Jan R. Magnus : Citation Profile


Are you Jan R. Magnus?

Vrije Universiteit Amsterdam

21

H index

37

i10 index

1333

Citations

RESEARCH PRODUCTION:

76

Articles

168

Papers

4

Books

RESEARCH ACTIVITY:

   46 years (1974 - 2020). See details.
   Cites by year: 28
   Journals where Jan R. Magnus has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 71 (5.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma753
   Updated: 2021-09-18    RAS profile: 2020-11-13    
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Relations with other researchers


Works with:

De Luca, Giuseppe (10)

Peracchi, Franco (9)

Ikefuji, Masako (5)

Sakamoto, Hiroaki (2)

Laeven, Roger (2)

Sentana, Enrique (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan R. Magnus.

Is cited by:

De Luca, Giuseppe (37)

Peracchi, Franco (35)

Dardanoni, Valentino (23)

Steel, Mark (20)

Abadir, Karim (15)

Wang, Yudong (15)

Baltagi, Badi (14)

Ullah, Aman (13)

Phillips, Peter (12)

LINTON, OLIVER (11)

Zou, Guohua (11)

Cites to:

Laeven, Roger (27)

Hansen, Bruce (16)

Wan, Alan (16)

Barro, Robert (15)

De Luca, Giuseppe (14)

Prufer, Patricia (13)

Pötscher, Benedikt (10)

Ikefuji, Masako (10)

Muris, Chris (10)

Goovaerts, Marc (10)

Leeb, Hannes (9)

Main data


Where Jan R. Magnus has published?


Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory12
Journal of the American Statistical Association5
Econometrics Journal4
Computational Statistics & Data Analysis3
Environmental & Resource Economics3
Statistica Neerlandica3
Journal of Applied Econometrics3
Journal of Economic Surveys2
Annals of Economics and Statistics2
International Journal of Forecasting2
International Economic Review2

Working Papers Series with more than one paper published# docs
University of Amsterdam, Actuarial Science and Econometrics Archive / University of Amsterdam, Faculty of Economics and Business17
Tinbergen Institute Discussion Papers / Tinbergen Institute12
EIEF Working Papers Series / Einaudi Institute for Economics and Finance (EIEF)5
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University2

Recent works citing Jan R. Magnus (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Rousseaus social contract or Machiavellis virtue? A measure of fiscal credibility. (2020). End, Nicolas. In: AMSE Working Papers. RePEc:aim:wpaimx:2042.

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2020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

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2020Meta-learning approaches for recovery rate prediction. (2020). Vrins, Frédéric ; Roccazzella, Francesco ; Gambetti, Paolo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020007.

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2020Asymptotic distribution of the Markowitz portfolio. (2018). Pav, Steven E.. In: Papers. RePEc:arx:papers:1312.0557.

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2021Correlators of Polynomial Processes. (2019). Lavagnini, Silvia ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:1906.11320.

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2021Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310.

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2021Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21.

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2021Contagious Dishonesty: Corruption Scandals and Supermarket Theft. (2021). Masera, Federico ; Gulino, Giorgio. In: Working Papers. RePEc:bge:wpaper:1267.

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2021Choosing the Level of Significance: A Decision?theoretic Approach. (2021). Kim, Jae ; Choi, IN. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:27-71.

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2020Multi‐source Statistics: Basic Situations and Methods. (2020). Scholtus, Sander ; van Delden, Arnout ; de Waal, Ton. In: International Statistical Review. RePEc:bla:istatr:v:88:y:2020:i:1:p:203-228.

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2020Linear mixed effects models for non‐Gaussian continuous repeated measurement data. (2020). Bolin, David ; Asar, Ozgur ; Wallin, Jonas ; Diggle, Peter J. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:5:p:1015-1065.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099.

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2021Variable Selection in Regression Models Using Global Sensitivity Analysis. (2021). Paruolo, Paolo ; Andrea, Saltelli ; William, Becker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5.

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2020Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2050.

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2021Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8939.

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2020Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023.

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2021Moment tests of independent components. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2102.

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2020The Effect of Monetary Policy on House Prices - How Strong is the Transmission?. (2020). Bajzik, Josef ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/14.

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2020What Makes Africans Happy?. (2020). Malah, Yselle Flora ; Mignamissi, Dieudonne. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00195.

