Jan R. Magnus
Personal Details
First Name: | Jan |
Middle Name: | R. |
Last Name: | Magnus |
Suffix: | |
RePEc Short-ID: | pma753 |
| |
http://www.janmagnus.nl/ | |
Affiliation
Afdeling Econometrie and Operations Research
School of Business and Economics
Vrije Universiteit Amsterdam
Amsterdam, Netherlandshttps://sbe.vu.nl/nl/afdelingen-en-instituten/econometrie-en-or-nieuw/
RePEc:edi:ectvunl (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Jan R. Magnus & Enrique Sentana, 2020.
"Zero-diagonality as a linear structure,"
Tinbergen Institute Discussion Papers
20-039/III, Tinbergen Institute.
- Magnus, Jan R. & Sentana, Enrique, 2020. "Zero-diagonality as a linear structure," Economics Letters, Elsevier, vol. 196(C).
- Jan R. Magnus & Enrique Sentana, 2020. "Zero-Diagonality as a Linear Structure," Working Papers wp2020_2016, CEMFI.
- 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.
- Magnus, Jan R. & Pijls, Henk G.J. & Sentana, Enrique, 2021. "The Jacobian of the exponential function," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Jan R. Magnus & Henk G. J. Pijls & Enrique Sentana, 2020. "The Jacobian of the Exponential Function," Working Papers wp2020_2005, CEMFI.
- Masako Ikefuji & Jan R. Magnus, 2020.
"The perception of climate sensitivity: Revealing priors from posteriors,"
Tinbergen Institute Discussion Papers
20-046/III, Tinbergen Institute.
- Masako Ikefuji & Jan R. Magnus, 2020. "The perception of climate sensitivity: Revealing priors from posteriors," ISER Discussion Paper 1111, Institute of Social and Economic Research, Osaka University.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020.
"Sampling properties of the Bayesian posterior mean with an application to WALS estimation,"
Tinbergen Institute Discussion Papers
20-015/III, Tinbergen Institute.
- De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022. "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, vol. 230(2), pages 299-317.
- 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.
- 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.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Posterior moments and quantiles for the normal location model with Laplace prior," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(17), pages 4039-4049, August.
- 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.
- 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.
- 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.
- Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue, 2022. "Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 82-93, January.
- 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.
- 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.
- 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.
- Jan R. Magnus & Anatoly A. Peresetsky, 2017. "Grade Expectations: Rationality and Overconfidence," Tinbergen Institute Discussion Papers 17-054/III, Tinbergen Institute.
- 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.
- 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.
- Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015.
"On the ambiguous consequences of omitting variables,"
EIEF Working Papers Series
1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
- Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
- Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014. "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers 14-133/III, Tinbergen Institute.
- Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki, 2014.
"Adaptation for Mitigation,"
Climate Change and Sustainable Development
191000, Fondazione Eni Enrico Mattei (FEEM).
- 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.
- Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Working Papers 2014.102, Fondazione Eni Enrico Mattei.
- Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Tinbergen Institute Discussion Papers 14-126/III, Tinbergen Institute.
- Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2017. "Adaptation for mitigation," Discussion papers e-16-014, Graduate School of Economics , Kyoto University.
- Magnus, Jan R & Vasnev, Andrey, 2013. "Practical use of sensitivity in econometrics with an illustration to forecast combinations," Working Papers 2013-04, University of Sydney Business School, Discipline of Business Analytics.
- Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
- Magnus, J.R. & Wang, W., 2012.
"Concept-Based Bayesian Model Averaging and Growth Empirics,"
Discussion Paper
2012-017, Tilburg University, Center for Economic Research.
- 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.
- Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
- 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.
- Salima Douhou & Jan Magnus & Arthur Soest, 2012. "Peer Reporting and the Perception of Fairness," De Economist, Springer, vol. 160(3), pages 289-310, September.
- Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Other publications TiSEM 534a454c-f74a-43e6-b9e8-f, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LP, vol. 11(4), pages 518-544, December.
- De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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, Osaka University.
- 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.
- 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.
- Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Other publications TiSEM b99c7444-f83a-40ac-a46d-c, Tilburg University, School of Economics and Management.
- Ikefuji, M. & Magnus, J.R. & Sakamoto, H., 2010.
"Climate Change, Economic Growth, and Health,"
Discussion Paper
2010-86, Tilburg University, Center for Economic Research.
- Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, Osaka University.
- Ikefuji, M. & Magnus, J.R. & Sakamoto, H., 2010. "Climate Change, Economic Growth, and Health," Other publications TiSEM 324fcdfb-279a-45b2-91e9-d, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
- 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.
- Ji, K. & Magnus, J.R. & Wang, W., 2010. "Resource Abundance and Resource Dependence in China," Other publications TiSEM a2387ecd-6d1d-4d78-9969-3, 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.
- 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.
"Scrap Value Functions in Dynamic Decision Problems,"
Discussion Paper
2010-77, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Other publications TiSEM 42591c23-7d44-40ec-9430-4, Tilburg University, School of Economics and Management.
- Boldea, Otilia & Magnus, Jan R., 2009.
"Maximum Likelihood Estimation of the Multivariate Normal Mixture Model,"
MPRA Paper
23149, University Library of Munich, Germany.
- 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.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Klaassen, F.J.G.M. & Magnus, J.R., 2008. "De kans om een tenniswedstrijd te winnen : Federer-Nadal in de finale van Wimbeldon 2007," Other publications TiSEM a32cb340-f8f0-46e6-9e46-4, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
- Klaassen, F.J.G.M. & Magnus, J.R., 2006.
"Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis,"
Discussion Paper
2006-52, Tilburg University, Center for Economic Research.
- 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.
- Randt, U. & Magnus, J.R., 2006. "Von Hamburg nach Berlin im sommer 1841 : Emma Isler berichtet," Other publications TiSEM 77df8d62-94c7-4305-8d85-0, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Vasnev, A.L., 2004.
"Local Sensitivity and Diagnostic Tests,"
Discussion Paper
2004-105, Tilburg University, Center for Economic Research.
- Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
- 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.
- Abadir, K.M. & Magnus, J.R., 2003. "Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)," Other publications TiSEM fcb946a3-e8de-48b3-9487-9, Tilburg University, School of Economics and Management.
- Abadir, K.M. & Magnus, J.R., 2003. "The central limit theorem for student's distribution (problem 03.6.1)," Other publications TiSEM db2f431c-4bcc-4b10-8119-a, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Sinha, A.K., 2003.
"On Theil's Errors,"
Discussion Paper
2003-18, Tilburg University, Center for Economic Research.
- Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
- Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Other publications TiSEM 2c6b897d-983a-4e48-9456-6, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Danilov, D.L. & Magnus, J.R., 2001.
"On the Harm that Pretesting Does,"
Discussion Paper
2001-37, Tilburg University, Center for Economic Research.
- Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Other publications TiSEM f131c709-4db4-468d-9ae8-9, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Klaassen, F.J.G.M., 2001. "Some properties of a generalized two-error components matrix (problem 01.5.1)," Other publications TiSEM d0333592-b1c1-4294-bcf5-b, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Danilov, D.L., 2000. "The maximum number of omitted variables, Problem 00.2.2," Other publications TiSEM 6fc1da96-37ba-4a75-b244-a, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Rothenberg, T.J., 2000. "Least squares autoregression with near-unit root," Other publications TiSEM 1462fa47-39b5-4063-a0c2-0, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Van Tongeren, J.W. & de Vos, A.F., 1999. "Macro accounts estimation using indicator ratios," Other publications TiSEM 6288557a-ba2b-4d15-96e3-e, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Fontein, P.F. & Thijssen, G.J. & Dijk, J., 1999. "Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989," Other publications TiSEM 570ae6fd-c394-4815-89ea-5, Tilburg University, School of Economics and Management.
- 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.
- Klaassen, F.J.G.M. & Magnus, J.R., 1998. "On the Independence and Identical Distribution of Points in Tennis," Other publications TiSEM 395a6222-6318-49b5-a42c-6, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Morgan, M.S., 1997.
"Organization of the experiment,"
Other publications TiSEM
64345f81-09e1-498f-b6de-c, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Klaassen, F.J.G.M., 1997. "Wat tenniscommentatoren niet weten : Een analyse van vier jaar Wimbledon," Other publications TiSEM 8daf150f-987c-464a-807d-6, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Klaassen, F.J.G.M., 1997. "Testing some common hypotheses : Four years at Wimbledon," Other publications TiSEM 6eb3ef49-41a1-4d3a-80f2-f, Tilburg University, School of Economics and Management.
