Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk," Journal of Econometrics, Elsevier, vol. 140(2), pages 413-424, October.
    10. Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016. "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, vol. 22(C), pages 10-21.
    11. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
    12. Jan Magnus & Anatoly Peresetsky, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
    13. Phillips, Peter C.B., 2005. "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 3-20, February.
    14. Srdelic, Leonarda & Davila-Fernandez, Marwil J., 2022. "Demographic transition and economic growth in 6-EU member states," MPRA Paper 112188, University Library of Munich, Germany.
    15. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    16. Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010. "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES ECARES 2010-011, ULB -- Universite Libre de Bruxelles.
    17. Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
    18. David Pence Slichter, 2015. "The Employment Effects of the Minimum Wage: A Selection Ratio Approach to Measuring Treatment Effects," 2015 Papers psl76, Job Market Papers.
    19. Srdelić, Leonarda & Dávila-Fernández, Marwil J., 2024. "International trade and economic growth in Croatia," Structural Change and Economic Dynamics, Elsevier, vol. 68(C), pages 240-258.
    20. Ordeñana, Xavier & Vera-Gilces, Paúl & Zambrano-Vera, Jack & Jiménez, Alfredo, 2024. "The effect of high-growth and innovative entrepreneurship on economic growth," Journal of Business Research, Elsevier, vol. 171(C).
    21. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
    22. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
    23. Hirschauer Norbert & Grüner Sven & Mußhoff Oliver & Becker Claudia, 2019. "Twenty Steps Towards an Adequate Inferential Interpretation of p-Values in Econometrics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(4), pages 703-721, August.
    24. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    25. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    26. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
    27. Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
    28. Andrea C. Garcia‐Angulo & Gerda Claeskens, 2023. "Exact uniformly most powerful postselection confidence distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 358-382, March.
    29. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    30. Ali Charkhi & Gerda Claeskens, 2018. "Asymptotic post-selection inference for the Akaike information criterion," Biometrika, Biometrika Trust, vol. 105(3), pages 645-664.
    31. Nicolas End, 2020. "Rousseau's social contract or Machiavelli's virtue? A measure of fiscal credibility," AMSE Working Papers 2042, Aix-Marseille School of Economics, France.
    32. Hai Wang & Xinjie Chen & Nancy Flournoy, 2016. "The focused information criterion for varying-coefficient partially linear measurement error models," Statistical Papers, Springer, vol. 57(1), pages 99-113, March.
    33. Vera-Gilces, Paul & Camino-Mogro, Segundo & Ordeñana-Rodríguez, Xavier & Cornejo-Marcos, Gino, 2020. "A look inside banking profitability: Evidence from a dollarized emerging country," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 147-166.
    34. Didier Nibbering & Richard Paap, 2024. "Forecasting carbon emissions using asymmetric grouping," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2228-2256, September.
    35. Mullally, Conner & Chakravarty, Shourish, 2018. "Are Matching Funds for Smallholder Irrigation Money Well Spent?," SocArXiv x5vmz, Center for Open Science.
    36. Qingfeng Liu & Andrey L. Vasnev, 2019. "A Combination Method for Averaging OLS and GLS Estimators," Econometrics, MDPI, vol. 7(3), pages 1-12, September.
    37. Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LLC, vol. 11(3), pages 439-459, September.
    38. Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
    39. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    40. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    41. Tong Zeng, 2024. "Frequentist model averaging in the generalized multinomial logit model," Computational Statistics, Springer, vol. 39(2), pages 605-627, April.
    42. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    43. End, Nicolas, 2023. "Big Brother is also being watched: Measuring fiscal credibility," Journal of Macroeconomics, Elsevier, vol. 77(C).
    44. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper 88773, University Library of Munich, Germany, revised Feb 2018.
    45. Ana M. Angulo & Jesús Mur, 2011. "The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 37-52.
    46. Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
    47. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
    48. Chotikapanich, D. & Griffiths, W.E. & Rao, D.S.P., 2001. "Averaging Income Distributions," Department of Economics - Working Papers Series 798, The University of Melbourne.
    49. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
    50. Ghosh, D. & Yuan, Z., 2009. "An improved model averaging scheme for logistic regression," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1670-1681, September.
    51. Aiyar, Shekhar & Duval, Romain & Puy, Damien & Wu, Yiqun & Zhang, Longmei, 2018. "Growth slowdowns and the middle-income trap," Japan and the World Economy, Elsevier, vol. 48(C), pages 22-37.
    52. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    53. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
    54. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    55. Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
    56. Zhang, Xinyu & Yu, Jihai, 2018. "Spatial weights matrix selection and model averaging for spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 203(1), pages 1-18.
    57. Sivarajah Arumairajan & Pushpakanthie Wijekoon, 2017. "The generalized preliminary test estimator when different sets of stochastic restrictions are available," Statistical Papers, Springer, vol. 58(3), pages 729-747, September.
    58. Rigdon, Edward E., 2023. "How improper dichotomization and the misrepresentation of uncertainty undermine social science research," Journal of Business Research, Elsevier, vol. 165(C).
    59. Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco, 2015. "Model averaging estimation of generalized linear models with imputed covariates," Journal of Econometrics, Elsevier, vol. 184(2), pages 452-463.
    60. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    61. Pirenne, Sarah & Claeskens, Gerda, 2024. "Exact post-selection inference for adjusted R squared selection," Statistics & Probability Letters, Elsevier, vol. 211(C).
    62. Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti, 2007. "Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 803-810, April.

  39. 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.
    See citations under working paper version above.
  40. 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.
    See citations under working paper version above.
  41. Jan R. Magnus & Victor M. Polterovich & Dmitri L. Danilov & Alexei V. Savvateev, 2002. "Tolerance of Cheating: An Analysis Across Countries," The Journal of Economic Education, Taylor & Francis Journals, vol. 33(2), pages 125-135, June.