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2021On formulae for the Moore–Penrose inverse of a columnwise partitioned matrix. (2021). Trenkler, Gotz ; Baksalary, Oskar Maria . In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:403:y:2021:i:c:s0096300320308663.

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2020Effect of scaling equipment on U-10 players tennis serve during match-play: A nonlinear pedagogical approach. (2020). Torres-Luque, Gema ; Palao, Jose M ; Ortega-Toro, Enrique ; Gimenez-Egido, Jose Maria. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304094.

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2021Robust designs for dose–response studies: Model and labelling robustness. (2021). Wiens, Douglas P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000232.

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2020Forecasting stock market volatility: The role of technical variables. (2020). Liu, LI ; Pan, Zhiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:55-65.

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2021Does a cool head beat a hot hand? Evidence from professional golf. (2021). Crosby, Paul ; Evans, Andrew E. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:272-284.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2021Population growth and climate change: A dynamic integrated climate-economy-demography model. (2021). Marsiglio, Simone ; Lupi, Veronica. In: Ecological Economics. RePEc:eee:ecolec:v:184:y:2021:i:c:s0921800921000690.

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2020A matrix model for density-dependent selection in stage-classified populations, with application to pesticide resistance in Tribolium. (2020). Caswell, Hal ; Desharnais, Robert A ; de Vries, Charlotte. In: Ecological Modelling. RePEc:eee:ecomod:v:416:y:2020:i:c:s0304380019303837.

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2020Variance as a life history outcome: Sensitivity analysis of the contributions of stochasticity and heterogeneity. (2020). Caswell, Hal ; van Daalen, Silke . In: Ecological Modelling. RePEc:eee:ecomod:v:417:y:2020:i:c:s0304380019303643.

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2020Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. (2020). Pretis, Felix. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:256-273.

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2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. (2020). Miller, J. ; Park, Sungkeun ; Kim, Chang Sik ; Kaufmann, Robert K ; Chang, Yoosoon. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:274-294.

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2020Econometric estimates of Earth’s transient climate sensitivity. (2020). Phillips, Peter ; Storelvmo, Trude ; Leirvik, Thomas ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:6-32.

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2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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2020Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:609-632.

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2021Likelihood inference and the role of initial conditions for the dynamic panel data model. (2021). Moreira, Marcelo J ; Barbosa, Jose Diogo . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:160-179.

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2020Heteroscedastic stratified two-way EC models of single equations and SUR systems. (2020). Sckokai, Paolo ; Platoni, Silvia ; Barbieri, Laura ; Moro, Daniele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:46-66.

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2020DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation. (2020). Harrison, Richard ; Theodoridis, Konstantinos ; Filippeli, Thomai. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:1-27.

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2020Hypothesis testing for tail dependence parameters on the boundary of the parameter space. (2020). Kiriliouk, Anna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:121-135.

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2020Does more finance mean more inequality in times of crisis?. (2020). Williams, Benjamin ; Mathonnat, Clement. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518305338.

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2021Are the effects of minimum wage on the labour market the same across countries? A meta-analysis spanning a century. (2021). Martinez, Maribel Jimenez. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362520301679.

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2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

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2021Optimal bookmaking. (2021). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:560-574.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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2020Industry equi-correlation: A powerful predictor of stock returns. (2020). Wu, Wenfeng ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020The regional Dutch disease effect within China: A spatial econometric investigation. (2020). Yang, Lili ; Li, Ding ; Tian, Zhihua ; Zhang, Yan ; Shao, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301067.

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2021Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x.

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2021Robust determinants of CO2 emissions. (2021). Grechyna, Daryna ; Ductor, Lorenzo ; Aller, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000591.

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2020Modeling the determinants of renewable energy consumption: Evidence from the five most populous nations in Africa. (2020). Olubusoye, Olusanya ; Adenikinju, Adeola F ; Akintande, Olalekan J ; Olanrewaju, Busayo T. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220310999.

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2021Path to sustainable energy consumption: The possibility of substituting renewable energy for non-renewable energy. (2021). Opeyemi, Bello Mufutau. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s0360544221007684.

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2021Predicting stock returns: A risk measurement perspective. (2021). Wen, Fenghua ; Kang, Jie ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000193.

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2021Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379.