- Banerjee, A.N. & Magnus, J.R., 1997.
"On the sensitivity of the usual t-and f-tests to AR(1) misspecification,"
Discussion Paper
1997-90, Tilburg University, Center for Economic Research.
- Banerjee, A.N. & Magnus, J.R., 1997. "On the sensitivity of the usual t-and f-tests to AR(1) misspecification," Other publications TiSEM 219401db-c0ad-4600-8068-8, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Banerjee, A.N. & Magnus, J.R., 1996.
"Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown,"
Discussion Paper
1996-54, Tilburg University, Center for Economic Research.
- Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Other publications TiSEM e942b349-586c-4201-9228-0, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Durbin, J., 1996.
"A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance,"
Discussion Paper
1996-60, Tilburg University, Center for Economic Research.
- Magnus, J.R. & Durbin, J., 1996. "A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance," Other publications TiSEM 325b330c-b816-4978-90c2-5, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Klaassen, F.J.G.M., 1996. "Testing some common tennis hypotheses : Four years at Wimbledon," Other publications TiSEM a1acdf3a-74c8-4e6c-bf8a-9, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Keuzenkamp, H.A. & Magnus, J.R., 1994.
"On tests and significance in econometrics,"
Discussion Paper
1994-31, Tilburg University, Center for Economic Research.
- Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
- Keuzenkamp, H.A. & Magnus, J.R., 1995. "On tests and significance in econometrics," Other publications TiSEM 1808e2e0-3805-4999-b9a1-5, Tilburg University, School of Economics and Management.
- Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Other publications TiSEM deda69ee-1b8e-418f-9e1f-d, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1993. "Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables : background, motivation and examples," Other publications TiSEM e2bddcbe-db63-498f-951f-b, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1993. "The evaluation of cumulants and moments of quadratic forms in normal variables (CUM) : Technical description," Other publications TiSEM b8c135e0-92e2-4a8b-9d52-9, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1993. "The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM) : Technical description," Other publications TiSEM 5dfb53b7-482b-45bf-9647-e, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Magnus, J.R. & Woodland, A.D., 1990. "Separability and aggregation," Other publications TiSEM 7f5133e0-9f4a-46ae-b8c2-4, Tilburg University, School of Economics and Management.
- Magnus, J.R., 1990.
"On the fundamental bordered matrix of linear estimation,"
Other publications TiSEM
b4e18af6-b9d7-49ca-8e07-5, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of ratios of quadratic forms in normal variables and related statistics," Other publications TiSEM 9b269af3-185b-4ada-93e2-5, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Pesaran, B., 1990.
"Evaluation Of Moment Of Quadratic Forms In Normal Variables,"
Papers
9021, Tilburg - Center for Economic Research.
- 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.
- Magnus, J.R. & Pesaran, B., 1990. "Evaluation of moments of quadratic forms in normal variables," Other publications TiSEM b16a6ec3-ce7b-406e-8c76-9, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Pesaran, B., 1990.
"Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1),"
Papers
9002, Tilburg - Center for Economic Research.
- 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.
- Magnus, J.R. & Pesaran, B., 1990. "Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1)," Discussion Paper 1990-2, Tilburg University, Center for Economic Research.
- 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.
- Magnus, J.R. & Pesaran, B., 1989.
"The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept,"
Other publications TiSEM
9cfd5ae9-e1f8-4184-8b32-3, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Holly, A. & Magnus, J.R., 1990. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM d27670f5-9d36-42e1-a59e-d, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Magnus, J.R. & Woodland, A.D., 1990. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM d2c3de60-5961-45db-932f-8, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Magnus, J.R. & Hoque, A. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Other publications TiSEM 3f9a5173-06c6-4266-94b5-5, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R., 1987. "A representation theorem for (trAp)1/p," Other publications TiSEM a6bbea90-205f-45b9-b2e3-1, Tilburg University, School of Economics and Management.
- 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.
- Heijmans, R.D.H. & Magnus, J.R., 1986.
"On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations,"
Other publications TiSEM
b2fc9176-e950-4580-90e6-5, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
- 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.
- 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.
- 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.
- 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.
- Magnus, J.R. & Neudecker, H., 1986.
"Symmetry, 0-1 matrices and Jacobians : A review,"
Other publications TiSEM
c1c491d0-f2bf-4de1-94f8-3, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Magnus, J.R., 1985.