    Cited by:

    1. Patrawart, Kraiyos, 2008. "Can Equality in Education Be A New Anti-Corruption Tool?: Cross-Country Evidence (1990-2005)," MPRA Paper 9665, University Library of Munich, Germany.
    2. Cam Caldwell, 2010. "A Ten-Step Model for Academic Integrity: A Positive Approach for Business Schools," Journal of Business Ethics, Springer, vol. 92(1), pages 1-13, March.
    3. Polterovich, Victor, 2017. "Positive collaboration: Factors and mechanisms of evolution," Russian Journal of Economics, Elsevier, vol. 3(1), pages 24-41.
    4. Шмелева Е. Д. & Семенова Т. В., 2019. "Академическое мошенничество студентов: учебная мотивация vs образовательная среда," Вопросы образования // Educational Studies Moscow, National Research University Higher School of Economics, issue 3, pages 101-129.
    5. Maria de Fátima Rocha & Aurora A.C. Teixeira, 2005. "Crime without punishment: An update review of the determinants of cheating among university students," FEP Working Papers 191, Universidade do Porto, Faculdade de Economia do Porto.
    6. Li Guo & Jih-Yu Mao & Xinyan Mu & Yamei Cai, 2025. "Can Perfectionists Be Cheaters? The Roles of Fear of Performance Failure and Supervisor Bottom-Line Mentality," Journal of Business Ethics, Springer, vol. 200(1), pages 91-114, August.
    7. Auzan, A., 2017. "Strategy-2035: Preliminary Hypotheses," Journal of the New Economic Association, New Economic Association, vol. 35(3), pages 185-192.
    8. César Martinelli & Susan W. Parker & Ana Cristina Pérez-Gea & Rodimiro Rodrigo, 2018. "Cheating and Incentives: Learning from a Policy Experiment," American Economic Journal: Economic Policy, American Economic Association, vol. 10(1), pages 298-325, February.
    9. Pascual-Ezama, David & Fosgaard, Toke R. & Cardenas, Juan Camilo & Kujal, Praveen & Veszteg, Robert & Gil-Gómez de Liaño, Beatriz & Gunia, Brian & Weichselbaumer, Doris & Hilken, Katharina & Antinyan,, 2015. "Context-dependent cheating: Experimental evidence from 16 countries," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 379-386.
    10. Eva Dias-Oliveira & Catarina Morais & Rita Pasion & Julia Hodgson, 2024. "“It Is No Big Deal!†: Fraud Diamond Theory as an Explanatory Model for Understanding Students’ Academic Fraudulent Behavior," SAGE Open, , vol. 14(3), pages 21582440241, July.
    11. Paul W. Grimes & Jon P. Rezek, 2005. "The Determinants of Cheating by High School Economics Students: A Comparative Study of Academic Dishonesty in the Transitional Economies," International Review of Economic Education, Economics Network, University of Bristol, vol. 4(2), pages 23-45.
    12. Ekaterina Borisova & Anatoly Peresetsky, 2016. "Do secrets come out? Statistical evaluation of student cheating," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 44, pages 119-130.
    13. Michał Krawczyk, 2012. "Sex, morals and exam cheating," Working Papers 2012-09, Faculty of Economic Sciences, University of Warsaw.
    14. Giorgio Gulino & Federico Masera, 2023. "Contagious Dishonesty: Corruption Scandals and Supermarket Theft," American Economic Journal: Applied Economics, American Economic Association, vol. 15(4), pages 218-251, October.
    15. Abdelbar El Mansouri & Bouchaib Khajji & Abderrahim Labzai & Mohamed Belam, 2024. "Optimal Control in a Mathematical Model for the Occurrence of Electronic Cheating in Certification Exams; Baccalaureate Exams in Morocco as an Example," SN Operations Research Forum, Springer, vol. 5(4), pages 1-25, December.
    16. Togara Warinda, 2017. "Academic Dishonesty: Prior perceptions and behaviour on cheating of Bachelor of Accountancy Freshmen at a Zimbabwean university," Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 82-93.
    17. Evgeniia Shmeleva & Tatiana Semenova, 2019. "Academic Dishonesty among College Students: Academic Motivation vs Contextual Factors," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 3, pages 101-129.
    18. Maria de Fátima Rocha & Aurora A.C. Teixeira, 2005. "College cheating in Portugal: results from a large scale survey," FEP Working Papers 197, Universidade do Porto, Faculdade de Economia do Porto.
    19. Mohammad Salehi & Samaneh Gholampour, 2021. "Cheating on exams: Investigating Reasons, Attitudes, and the Role of Demographic Variables," SAGE Open, , vol. 11(2), pages 21582440211, May.
    20. Maria Fátima Rocha & Aurora A.C. Teixeira, 2006. "A cross-country evaluation of cheating in academia: is it related to ‘real world’ business ethics?," FEP Working Papers 214, Universidade do Porto, Faculdade de Economia do Porto.
    21. Borisova, E. & Polishchuk, L. & Suvorov, A., 2014. "Observe or Violate: Intrinsic Motivation of Academic Ethics," Journal of the New Economic Association, New Economic Association, vol. 22(2), pages 41-72.
    22. Venkat Ram Reddy Ganuthula & Manish Kumar Singh, 2025. "Strategic Interactions in Academic Dishonesty: A Game-Theoretic Analysis of the Exam Script Swapping Mechanism," Papers 2510.15307, arXiv.org.
    23. Serguei MIKHAILITCHENKO, 2017. "Economic structure of educational process and its implications for the higher education reform," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(610), S), pages 69-82, Spring.
    24. Alessandro Bucciol & Simona Cicognani & Natalia Montinari, 2017. "Cheating in Academia: The Relevance of Social Factors," Working Papers 15/2017, University of Verona, Department of Economics.
    25. Osipian, Ararat, 2008. "Corruption of the Politicized University: Lessons from the Orange Revolution in Ukraine," MPRA Paper 11312, University Library of Munich, Germany.

  42. 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.

    Cited by:

    1. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
    2. Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    3. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    4. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    5. Reif, Jiri, 2007. "Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk," Journal of Econometrics, Elsevier, vol. 140(2), pages 413-424, October.
    6. Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
    7. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
    8. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    9. Pötscher, Benedikt M., 2006. "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper 73, University Library of Munich, Germany, revised Jul 2006.
    10. Manganelli, Simone, 2016. "Deciding with judgment," Working Paper Series 1947, European Central Bank.
    11. Giuseppe Luca & Jan R. Magnus, 2021. "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
    12. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
    13. Aedın Doris & Donal O’Neill & Olive Sweetman, 2011. "GMM estimation of the covariance structure of longitudinal data on earnings," Stata Journal, StataCorp LLC, vol. 11(3), pages 439-459, September.
    14. Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
    15. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    16. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    17. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    18. 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.
    19. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
    20. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2019. "Posterior moments and quantiles for the normal location model with Laplace prior," EIEF Working Papers Series 1911, Einaudi Institute for Economics and Finance (EIEF), revised Jun 2019.
    21. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2011. "A Generalized Missing-Indicator Approach to Regression with Imputed Covariates," EIEF Working Papers Series 1111, Einaudi Institute for Economics and Finance (EIEF), revised May 2011.
    22. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
    23. Čížek, Pavel, 2004. "(Non) Linear Regression Modeling," Papers 2004,11, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    24. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    25. Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti, 2007. "Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 803-810, April.
    26. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.

  43. 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.