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2020Distributions of centrality on networks. (2020). Dasaratha, Krishna. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:1-27.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2020The PRCs long-run growth through the lens of the export-led growth model. (2020). Lanzafame, Matteo ; Felipe, Jesus. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:1:p:163-181.

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2021Labor productivity and technology heterogeneity. (2021). Walheer, Barnabe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000033.

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2020Scale and shape mixtures of matrix variate extended skew normal distributions. (2020). Arellano-Valle, Reinaldo B ; Yousefzadeh, Fatemeh ; Rezaei, Amir. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x2030230x.

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2021On the asymptotic normality and efficiency of Kronecker envelope principal component analysis. (2021). Huang, Su-Yun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:184:y:2021:i:c:s0047259x21000397.

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2020Separating psychological momentum from strategic momentum: Evidence from men’s professional tennis. (2020). Franck, Egon ; Ruedisser, Maximilian ; Flepp, Raphael ; Meier, Philippe. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:78:y:2020:i:c:s016748702030026x.

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2020Can resource policy reverse the resource curse? Evidence from China. (2020). Zuo, Na ; Zhong, Hua. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719304271.

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2020The analysis of ‘Financial Resource Curse’ hypothesis for developed countries: Evidence from asymmetric effects with quantile regression. (2020). Tzeremes, Panayiotis ; Altinoz, Buket ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301574.

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2020Natural resource abundance, resource industry dependence and economic green growth in China. (2020). Liu, Jun ; Cheng, Zhonghua. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302919.

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2020Policy tolerance of economic crime? An empirical analysis of the effect of counterfeiting on Italian trade. (2020). Giuriato, Luisa ; Fedeli, Silvia ; Beqiraj, Elton. In: European Journal of Political Economy. RePEc:eee:poleco:v:65:y:2020:i:c:s0176268020300811.

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2020A look inside banking profitability: Evidence from a dollarized emerging country. (2020). Camino-Mogro, Segundo ; Vera-Gilces, Paul ; Cornejo-Marcos, Gino ; Ordeana-Rodriguez, Xavier. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:147-166.

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2020What do we know about R&D spillovers and productivity? Meta-analysis evidence on heterogeneity and statistical power. (2020). Luong, Hoang M ; Churchill, Sefa Awaworyi ; Ugur, Mehmet. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:1:s0048733319301854.

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2020The role of initial success in competition: An analysis of early lead effects in NBA overtimes. (2020). Azar, Ofer ; Morgulev, Elia ; Bar-Eli, Michael ; Galily, Yair. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:89:y:2020:i:c:s2214804320300781.

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2020Nonparametric regression estimate with Berkson Laplace measurement error. (2020). Song, Weixing ; Bai, Xiuqin ; Shi, Jianhong. In: Statistics & Probability Letters. RePEc:eee:stapro:v:166:y:2020:i:c:s016771522030167x.

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2021Perceptions and acceptability of electricity theft: Towards better public service provision. (2021). Balani, Kanika ; Bharadwaj, Kapardhi ; Ganesan, Karthik ; Urpelainen, Johannes ; Blankenship, Brian ; Yu, Jason Chun. In: World Development. RePEc:eee:wdevel:v:140:y:2021:i:c:s0305750x20304289.

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2021Weighted-average least squares (WALS): Confidence and prediction intervals. (2021). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:2108.

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2021Optimal Climate Policy with Fat-tailed Uncertainty: What the Models Can Tell Us. (2021). Krishnamurthy, Chandra Kiran ; de Bruin, Kelly. In: Papers. RePEc:esr:wpaper:wp697.

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2020Dynamic Panel Modeling of Climate Change. (2020). Phillips, Peter ; PEter, . In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:30-:d:391090.

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2020Towards a New Paradigm for Statistical Evidence in the Use of p -Value. (2020). Kim, Jae H ; Bhatti, Muhammad Ishaq. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2020:i:1:p:2-:d:473017.

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2021Multidimensional Arrays, Indices and Kronecker Products. (2021). Stephen, D. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:18-:d:545552.

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2020Games with Adaptation and Mitigation. (2020). Hritonenko, Victoria ; Yatsenko, Yuri. In: Games. RePEc:gam:jgames:v:11:y:2020:i:4:p:60-:d:458325.