"On differentiating eigenvalues and eigenvectors,"
Other publications TiSEM
f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
- Magnus, Jan R., 1985. "On Differentiating Eigenvalues and Eigenvectors," Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
- Magnus, J & Neudecker, H, 1985. "Matrix differential calculus and static optimization Part III- differentials: Practice," University of Amsterdam, Actuarial Science and Econometrics Archive 293096, University of Amsterdam, Faculty of Economics and Business.
- Magnus, J & Neudecker, H, 1985. "MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory," University of Amsterdam, Actuarial Science and Econometrics Archive 293086, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, Risto & Magnus, Jan, 1985.
"On The First-Order Efficiency An Dasymptotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations,"
University of Amsterdam, Actuarial Science and Econometrics Archive
293110, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
- 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.
- 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.
- Heijmans, R.D.H. & Magnus, J.R., 1986. "Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case," Other publications TiSEM 9b460ea9-57c5-4d5b-934f-c, Tilburg University, School of Economics and Management.
- 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.
- Heijmans, Risto & Magnus, Jan, 1983. "On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293067, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, Risto & Magnus, Jan, 1983. "Asymptotic Normality Of The Maximum Likelihood Estimator In The Nonlinear Regression Model With Normal Errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293070, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, R & Magnus, J, 1983. "Consistency of Maximum Likelihood Estimators When Observations Are Dependent," University of Amsterdam, Actuarial Science and Econometrics Archive 293066, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, Risto & Magnus, Jan, 1983. "Consistent Maximum Likelihood Estimation Of The Nonlinear Regression Model With Normal Errors," University of Amsterdam, Actuarial Science and Econometrics Archive 293069, University of Amsterdam, Faculty of Economics and Business.
- 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.
- 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.
- Magnus, J.R., 1981. "Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems," Other publications TiSEM 0f5e327c-8c59-4d0f-914a-f, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Magnus, J.R., 1979.
"Substitution between energy and non-energy inputs in the Netherlands, 1950-1976,"
Other publications TiSEM
eef7f886-58db-4162-a57f-b, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
- Magnus, J.R., 1978.
"The moments of products of quadratic forms in normal variables,"
Other publications TiSEM
17c77a44-1789-4cf4-a382-a, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Magnus, J.R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Other publications TiSEM 388c2c25-0925-4b56-834a-7, Tilburg University, School of Economics and Management.
- 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.
- Don, F.J.H. & Magnus, J.R., 1980. "On the unbiasedness of iterated GLS estimators," Other publications TiSEM 0651c9b8-01ec-451a-aced-2, Tilburg University, School of Economics and Management.
- Magnus, Jan & Neudecker, H, 1977. "The commutation matrix: some theorems and applications," University of Amsterdam, Actuarial Science and Econometrics Archive 293044, University of Amsterdam, Faculty of Economics and Business.
- Heijmans, Risto & Magnus, Jan, 1977. "Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix," University of Amsterdam, Actuarial Science and Econometrics Archive 293047, University of Amsterdam, Faculty of Economics and Business.
- Magnus, Jan, 1976. "Substitution between energy and non-energy inputs in the Netherlands, 1950-1974," University of Amsterdam, Actuarial Science and Econometrics Archive 293027, University of Amsterdam, Faculty of Economics and Business.
- Cramer, J.S. & Magnus, J.R., 1974. "Benzine is al eens duurder geweest," Other publications TiSEM f3743619-64fb-4314-833a-e, Tilburg University, School of Economics and Management.
Articles
- 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.
- Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Working Papers 2014.102, Fondazione Eni Enrico Mattei.
- Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto, 2014. "Adaptation for Mitigation," Tinbergen Institute Discussion Papers 14-126/III, Tinbergen Institute.
- Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus, 2017. "Adaptation for mitigation," Discussion papers e-16-014, Graduate School of Economics , Kyoto University.
- Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki, 2014. "Adaptation for Mitigation," Climate Change and Sustainable Development 191000, Fondazione Eni Enrico Mattei (FEEM).
- 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.
- 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," Other publications TiSEM 52cbee73-e1dc-4ed3-8ec9-6, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Jan R. Magnus, 2019. "On Using the t -Ratio as a Diagnostic," Econometrics, MDPI, vol. 7(2), pages 1-3, May.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto, 2010. "Climate change, economic growth, and health," ISER Discussion Paper 0785, Institute of Social and Economic Research, Osaka University.