    Cited by:

    1. Alex Krumer, 2017. "On Winning Probabilities, Weight Categories, and Home Advantage in Professional Judo," Journal of Sports Economics, , vol. 18(1), pages 77-96, January.
    2. Ruud Koning, 2009. "Sport and Measurement of Competition," De Economist, Springer, vol. 157(2), pages 229-249, June.
    3. Brett Green & Jeffrey Zwiebel, 2018. "The Hot-Hand Fallacy: Cognitive Mistakes or Equilibrium Adjustments? Evidence from Major League Baseball," Management Science, INFORMS, vol. 64(11), pages 5315-5348, November.
    4. Thierry Lallemand & Robert Plasman & François Rycx, 2008. "Women and Competition in Elimination Tournaments," Journal of Sports Economics, , vol. 9(1), pages 3-19, February.
    5. 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.
    6. González-Díaz, Julio & Gossner, Olivier & Rogers, Brian W., 2012. "Performing best when it matters most: Evidence from professional tennis," Journal of Economic Behavior & Organization, Elsevier, vol. 84(3), pages 767-781.
    7. Pierpaolo D’Urso & Livia Giovanni & Lorenzo Federico & Vincenzina Vitale, 2025. "Network and attribute-based clustering of tennis players and tournaments," Computational Statistics, Springer, vol. 40(4), pages 1689-1712, April.
    8. Finn Spilker & Christian Deutscher & Marius Ötting & Hendrik Sonnabend, 2025. "Favouritism, social pressure, and gender," Oxford Economic Papers, Oxford University Press, vol. 77(3), pages 754-770.
    9. Paserman, M. Daniele, 2007. "Gender Differences in Performance in Competitive Environments: Evidence from Professional Tennis Players," IZA Discussion Papers 2834, Institute of Labor Economics (IZA).
    10. Michael Jetter & Jay K. Walker, 2017. "Good Girl, Bad Boy? Evidence Consistent with Collusion in Professional Tennis," Southern Economic Journal, John Wiley & Sons, vol. 84(1), pages 155-180, July.
    11. Uwe Sunde, 2009. "Heterogeneity and performance in tournaments: a test for incentive effects using professional tennis data," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3199-3208.
    12. Alex Krumer & Mosi Rosenboim & Offer Moshe Shapir, 2016. "Gender, Competitiveness, and Physical Characteristics," Journal of Sports Economics, , vol. 17(3), pages 234-259, April.
    13. Romain Gauriot & Lionel Page & John Wooders, 2023. "Expertise, gender, and equilibrium play," Quantitative Economics, Econometric Society, vol. 14(3), pages 981-1020, July.
    14. Dupuy, Arnaud, 2025. "Who Does What to Whom in Tennis? A Threshold-Crossing Stochastic Model of Tennis Rallies," IZA Discussion Papers 17804, Institute of Labor Economics (IZA).
    15. Robert Lantis & Erik Nesson, 2024. "The Hot Hand in the NBA 3-Point Contest: The Importance of Location, Location, Location," Journal of Sports Economics, , vol. 25(3), pages 283-321, April.
    16. Todd A. McFall & Charles R. Knoeber & Walter N. Thurman, 2009. "Contests, Grand Prizes, and the Hot Hand," Journal of Sports Economics, , vol. 10(3), pages 236-255, June.
    17. Cohen-Zada, Danny & Krumer, Alex & Rosenboim, Mosi & Shapir, Offer Moshe, 2017. "Choking under Pressure and Gender: Evidence from Professional Tennis," IZA Discussion Papers 10587, Institute of Labor Economics (IZA).
    18. John Lynham, 2017. "Identifying Peer Effects Using Gold Rushers," Land Economics, University of Wisconsin Press, vol. 93(3), pages 527-548.
    19. Ran Abramitzky & Liran Einav & Shimon Kolkowitz & Roy Mill, 2012. "On The Optimality Of Line Call Challenges In Professional Tennis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 939-964, August.
    20. Guy Elaad & Alex Krumer & Jeffrey Kantor, 2018. "Corruption and Sensitive Soccer Games: Cross-Country Evidence," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 34(3), pages 364-394.
    21. De Paola, Maria & Scoppa, Vincenzo, 2015. "Gender Differences in Reaction to Psychological Pressure: Evidence from Tennis Players," IZA Discussion Papers 9315, Institute of Labor Economics (IZA).
    22. Holmes, Benjamin & McHale, Ian G. & Żychaluk, Kamila, 2023. "A Markov chain model for forecasting results of mixed martial arts contests," International Journal of Forecasting, Elsevier, vol. 39(2), pages 623-640.
    23. Picchio, Matteo & Ours, Jan C. van, 2023. "The impact of high temperatures on performance in work-related activities," GLO Discussion Paper Series 1353, Global Labor Organization (GLO).
    24. Cohen-Zada, Danny & Krumer, Alex & Shapir, Offer Moshe, 2018. "Testing the effect of serve order in tennis tiebreak," Journal of Economic Behavior & Organization, Elsevier, vol. 146(C), pages 106-115.
    25. Elaad, Guy & Kantor, Jeffrey & Krumer, Alex, 2017. "Corruption and Contests: Cross-Country Evidence from Sensitive Soccer Matches," Economics Working Paper Series 1708, University of St. Gallen, School of Economics and Political Science.
    26. Tomi Ovaska & Albert J. Sumell, 2014. "Who Has The Advantage? An Economic Exploration of Winning in Men's Professional Tennis," The American Economist, Sage Publications, vol. 59(1), pages 34-51, May.
    27. Gábor Rappai & Diána Ivett Fűrész, 2024. "Domestic Competitive Imbalance as the “Price†of Surprise in the Champions League," Journal of Sports Economics, , vol. 25(2), pages 231-256, February.
    28. Horrace, William C. & Oaxaca, Ronald L., 2006. "Results on the bias and inconsistency of ordinary least squares for the linear probability model," Economics Letters, Elsevier, vol. 90(3), pages 321-327, March.
    29. Gery Geenens & Thomas Cuddihy, 2018. "Non‐parametric evidence of second‐leg home advantage in European football," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(4), pages 1009-1031, October.
    30. Sunde, Uwe, 2003. "Potential, Prizes and Performance: Testing Tournament Theory with Professional Tennis Data," IZA Discussion Papers 947, Institute of Labor Economics (IZA).
    31. Singh, Aaditya & Scarf, Phil & Baker, Rose, 2023. "A unified theory for bivariate scores in possessive ball-sports: The case of handball," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1099-1112.
    32. Rossignac-Milon, Maya & Pillemer, Julianna & Bailey, Erica R. & Blaine Horton Jr., C. & Iyengar, Sheena S., 2024. "Just be real with me: Perceived partner authenticity promotes relationship initiation via shared reality," Organizational Behavior and Human Decision Processes, Elsevier, vol. 180(C).
    33. Cotton, Christopher & McIntyre, Frank & Price, Joseph, 2016. "Correcting for bias in hot hand analysis: Analyzing performance streaks in youth golf," Queen's Economics Department Working Papers 274692, Queen's University - Department of Economics.
    34. Julio del Corral, 2009. "Competitive Balance and Match Uncertainty in Grand-Slam Tennis," Journal of Sports Economics, , vol. 10(6), pages 563-581, December.
    35. Iqbal, Hamzah & Krumer, Alex, 2017. "Discouragement Effect and Intermediate Prizes in Multi-Stage Contests: Evidence from Tennis’s Davis Cup," Economics Working Paper Series 1719, University of St. Gallen, School of Economics and Political Science.
    36. Deutscher, Christian & Neuberg, Lena & Thiem, Stefan, 2023. "Who’s afraid of the GOATs? - Shadow effects of tennis superstars," Journal of Economic Psychology, Elsevier, vol. 99(C).
    37. Robert M. Lantis & Erik T. Nesson, 2019. "Hot Shots: An Analysis of the ‘Hot Hand’ in NBA Field Goal and Free Throw Shooting," NBER Working Papers 26510, National Bureau of Economic Research, Inc.
    38. Livingston, Jeffrey A., 2012. "The hot hand and the cold hand in professional golf," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 172-184.
    39. Cotton, Christopher & Price, Joseph, 2006. "The Hot Hand, Competitive Experience, and Performance Differences by Gender," MPRA Paper 1843, University Library of Munich, Germany.
    40. del Corral, Julio & Prieto-Rodríguez, Juan, 2010. "Are differences in ranks good predictors for Grand Slam tennis matches?," International Journal of Forecasting, Elsevier, vol. 26(3), pages 551-563, July.