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2020Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies. (2020). Nikoli, Zoran ; Korn, Ralf ; Krah, Anne-Sophie. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:21-:d:323720.

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2020Neural Networks and Betting Strategies for Tennis. (2020). Palazzo, Lucio ; Candila, Vincenzo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:68-:d:377813.

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2021A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809.

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2020Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513.

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2021Disequilibrium Play in Tennis. (2021). Wong, Kin-Ping ; Rust, John ; Rosen, Jeremy ; Anderson, Axel . In: Working Papers. RePEc:geo:guwopa:gueconwpa~21-21-07.

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2020Robust Determinants of CO2 Emissions. (2020). Grechyna, Daryna ; Aller, Carlos ; Ductor, Lorenzo. In: ThE Papers. RePEc:gra:wpaper:20/13.

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2020Optimal insurance coverage of low-probability catastrophic risks. (2020). Picard, Pierre ; Louaas, Alexis. In: Working Papers. RePEc:hal:wpaper:hal-02875534.

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2020Rousseaus social contract or Machiavellis virtue? A measure of fiscal credibility. (2020). End, Nicolas. In: Working Papers. RePEc:hal:wpaper:halshs-03078704.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

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2021Objective Bayesian meta-analysis based on generalized multivariate random effects model. (2021). Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2021_005.

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2020Uncertain Identification. (2020). Volpicella, Alessio ; Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:33/20.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: IMF Working Papers. RePEc:imf:imfwpa:2021/018.

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2020Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737.

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2021Estimating Poverty for Refugees in Data-scarce Contexts: An Application of Cross-Survey Imputation. (2021). Verme, Paolo ; Dang, Hai-Anh. In: Working Papers. RePEc:inq:inqwps:ecineq2021-578.

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2021Globalization, Freedoms and Economic Convergence: An empirical exploration of a trivariate relationship using a large panel. (2021). Oliveira Martins, Joaquim ; Jalles, Joao ; de Macedo, Jorge Braga. In: Working Papers REM. RePEc:ise:remwps:wp01892021.

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2020The Extractive Industrys Impact on Economic Growth in SADC Countries. (2020). Heshmati, Almas ; Nhabinde, Simeo. In: IZA Discussion Papers. RePEc:iza:izadps:dp13586.

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2021Retirement and Health Outcomes in a Meta-Analytical Framework. (2021). Picchio, Matteo ; Filomena, Mattia. In: IZA Discussion Papers. RePEc:iza:izadps:dp14602.

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2021Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad. (2021). Verme, Paolo ; Dang, Hai-Anh ; Sarr, Ibrahima ; Beltramo, Theresa. In: IZA Discussion Papers. RePEc:iza:izadps:dp14606.

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2020Monetary incentives and overconfidence in academic performance: An experimental study. (2020). Herranz-Zarzoso, Noemi ; Sabater-Grande, Gerardo. In: Working Papers. RePEc:jau:wpaper:2020/14.

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2021Futures Hedging in CSI 300 Markets: A Comparison Between Minimum-Variance and Maximum-Utility Frameworks. (2021). Wang, Yudong ; Geng, Qianjie. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09979-z.

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2020The Benefit-Cost Ratio as a Decision Criteria When Managing Catastrophes. (2020). Aurland-Bredesen, Kine Josefine. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:2:d:10.1007_s10640-020-00498-x.

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2021Real Exchange Rate Misalignments in the Euro Area. (2021). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09596-1.

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More than 100 citations found, this list is not complete...

Works by Jan R. Magnus:


YearTitleTypeCited
1986The Exact Moments of a Ratio of Quadratic Forms in Normal Variables In: Annals of Economics and Statistics.
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article29
1986The exact moments of a ratio of quadratic forms in normal variables.(1986) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 29
paper
1988A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures In: Annals of Economics and Statistics.
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article1
1988A note on instrumental variables and maximum likelihood estimation procedures.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990A note on instrumental variables and maximum likelihood estimation procedures.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1976Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper0
1977Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper40
1978Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix.(1978) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
1978Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix.(1978) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 40
paper
1977The commutation matrix: some theorems and applications In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1977Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1977On the Unbiasedness of Iterated GLS Estimators In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper1
1980On the unbiasedness of iterated GLS estimators.(1980) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 1
paper
1983Consistency of Maximum Likelihood Estimators When Observations Are Dependent In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1983On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1983ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper3
1984On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations.(1984) In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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This paper has another version. Agregated cites: 3
paper
1986ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS.(1986) In: Statistica Neerlandica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
1986On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations.(1986) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 3
paper
1983CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1983ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1985SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper18
1986Symmetry, 0-1 Matrices and Jacobians: A Review.(1986) In: Econometric Theory.
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article
1986Symmetry, 0-1 matrices and Jacobians : A review.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1985MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1985Matrix differential calculus and static optimization Part III- differentials: Practice In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper0
1985CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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paper12
1986Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case.(1986) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
1986Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
1985ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper0
1984On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations.(1984) In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Adaptation for Mitigation In: Climate Change and Sustainable Development.
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paper8
2014Adaptation for Mitigation.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2020Adaptation for Mitigation.(2020) In: Environmental & Resource Economics.
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This paper has another version. Agregated cites: 8
article
2017Adaptation for mitigation.(2017) In: Discussion papers.
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This paper has another version. Agregated cites: 8
paper
2014Adaptation for Mitigation.(2014) In: Tinbergen Institute Discussion Papers.
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paper
2008Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association.
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article10
2006Records in Athletics through Extreme-Value Theory.(2006) In: Discussion Paper.
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paper
2006Records in Athletics through Extreme-Value Theory.(2006) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 10
paper
2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model In: Journal of the American Statistical Association.
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article21
2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model.(2009) In: MPRA Paper.
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paper
2009Maximum likelihood estimation of the multivariate normal mixture model.(2009) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 21
paper
2011Global Warming and Local Dimming: The Statistical Evidence In: Journal of the American Statistical Association.
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article13
2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Discussion Paper.
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paper
2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 13
paper
2011Rejoinder In: Journal of the American Statistical Association.
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article0
2001Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article58
2016WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article23
2018BALANCED VARIABLE ADDITION IN LINEAR MODELS In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article5
1989Estimation of Variance Components and Applications In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article0
2014Concept-Based Bayesian Model Averaging and Growth Empirics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article13
2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Discussion Paper.
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paper
2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 13
paper
2000NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS In: Review of Income and Wealth.
[Full Text][Citation analysis]
article2
1978The moments of products of quadratic forms in normal variables* In: Statistica Neerlandica.
[Full Text][Citation analysis]
article18
1978The moments of products of quadratic forms in normal variables.(1978) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 18
paper
1979The expectation of products of quadratic forms in normal variables: the practice In: Statistica Neerlandica.
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article1
2018Statistics In: Cambridge Books.
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book0
2018Statistics.(2018) In: Cambridge Books.
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book
2005Matrix Algebra In: Cambridge Books.
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book78
1998HANDBOOK OF MATRICES In: Econometric Theory.
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200303.4.1. Normals Deconvolution and the Independence of Sample Mean and Variance In: Econometric Theory.
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article0
200303.6.1. The Central Limit Theorem for Students Distribution In: Econometric Theory.
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article0
1985On Differentiating Eigenvalues and Eigenvectors In: Econometric Theory.
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article29
1985On differentiating eigenvalues and eigenvectors.(1985) In: Other publications TiSEM.
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200403.6.1 The Central Limit Theorem for Students Distribution—Solution In: Econometric Theory.
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2007THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR In: Econometric Theory.
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article1
2007The asymptotic variance of the pseudo maximum likelihood estimator.(2007) In: CIRJE F-Series.
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2008USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory.
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2008NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNGS STATISTIC In: Econometric Theory.
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article1
2010SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS In: Econometric Theory.
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1986Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations In: Econometric Theory.
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article7
1986Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations.(1986) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 7
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1991The Bias of Forecasts from a First-Order Autoregression In: Econometric Theory.