- 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.
- 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.
- Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
- Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.
- Salima Douhou & Jan Magnus & Arthur Soest, 2012.
"Peer Reporting and the Perception of Fairness,"
De Economist, Springer, vol. 160(3), pages 289-310, September.
- 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.
- Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2011. "Peer Reporting and the Perception of Fairness," Other publications TiSEM 534a454c-f74a-43e6-b9e8-f, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Giuseppe De Luca & Jan R. Magnus, 2011.
"Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues,"
Stata Journal, StataCorp LP, vol. 11(4), pages 518-544, December.
- De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Douhou, S. & Magnus, J.R. & van Soest, A.H.O., 2010. "The Perception of Small Crime," Other publications TiSEM 42591c23-7d44-40ec-9430-4, Tilburg University, School of Economics and Management.
- Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris, 2011. "Rejoinder," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 457-468.
- 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.
- Magnus, J.R. & Melenberg, B. & Muris, C.H.M., 2011. "Global Warming and Local Dimming : The Statistical Evidence," Other publications TiSEM b99c7444-f83a-40ac-a46d-c, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Magnus, Jan R., 2010. "On the concept of matrix derivative," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2200-2206, October.
- Magnus, Jan & Peresetsky, Anatoly, 2010. "The price of Moscow apartments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 17(1), pages 89-105.
- 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.
- 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.
- 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.
- Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
- Boldea, O. & Magnus, J.R., 2009. "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM c5d9a58c-6bc2-4098-bfed-d, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Einmahl, J.H.J. & Magnus, J.R., 2006. "Records in Athletics through Extreme-Value Theory," Other publications TiSEM 5cedc3d8-e623-46d5-a550-5, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Dmitry Danilov & Jan R. Magnus, 2007. "Some equivalences in linear estimation (in Russian)," Quantile, Quantile, issue 3, pages 83-90, September.
- 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.
- 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.
- 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.
- Jan R. Magnus & Andrey L. Vasnev, 2007.
"Local sensitivity and diagnostic tests,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
- Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
- 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.
- Jan R. Magnus & Ashoke K. Sinha, 2005.
"On Theil's errors,"
Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
- Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Other publications TiSEM 593b97f2-9dfe-46c5-928a-e, Tilburg University, School of Economics and Management.
- Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- 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.
- 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.
- Abadir, Karim M. & Magnus, Jan R., 2003. "03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance," Econometric Theory, Cambridge University Press, vol. 19(4), pages 691-691, August.
- Abadir, Karim & Magnus, Jan, 2003. "03.6.1. The Central Limit Theorem for Student's Distribution," Econometric Theory, Cambridge University Press, vol. 19(6), pages 1195-1195, December.
- 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.
- Klaassen, F.J.G.M. & Magnus, J.R., 2001. "Forecasting the Winner of a Tennis Match," Other publications TiSEM 2c6b897d-983a-4e48-9456-6, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Magnus, Jan R., 1998. "Handbook Of Matrices," Econometric Theory, Cambridge University Press, vol. 14(3), pages 379-380, June.
- 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.
- 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.
- 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.
- 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.
- 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.
- Magnus, J.R. & Morgan, M.S., 1997. "Organization of the experiment," Other publications TiSEM 64345f81-09e1-498f-b6de-c, Tilburg University, School of Economics and Management.
- 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.
- Keuzenkamp, Hugo A. & Magnus, Jan R., 1995.
"On tests and significance in econometrics,"
Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
- Keuzenkamp, H.A. & Magnus, J.R., 1995. "On tests and significance in econometrics," Other publications TiSEM 1808e2e0-3805-4999-b9a1-5, Tilburg University, School of Economics and Management.
- Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Other publications TiSEM deda69ee-1b8e-418f-9e1f-d, Tilburg University, School of Economics and Management.
- Keuzenkamp, H.A. & Magnus, J.R., 1994. "On tests and significance in econometrics," Discussion Paper 1994-31, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- 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.
- 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.
- Magnus, J.R. & Pesaran, B., 1989. "The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept," Other publications TiSEM 9cfd5ae9-e1f8-4184-8b32-3, Tilburg University, School of Economics and Management.
- 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.
- Jan R. Magnus, 1989. "Estimation of Variance Components and Applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 152(2), pages 272-273, March.