    41. Kovalchik Stephanie Ann, 2016. "Is there a Pythagorean theorem for winning in tennis?," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(1), pages 43-49, March.
    42. Cotton, Christopher S. & McIntyre, Frank & Nordstrom, Ardyn & Price, Joseph, 2019. "Correcting for bias in hot hand analysis: An application to youth golf," Journal of Economic Psychology, Elsevier, vol. 75(PB).
    43. Linn-Brit Bakkenbüll & Stephanie Kiefer, 2015. "Are Attractive Female Tennis Players More Successful? An Empirical Analysis," Kyklos, Wiley Blackwell, vol. 68(4), pages 443-458, November.
    44. David Romer, 2006. "Do Firms Maximize? Evidence from Professional Football," Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 340-365, April.
    45. Rod Falvey & Gulasekaran Rajaguru & Robert Wrathall, 2025. "Do Jockeys “Look to†or “Rest on†Their Laurels After a Sequence of Winning Rides?," Journal of Sports Economics, , vol. 26(1), pages 78-114, January.
    46. Iqbal, Hamzah & Krumer, Alex, 2019. "Discouragement effect and intermediate prizes in multi-stage contests: Evidence from Davis Cup," European Economic Review, Elsevier, vol. 118(C), pages 364-381.
    47. Picchio, Matteo & van Ours, Jan C., 2025. "Corrigendum to “The impact of high temperatures on performance in work-related activities” [Labour Economics, 87, 2024, 102509]," Labour Economics, Elsevier, vol. 94(C).
    48. Matthieu Llorca & Eric Barget & Thierry Teste, 2017. "The Effects of Financial Incentives on Women's Performance: The Tournament Theory Applied to Female Tennis Players," Post-Print hal-04704537, HAL.
    49. Cohen-Zada, Danny & Krumer, Alex & Shtudiner, Ze'ev, 2016. "Psychological Momentum and Gender," IZA Discussion Papers 9845, Institute of Labor Economics (IZA).
    50. Nadimpalli Vamsi K. & Hasenbein John J., 2013. "When to challenge a call in tennis: A Markov decision process approach," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 9(3), pages 229-238, September.
    51. Axel Anderson & Jeremy Rosen & John Rust & Kin-Ping Wong, 2021. "Disequilibrium Play in Tennis," Working Papers gueconwpa~21-21-07, Georgetown University, Department of Economics.
    52. Evans, Andrew E. & Crosby, Paul, 2021. "Does a cool head beat a hot hand? Evidence from professional golf," Economic Modelling, Elsevier, vol. 97(C), pages 272-284.
    53. Gimenez-Egido, José María & Ortega-Toro, Enrique & Palao, José M & Torres-Luque, Gema, 2020. "Effect of scaling equipment on U-10 players tennis serve during match-play: A nonlinear pedagogical approach," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    54. 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.
    55. Legge, Stefan & Schmid, Lukas, 2013. "Rankings, Random Successes, and Individual Performance," Economics Working Paper Series 1340, University of St. Gallen, School of Economics and Political Science.
    56. Isabel Abinzano & Harold Bonilla & Luis Muga, 2025. "Suspense and Surprise: The Role of Bookmakers’ Spreads," Journal of Sports Economics, , vol. 26(3), pages 240-267, April.
    57. Klaassen, F.J.G.M. & Magnus, J.R., 2006. "Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis," Other publications TiSEM 73e12d86-8fe4-4a87-9181-7, Tilburg University, School of Economics and Management.
    58. Kovalchik, Stephanie & Reid, Machar, 2019. "A calibration method with dynamic updates for within-match forecasting of wins in tennis," International Journal of Forecasting, Elsevier, vol. 35(2), pages 756-766.
    59. Chan Timothy C. Y. & Singal Raghav, 2016. "A Markov Decision Process-based handicap system for tennis," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 12(4), pages 179-188, December.
    60. Joshua B. Miller & Adam Sanjurjo, 2014. "A Cold Shower for the Hot Hand Fallacy," Working Papers 518, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    61. Noubary Reza D. & Coles Drue, 2011. "Rule of Tangent for Win-By-Two Games," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 7(4), pages 1-18, October.
    62. Robert Lantis & Erik Nesson, 2021. "Hot Shots: An Analysis of the “Hot Hand†in NBA Field Goal and Free Throw Shooting," Journal of Sports Economics, , vol. 22(6), pages 639-677, August.
    63. Gil Aharoni & Oded H. Sarig, 2012. "Hot hands and equilibrium," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2309-2320, June.
    64. Collingwood, James A.P. & Wright, Michael & Brooks, Roger J., 2023. "Simulating the progression of a professional snooker frame," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1286-1299.
    65. Ruud H. Koning & Ian G. McHale, 2012. "Estimating Match and World Cup Winning Probabilities," Chapters, in: Wolfgang Maennig & Andrew Zimbalist (ed.), International Handbook on the Economics of Mega Sporting Events, chapter 11, Edward Elgar Publishing.
    66. Stephanie Parsons & Nicholas Rohde, 2015. "The hot hand fallacy re-examined: new evidence from the English Premier League," Applied Economics, Taylor & Francis Journals, vol. 47(4), pages 346-357, January.
    67. Christophe Ley & Yves Dominicy, 2017. "Mutual Point-winning Probabilities (MPW): a New Performance Measure for Table Tennis," Working Papers ECARES ECARES 2017-23, ULB -- Universite Libre de Bruxelles.
    68. Emmanuel Skoufias & Sushenjit Bandyopadhyay & Sergio Olivieri, 2017. "Occupational diversification as an adaptation to rainfall variability in rural India," Agricultural Economics, International Association of Agricultural Economists, vol. 48(1), pages 77-89, January.
    69. Fry Michael J. & Shukairy F. Alan, 2012. "Searching for Momentum in the NFL," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 8(1), pages 1-20, March.
    70. Zaveri, Esha D. & Wrenn, Douglas H. & Fisher-Vanden, Karen, . "The impact of water access on short-term migration in rural India," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 64(2).
    71. Anthony Glass & Karligash Kenjegalieva & Jason Taylor, 2015. "Game, set and match: evaluating the efficiency of male professional tennis players," Journal of Productivity Analysis, Springer, vol. 43(2), pages 119-131, April.
    72. Bergerhoff, Jan & Vosen, Agnes, 2015. "Can being behind get you ahead? Reference Dependence and Asymmetric Equilibria in an Unfair Tournament," Bonn Econ Discussion Papers 03/2015, University of Bonn, Bonn Graduate School of Economics (BGSE).
    73. Krumer, Alex & Lechner, Michael, 2016. "First In First Win: Evidence on Unfairness of Round-Robin Tournaments in Mega-Events," Economics Working Paper Series 1611, University of St. Gallen, School of Economics and Political Science.
    74. Montezuma Dumangane & Nicoletta Rosati & Anna Volossovitch, 2009. "Departure from independence and stationarity in a handball match," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(7), pages 723-741.
    75. Albert Jim, 2013. "Looking at spacings to assess streakiness," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 9(2), pages 151-163, June.
    76. Klaassen, Franc J.G.M. & Magnus, Jan R., 2009. "The efficiency of top agents: An analysis through service strategy in tennis," Journal of Econometrics, Elsevier, vol. 148(1), pages 72-85, January.
    77. Bakkenbüll, Linn-Brit & Kiefer, Stephanie, 2014. "Are attractive female tennis players more successful? An empirical analysis," Discussion Papers of the Institute for Organisational Economics 12/2014, University of Münster, Institute for Organisational Economics.
    78. Chan Timothy C.Y. & Singal Raghav, 2018. "A Bayesian regression approach to handicapping tennis players based on a rating system," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 14(3), pages 131-141, September.
    79. Easton, Stephen & Uylangco, Katherine, 2010. "Forecasting outcomes in tennis matches using within-match betting markets," International Journal of Forecasting, Elsevier, vol. 26(3), pages 564-575, July.

  44. Jan R. Magnus & Jan W. van Tongeren & Aart F. de Vos, 2000. "National Accounts Estimation Using Indicator Ratios," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(3), pages 329-350, September.

    Cited by:

    1. 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.
    2. van Tongeren, Jan W. & Bruil, Arjan, 2022. "Projections to 2025 of the household sector within the Dutch economy," The Journal of the Economics of Ageing, Elsevier, vol. 23(C).
    3. Umed Temurshoev, 2015. "Uncertainty treatment in input-output analysis," Working Papers 2015-004, Universidad Loyola Andalucía, Department of Economics.
    4. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Other publications TiSEM 7a0ed98e-134b-4fa4-a97c-4, Tilburg University, School of Economics and Management.
    5. Van Tongeren, J.W. & Magnus, J.R., 2011. "Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala," Discussion Paper 2011-022, Tilburg University, Center for Economic Research.
    6. Ton de Waal & Arnout van Delden & Sander Scholtus, 2020. "Multi‐source Statistics: Basic Situations and Methods," International Statistical Review, International Statistical Institute, vol. 88(1), pages 203-228, April.
    7. Bos, Frits, 2007. "Compiling the national accounts demystified," MPRA Paper 3736, University Library of Munich, Germany.
    8. Van Tongeren, J.W., 2011. "From national accounting to the design, compilation, and use of bayesian policy and analysis frameworks," Other publications TiSEM e2d6399b-fdf5-4147-b414-3, Tilburg University, School of Economics and Management.

  45. 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.

    Cited by:

    1. Antle, John M. & Capalbo, Susan Marie, 2000. "Econometric-Process Models For Integrated Assessment Of Agricultural Production Systems," Research Discussion Papers 29234, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center.
    2. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    3. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    4. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.
    5. Preinerstorfer, David & Pötscher, Benedikt M., 2013. "On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests," MPRA Paper 45675, University Library of Munich, Germany.
    6. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
    7. Krämer, Walter & Hanck, Christoph, 2008. "More on the F-test under nonspherical disturbances," Technical Reports 2008,14, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    8. O'Hara Hines, R.J. & Hines, W.G.S., 2007. "Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5537-5546, August.

  46. 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.

    Cited by:

    1. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    2. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    3. Wan, Alan T.K. & Zou, Guohua & Banerjee, Anurag, 2007. "The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions," Economics Letters, Elsevier, vol. 94(2), pages 213-219, February.
    4. 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.
    5. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
    6. Qin, Huaizhen & Wan, Alan T.K. & Zou, Guohua, 2009. "On the sensitivity of the one-sided t test to covariance misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1593-1609, September.
    7. Banerjee, Anurag N. & Basu, Parantap, 1998. "A Re-Examination Of Excess Sensitivity Puzzle When Consumers Forecast The Income Process," PRG Working Papers 31876, Katholieke Universiteit Leuven, LICOS - Centre for Institutions and Economic Performance.
    8. Anurag Banerjee, 2004. "Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory," Econometric Society 2004 Australasian Meetings 159, Econometric Society.
    9. Fan, Qiuyan & Hajiyeva, Aytan Merdan, 2022. "Nexus between energy efficiency finance and renewable energy development: Empirical evidence from G-7 economies," Renewable Energy, Elsevier, vol. 195(C), pages 1077-1086.
    10. Omtzigt, Pieter & Paruolo, Paolo, 2005. "Impact factors," Journal of Econometrics, Elsevier, vol. 128(1), pages 31-68, September.
    11. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    12. O'Hara Hines, R.J. & Hines, W.G.S., 2007. "Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5537-5546, August.
    13. Wei Zhao & ZhengShan Luo & Qilei Liu, 2023. "Does supply chain matter for environmental firm performance: mediating role of financial development in China," Economic Change and Restructuring, Springer, vol. 56(6), pages 3811-3837, December.

  47. 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.