- 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.
- Magnus, J.R. & Hoque, A. & Pesaran, B., 1990. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Other publications TiSEM 3f9a5173-06c6-4266-94b5-5, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Holly, A. & Magnus, J.R., 1990. "A note on instrumental variables and maximum likelihood estimation procedures," Other publications TiSEM d27670f5-9d36-42e1-a59e-d, Tilburg University, School of Economics and Management.
- 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.
- 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.
- Magnus, J.R. & Woodland, A.D., 1990. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM d2c3de60-5961-45db-932f-8, Tilburg University, School of Economics and Management.
- 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.
- Heijmans, R.D.H. & Magnus, J.R., 1986. "Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case," Other publications TiSEM 9b460ea9-57c5-4d5b-934f-c, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Magnus, J.R. & Neudecker, H., 1986. "Symmetry, 0-1 matrices and Jacobians : A review," Other publications TiSEM c1c491d0-f2bf-4de1-94f8-3, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- Heijmans, R.D.H. & Magnus, J.R., 1986. "On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations," Other publications TiSEM b2fc9176-e950-4580-90e6-5, Tilburg University, School of Economics and Management.
- Heijmans, R & Magnus, J, 1984. "On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations," University of Amsterdam, Actuarial Science and Econometrics Archive 293077, University of Amsterdam, Faculty of Economics and Business.
- Magnus, Jan R., 1985.
"On Differentiating Eigenvalues and Eigenvectors,"
Econometric Theory, Cambridge University Press, vol. 1(2), pages 179-191, August.
- Magnus, J.R., 1985. "On differentiating eigenvalues and eigenvectors," Other publications TiSEM f410e3a5-ba9b-4787-b8cc-4, Tilburg University, School of Economics and Management.
- 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.
- 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.
- 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.
- 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.
- Magnus, J.R., 1979. "Substitution between energy and non-energy inputs in the Netherlands, 1950-1976," Other publications TiSEM eef7f886-58db-4162-a57f-b, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R., 1978. "The moments of products of quadratic forms in normal variables," Other publications TiSEM 17c77a44-1789-4cf4-a382-a, Tilburg University, School of Economics and Management.
- 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.
- Magnus, J.R., 1978. "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix," Other publications TiSEM 388c2c25-0925-4b56-834a-7, Tilburg University, School of Economics and Management.
- 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.
Books
- Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R., 2018.
"Statistics,"
Cambridge Books,
Cambridge University Press, number 9780521537452, October.
- Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R., 2018. "Statistics," Cambridge Books, Cambridge University Press, number 9780521822886, October.
- Klaassen, Franc & Magnus, Jan R., 2014. "Analyzing Wimbledon: The Power of Statistics," OUP Catalogue, Oxford University Press, number 9780199355969.
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, October.
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (12) 2007-03-03 2007-03-10 2013-10-25 2014-11-12 2015-04-25 2015-06-05 2017-03-05 2017-10-29 2019-06-10 2020-03-16 2020-04-27 2020-07-13. Author is listed
- NEP-ENV: Environmental Economics (7) 2010-08-21 2012-01-03 2014-11-12 2015-02-11 2015-04-25 2017-02-26 2020-08-17. Author is listed
- NEP-ENE: Energy Economics (5) 2010-08-21 2012-01-03 2014-11-12 2015-04-25 2020-08-17. Author is listed
- NEP-ORE: Operations Research (5) 2017-03-05 2020-03-16 2020-04-27 2020-07-13 2020-07-20. Author is listed
- NEP-FOR: Forecasting (3) 2013-10-25 2014-11-12 2015-04-25
- NEP-ETS: Econometric Time Series (2) 2015-04-25 2020-07-13
- NEP-RMG: Risk Management (2) 2015-04-25 2018-07-23
- NEP-UPT: Utility Models and Prospect Theory (2) 2012-01-03 2015-04-25
- NEP-CBE: Cognitive and Behavioural Economics (1) 2017-07-02
- NEP-EDU: Education (1) 2017-07-02
- NEP-HEA: Health Economics (1) 2010-08-21
- NEP-IAS: Insurance Economics (1) 2014-11-22
- NEP-MIC: Microeconomics (1) 2015-04-25
- NEP-URE: Urban and Real Estate Economics (1) 2018-07-23
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