    Cited by:

    1. Benno Torgler, 2004. "?La Grande Boucle?: Determinants of Success at the Tour de France," CREMA Working Paper Series 2004-22, Center for Research in Economics, Management and the Arts (CREMA), revised May 2005.
    2. Tomi Ovaska & Albert J. Sumell, 2014. "Who Has The Advantage? An Economic Exploration of Winning in Men's Professional Tennis," The American Economist, Sage Publications, vol. 59(1), pages 34-51, May.
    3. Julio del Corral, 2009. "Competitive Balance and Match Uncertainty in Grand-Slam Tennis," Journal of Sports Economics, , vol. 10(6), pages 563-581, December.
    4. Kurt Rotthoff & Danielle Zanzalari & John Jasina, 2011. "What are the odds? A measure of the small sample problems," Applied Economics Letters, Taylor & Francis Journals, vol. 18(12), pages 1139-1143.

  48. 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.

    Cited by:

    1. Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
    2. Zhang, Xinyu, 2015. "Consistency of model averaging estimators," Economics Letters, Elsevier, vol. 130(C), pages 120-123.
    3. Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    4. John W. Galbraith & Victoria Zinde-Walsh, 2011. "Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes," CIRANO Working Papers 2011s-57, CIRANO.
    5. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    6. Galbraith, John W. & Zinde-Walsh, Victoria, 2020. "Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects," Journal of Econometrics, Elsevier, vol. 218(2), pages 609-632.
    7. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Other publications TiSEM cb9b9b63-40a9-4035-924e-d, Tilburg University, School of Economics and Management.
    8. Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
    9. Jan Magnus & Anatoly Peresetsky, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
    10. Srdelic, Leonarda & Davila-Fernandez, Marwil J., 2022. "Demographic transition and economic growth in 6-EU member states," MPRA Paper 112188, University Library of Munich, Germany.
    11. Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
    12. Srdelić, Leonarda & Dávila-Fernández, Marwil J., 2024. "International trade and economic growth in Croatia," Structural Change and Economic Dynamics, Elsevier, vol. 68(C), pages 240-258.
    13. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
    14. Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017. "Weighted-Average Least Squares Estimation of Generalized Linear Models," Tinbergen Institute Discussion Papers 17-029/III, Tinbergen Institute.
    15. Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
    16. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2018. "Balanced Variable Addition In Linear Models," Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1183-1200, September.
    17. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2017. "Robust Linear Static Panel Data Models Using ε-Contamination," Center for Policy Research Working Papers 208, Center for Policy Research, Maxwell School, Syracuse University.
    18. Berger, Michael & Pock, Markus & Reiss, Miriam & Röhrling, Gerald & Czypionka, Thomas, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation," LSE Research Online Documents on Economics 116928, London School of Economics and Political Science, LSE Library.
    19. Nicolas End, 2020. "Rousseau's social contract or Machiavelli's virtue? A measure of fiscal credibility," AMSE Working Papers 2042, Aix-Marseille School of Economics, France.
    20. Hai Wang & Xinjie Chen & Nancy Flournoy, 2016. "The focused information criterion for varying-coefficient partially linear measurement error models," Statistical Papers, Springer, vol. 57(1), pages 99-113, March.
    21. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
    22. Danilov, D.L. & Magnus, J.R., 2002. "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Other publications TiSEM 002a672b-73b6-4a8b-8901-7, Tilburg University, School of Economics and Management.
    23. Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
    24. Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
    25. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    26. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020. "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series 2003, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2020.
    27. 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.
    28. Poghosyan, K., 2012. "Structural and reduced-form modeling and forecasting with application to Armenia," Other publications TiSEM ad1a24c3-15e6-4f04-b338-3, Tilburg University, School of Economics and Management.
    29. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
    30. End, Nicolas, 2023. "Big Brother is also being watched: Measuring fiscal credibility," Journal of Macroeconomics, Elsevier, vol. 77(C).
    31. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Investigating Predictors of Inflation in Nigeria: BMA and WALS Techniques," MPRA Paper 88773, University Library of Munich, Germany, revised Feb 2018.
    32. Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
    33. Reif, Jiri & Vlcek, Karel, 2002. "Optimal pre-test estimators in regression," Journal of Econometrics, Elsevier, vol. 110(1), pages 91-102, September.
    34. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
    35. Michael Berger & Markus Pock & Miriam Reiss & Gerald Röhrling & Thomas Czypionka, 2023. "Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms," International Journal of Health Economics and Management, Springer, vol. 23(1), pages 149-172, March.
    36. Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu, 2011. "Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1331-1341, March.
    37. Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
    38. Bo Jiang & Yongge Tian, 2022. "Equivalence Analysis of Statistical Inference Results under True and Misspecified Multivariate Linear Models," Mathematics, MDPI, vol. 11(1), pages 1-16, December.
    39. Dardanoni, Valentino & De Luca, Giuseppe & Modica, Salvatore & Peracchi, Franco, 2015. "Model averaging estimation of generalized linear models with imputed covariates," Journal of Econometrics, Elsevier, vol. 184(2), pages 452-463.
    40. Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
    41. Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti, 2007. "Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 803-810, April.

  49. Magnus, Jan R & Morgan, Mary S, 1997. "Design of the Experiment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 459-465, Sept.-Oct.
    See citations under working paper version above.
  50. Magnus, Jan R & Morgan, Mary S, 1997. "The Data: A Brief Description," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 651-661, Sept.-Oct.
    See citations under working paper version above.
  51. 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.

    Cited by:

    1. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.

  52. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
    See citations under working paper version above.
  53. 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, Springer;European Association of Environmental and Resource Economists, vol. 4(5), pages 455-478, October.
    See citations under working paper version above.
  54. Magnus, Jan R. & Pesaran, Bahram, 1991. "The Bias of Forecasts from a First-Order Autoregression," Econometric Theory, Cambridge University Press, vol. 7(2), pages 222-235, June.
    See citations under working paper version above.
  55. 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.
    See citations under working paper version above.
  56. 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.
    See citations under working paper version above.
  57. 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 707-725, November.
    See citations under working paper version above.
  58. Alberto Holly & Jan R. Magnus, 1988. "A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures," Annals of Economics and Statistics, GENES, issue 10, pages 121-138.
    See citations under working paper version above.
  59. 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.
    See citations under working paper version above.
  60. Heijmans, Risto D. H. & Magnus, Jan R., 1986. "Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations," Econometric Theory, Cambridge University Press, vol. 2(3), pages 374-412, December.
    See citations under working paper version above.
  61. R.D.H. Heijmans & J.R. Magnus, 1986. "On The First–Order Efficiency And Asymptotic Normality Of Maximum Likelihood Estimators Obtained From Dependent Observations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 40(3), pages 169-188, September.
    See citations under working paper version above.
  62. Jan R. Magnus, 1986. "The Exact Moments of a Ratio of Quadratic Forms in Normal Variables," Annals of Economics and Statistics, GENES, issue 4, pages 95-109.
    See citations under working paper version above.
  63. Magnus, Jan R. & Neudecker, H., 1986. "Symmetry, 0-1 Matrices and Jacobians: A Review," Econometric Theory, Cambridge University Press, vol. 2(2), pages 157-190, August.
    See citations under working paper version above.
  64. Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
    See citations under working paper version above.
  65. 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.
    See citations under working paper version above.
  66. Jan R. Magnus, 1979. "The expectation of products of quadratic forms in normal variables: the practice," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 33(3), pages 131-136, September.

    Cited by:

    1. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
    2. Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Discussion Paper 1990-21, Tilburg University, Center for Economic Research.
    3. van den Berg, G., 1986. "Small-sample properties of estimators of the autocorrelation coefficient," Other publications TiSEM 03414dd6-10fa-4f48-a742-e, Tilburg University, School of Economics and Management.
    4. Kan, Raymond & Wang, Xiaolu, 2010. "On the distribution of the sample autocorrelation coefficients," Journal of Econometrics, Elsevier, vol. 154(2), pages 101-121, February.
    5. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    6. Kan, Raymond, 2008. "From moments of sum to moments of product," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 542-554, March.
    7. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.

  67. 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 465-484, June.
    See citations under working paper version above.
  68. 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.
    See citations under working paper version above.
  69. Jan R. Magnus, 1978. "The moments of products of quadratic forms in normal variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 32(4), pages 201-210, December.
    See citations under working paper version above.

Books

  1. Klaassen, Franc & Magnus, Jan R., 2014. "Analyzing Wimbledon: The Power of Statistics," OUP Catalogue, Oxford University Press, number 9780199355969.

    Cited by:

    1. Morgulev, Elia & Azar, Ofer H. & Galily, Yair & Bar-Eli, Michael, 2020. "The role of initial success in competition: An analysis of early lead effects in NBA overtimes," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 89(C).
    2. Ricardo Manuel Santos, 2024. "Gender differences in the determinants of choking under pressure: Evidence from penalty kicks in soccer," Social Science Quarterly, Southwestern Social Science Association, vol. 105(4), pages 1296-1307, July.
    3. Christoph Bühren & Stefan Krabel, 2015. "Individual Performance after Success and Failure - A Natural Experiment," MAGKS Papers on Economics 201505, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Romain Gauriot & Lionel Page & John Wooders, 2023. "Expertise, gender, and equilibrium play," Quantitative Economics, Econometric Society, vol. 14(3), pages 981-1020, July.
    5. Bühren, Christoph & Steinberg, Philip J., 2019. "The impact of psychological traits on performance in sequential tournaments: Evidence from a tennis field experiment," Journal of Economic Psychology, Elsevier, vol. 72(C), pages 12-29.
    6. Christoph Buehren & Marvin Gabriel, 2021. "Performing best when it matters the most: Evidence from professional handball," MAGKS Papers on Economics 202119, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    7. Hendrik Sonnabend, 2020. "On discouraging environments in team contests: Evidence from top‐level beach volleyball," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(6), pages 986-997, September.
    8. Meier, Philippe & Flepp, Raphael & Ruedisser, Maximilian & Franck, Egon, 2020. "Separating psychological momentum from strategic momentum: Evidence from men’s professional tennis," Journal of Economic Psychology, Elsevier, vol. 78(C).
    9. Greg Kubitz & Lionel Page & Hao Wan, 2025. "Momentum in contests and its underlying behavioral mechanisms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 79(1), pages 301-340, February.
    10. Paolo Bizzozero & Raphael Flepp & Egon Franck, 2016. "The Importance of Suspense and Surprise in Entertainment Demand: Evidence from Wimbledon," Working Papers 357, University of Zurich, Department of Business Administration (IBW).
    11. Christoph Buehren & Lisa Traeger, 2020. "The Impact of Psychological Pressure and Psychological Traits on Performance – Experimental Evidence of Penalties in Handball," MAGKS Papers on Economics 202043, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    12. Bühren Christoph & Gabriel Marvin, 2023. "Performing best when it matters the most: evidence from professional handball," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 19(3), pages 185-203, September.
    13. Philippe Meier & Maximilian Rüdisser & Raphael Flepp & Egon Franck, 2019. "Investigating the conditions for psychological momentum in the field: Evidence from men’s professional tennis," Working Papers 383, University of Zurich, Department of Business Administration (IBW).
    14. Ricardo Manuel Santos, 2023. "Effects of psychological pressure on first‐mover advantage in competitive environments: Evidence from penalty shootouts," Contemporary Economic Policy, Western Economic Association International, vol. 41(2), pages 354-369, April.

  2. Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, January.

    Cited by:

    1. Stephen Morris, 2014. "The Statistical Implications of Common Identifying Restrictions for DSGE Models," 2014 Meeting Papers 738, Society for Economic Dynamics.
    2. Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
    3. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Other publications TiSEM 46607f30-95c0-430a-8ef9-2, Tilburg University, School of Economics and Management.
    4. David M. Mandy, 2016. "Verifying Curvature of Profit and Cost/Expenditure Functions," Working Papers 1611, Department of Economics, University of Missouri, revised 17 Apr 2017.
    5. Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
    6. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers CWP09/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Doğan, Osman & Taşpınar, Süleyman, 2014. "Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach," Regional Science and Urban Economics, Elsevier, vol. 45(C), pages 1-21.
    8. Heather Battey & Oliver Linton, 2013. "Nonparametric estimation of multivariate elliptic densities via finite mixture sieves," CeMMAP working papers 15/13, Institute for Fiscal Studies.
    9. Alyson Raalte & Hal Caswell, 2013. "Perturbation Analysis of Indices of Lifespan Variability," Demography, Springer;Population Association of America (PAA), vol. 50(5), pages 1615-1640, October.
    10. Rasmus Tangsgaard Varneskov, 2011. "Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices," CREATES Research Papers 2011-35, Department of Economics and Business Economics, Aarhus University.
    11. Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J., 2014. "An M-estimator of Spatial Tail Dependence," Other publications TiSEM 2d5c1a3b-a5f6-4329-8df2-f, Tilburg University, School of Economics and Management.
    12. Abadir Karim M. & Larsson Rolf, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
    13. Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven 532152, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven.
    14. Mario Cerrato & Kan Kwok Cheung, 2007. "Valuing American Style Options by Least Squares Methods," Money Macro and Finance (MMF) Research Group Conference 2006 49, Money Macro and Finance Research Group.
    15. Alyson A. van Raalte & Hal Caswell, 2012. "Perturbation analysis of indices of lifespan variability," MPIDR Working Papers WP-2012-004, Max Planck Institute for Demographic Research, Rostock, Germany.
    16. Peter C.B. Phillips & Tassos Magdalinos, 2008. "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers 1655, Cowles Foundation for Research in Economics, Yale University.
    17. Anne Péguin-Feissolle & Bilel Sanhaji, 2015. "Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)," AMSE Working Papers 1516, Aix-Marseille School of Economics, France.
    18. Joakim Westerlund & Simon Reese & Paresh Narayan, 2017. "A Factor Analytical Approach to Price Discovery," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(3), pages 366-394, June.
    19. Andrew Harvey & Stephen Thiele, 2014. "Testing against Changing Correlation," Cambridge Working Papers in Economics 1439, Faculty of Economics, University of Cambridge.
    20. Rabovič, Renata & Čížek, Pavel, 2023. "Estimation of spatial sample selection models: A partial maximum likelihood approach," Journal of Econometrics, Elsevier, vol. 232(1), pages 214-243.
    21. Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
    22. Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
    23. Engwerda, J.C. & Weeren, A.J.T.M., 2008. "A result on output feedback linear quadratic control," Other publications TiSEM 4445249f-0fea-4d10-80d6-2, Tilburg University, School of Economics and Management.
    24. Håvard Hungnes, 2016. "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers 849, Statistics Norway, Research Department.
    25. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2013. "A Generalized Spatial Panel Data Model with Random Effects," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 650-685, August.
    26. Stephen Pollock, 2014. "On Kronecker Products, Tensor Products And Matrix Differential Calculus," Discussion Papers in Economics 14/02, Division of Economics, School of Business, University of Leicester.
    27. Reddy, P.V. & Engwerda, J.C., 2010. "Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors," Other publications TiSEM 7cec07f4-21e6-45d3-b5cc-7, Tilburg University, School of Economics and Management.
    28. Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
    29. Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai, 2011. "Matrix Exponential Stochastic Volatility with Cross Leverage," CIRJE F-Series CIRJE-F-812, CIRJE, Faculty of Economics, University of Tokyo.
    30. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
    31. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
    32. Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
    33. Garbellini, Nadia & Wirkierman, Ariel Luis, 2014. "Blocks and circularity in labour requirements: An interplay between clusters and subsystems in the EU," Structural Change and Economic Dynamics, Elsevier, vol. 28(C), pages 60-74.
    34. Engwerda, J.C. & Salmah, Y., 2010. "Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games," Other publications TiSEM 8765590b-2ed9-4bef-8270-e, Tilburg University, School of Economics and Management.
    35. Westerlund, Joakim & Larsson, Rolf, 2009. "Testing for a Unit Root in a Random Coefficient Panel Data Model," Working Papers in Economics 383, University of Gothenburg, Department of Economics.
    36. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
    37. Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
    38. Drew Creal & Siem Jan Koopman & André Lucas, 2011. "A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(4), pages 552-563, October.
    39. Kociecki, Andrzej, 2013. "Further Results on Identification of Structural VAR Models," MPRA Paper 46536, University Library of Munich, Germany.
    40. Juan Carlos Escanciano & Wei Li, 2013. "On the identification of structural linear functionals," CeMMAP working papers 48/13, Institute for Fiscal Studies.
    41. Avarucci, Marco & Beutner, Eric & Zaffaroni, Paolo, 2013. "On Moment Conditions For Quasi-Maximum Likelihood Estimation Of Multivariate Arch Models," Econometric Theory, Cambridge University Press, vol. 29(3), pages 545-566, June.
    42. Caner, Mehmet & Fan, Qingliang, 2015. "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, vol. 187(1), pages 256-274.
    43. Osman Doğan, 2015. "Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term," Econometrics, MDPI, vol. 3(1), pages 1-27, February.
    44. Abadir Karim M., 2012. "The Square Root of a Matrix," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-7, November.
    45. Bertille Antoine & Otilia, 2015. "Inference in linear models with structural changes and mixed identification strength," Discussion Papers dp15-05, Department of Economics, Simon Fraser University.
    46. Ikeda, Shin S., 2016. "A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous," Journal of Econometrics, Elsevier, vol. 193(1), pages 203-214.
    47. Bertille Antoine & Eric Renault, 2017. "On the relevance of weaker instruments," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 928-945, October.
    48. Morris, Stephen D., 2017. "DSGE pileups," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 56-86.
    49. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.
    50. Mauro Mussini, 2010. "On the Link between Silber and Dagum Decomposition of the Gini Index," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 11(3), pages 597-614, December.
    51. Morris, Stephen D., 2016. "VARMA representation of DSGE models," Economics Letters, Elsevier, vol. 138(C), pages 30-33.
    52. Abadir, Karim M. & Distaso, Walter & Žikeš, Filip, 2014. "Design-free estimation of variance matrices," Journal of Econometrics, Elsevier, vol. 181(2), pages 165-180.
    53. Mussini, Mauro & Grossi, Luigi, 2015. "Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities," Energy Economics, Elsevier, vol. 49(C), pages 274-281.
    54. Caswell, Hal & Shyu, Esther, 2012. "Sensitivity analysis of periodic matrix population models," Theoretical Population Biology, Elsevier, vol. 82(4), pages 329-339.
    55. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
    56. Doğan, Osman & Taşpınar, Süleyman, 2013. "GMM estimation of spatial autoregressive models with moving average disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 903-926.
    57. Jeff Jones & Niels Waller, 2015. "The Normal-Theory and Asymptotic Distribution-Free (ADF) Covariance Matrix of Standardized Regression Coefficients: Theoretical Extensions and Finite Sample Behavior," Psychometrika, Springer;The Psychometric Society, vol. 80(2), pages 365-378, June.
    58. Westerlund, Joakim & Norkute, Milda, 2014. "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers 2014:12, Lund University, Department of Economics.
    59. Poloni, Federico & Sbrana, Giacomo, 2014. "Feasible generalized least squares estimation of multivariate GARCH(1, 1) models," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 151-159.
    60. Pingel, Ronnie, 2014. "Some approximations of the logistic distribution with application to the covariance matrix of logistic regression," Statistics & Probability Letters, Elsevier, vol. 85(C), pages 63-68.
    61. Jin Seo Cho & Peter C.B. Phillips, "undated". "Testing Equality of Covariance Matrices via Pythagorean Means," Cowles Foundation Discussion Papers 1970, Cowles Foundation for Research in Economics, Yale University.
    62. Bertille Antoine & Otilia Boldea, 2014. "Efficient Inference with Time-Varying Identification Strength," Discussion Papers dp14-03, Department of Economics, Simon Fraser University.
    63. Wang, Xue-Zhong & Ma, Haifeng & Stanimirović, Predrag S., 2017. "Recurrent neural network for computing the W-weighted Drazin inverse," Applied Mathematics and Computation, Elsevier, vol. 300(C), pages 1-20.
    64. Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
    65. Xu, Xingbai & Lee, Lung-fei, 2015. "Maximum likelihood estimation of a spatial autoregressive Tobit model," Journal of Econometrics, Elsevier, vol. 188(1), pages 264-280.
    66. Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.

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