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article5
1991The bias of forecasts from a first-order autoregression.(1991) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 5
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2010Climate change, economic growth, and health In: ISER Discussion Paper.
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paper2
2014The effect of health benefits on climate change mitigation policies.(2014) In: Climatic Change.
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This paper has another version. Agregated cites: 2
article
2010Climate Change, Economic Growth, and Health.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 2
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2011Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model In: ISER Discussion Paper.
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paper3
1999Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest In: Econometrica.
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article27
2007Local sensitivity and diagnostic tests In: Econometrics Journal.
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article9
2004Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper.
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2004Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 9
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2002Estimation of the mean of a univariate normal distribution with known variance In: Econometrics Journal.
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article14
2002Notation in econometrics: a proposal for a standard In: Econometrics Journal.
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2001Notation in Econometrics : A Proposal for a Standard.(2001) In: Discussion Paper.
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2001Notation in Econometrics : A Proposal for a Standard.(2001) In: Other publications TiSEM.
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2005On Theils errors In: Econometrics Journal.
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2003On Theils Errors.(2003) In: Discussion Paper.
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2005On Theils errors.(2005) In: Other publications TiSEM.
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2003On Theils Errors.(2003) In: Other publications TiSEM.
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2007The Third Special Issue on Computational Econometrics In: Computational Statistics & Data Analysis.
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2008On the estimation of a large sparse Bayesian system: The Snaer program In: Computational Statistics & Data Analysis.
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article3
2007On the estimation of a large sparse Bayesian system: the Snaer program.(2007) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 3
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2011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market In: Computational Statistics & Data Analysis.
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article23
2004On the harm that ignoring pretesting can cause In: Journal of Econometrics.
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article43
2009The efficiency of top agents: An analysis through service strategy in tennis In: Journal of Econometrics.
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article11
2010A comparison of two model averaging techniques with an application to growth empirics In: Journal of Econometrics.
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article151
1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood In: Journal of Econometrics.
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article39
1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood.(1982) In: Other publications TiSEM.
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2018Weighted-average least squares estimation of generalized linear models In: Journal of Econometrics.
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2017Weighted-average least squares estimation of generalized linear models.(2017) In: EIEF Working Papers Series.
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2017Weighted-Average Least Squares Estimation of Generalized Linear Models.(2017) In: Tinbergen Institute Discussion Papers.
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2020Expected utility and catastrophic risk in a stochastic economy–climate model In: Journal of Econometrics.
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2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Discussion Paper.
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2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Other publications TiSEM.
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1988The exact multi-period mean-square forecast error for the first-order autoregressive model In: Journal of Econometrics.
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1988The exact multi-period meansquare forecast error for the first-order autoregressive model.(1988) In: Other publications TiSEM.
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1990The exact multi-period mean-square forecast error for the first-order autoregressive model.(1990) In: Other publications TiSEM.
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1989The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept In: Journal of Econometrics.
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1990The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept.(1990) In: Other publications TiSEM.
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1989The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept.(1989) In: Other publications TiSEM.
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1995Editors introduction : The significance of testing in econometrics In: Journal of Econometrics.
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1995On tests and significance in econometrics In: Journal of Econometrics.
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article22
1994On tests and significance in econometrics.(1994) In: Discussion Paper.
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1995On tests and significance in econometrics.(1995) In: Other publications TiSEM.
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1994On tests and significance in econometrics.(1994) In: Other publications TiSEM.
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1999The sensitivity of OLS when the variance matrix is (partially) unknown In: Journal of Econometrics.
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2000On the sensitivity of the usual t- and F-tests to covariance misspecification In: Journal of Econometrics.
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2003Forecasting the winner of a tennis match In: European Journal of Operational Research.
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2001Forecasting the Winner of a Tennis Match.(2001) In: Discussion Paper.
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2001Forecasting the Winner of a Tennis Match.(2001) In: Other publications TiSEM.
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2015Expected utility and catastrophic consumption risk In: Insurance: Mathematics and Economics.
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2015Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting.
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2016The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting.
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2014The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers.
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2010On the concept of matrix derivative In: Journal of Multivariate Analysis.
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2011The perception of small crime In: European Journal of Political Economy.
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2010The Perception of Small Crime.(2010) In: Discussion Paper.
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2010The Perception of Small Crime.(2010) In: Other publications TiSEM.
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2015On the ambiguous consequences of omitting variables In: EIEF Working Papers Series.
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2015On the Ambiguous Consequences of Omitting Variables.(2015) In: Tinbergen Institute Discussion Papers.
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2018Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” In: EIEF Working Papers Series.
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2019Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”.(2019) In: Journal of Business & Economic Statistics.
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2019Posterior moments and quantiles for the normal location model with Laplace prior In: EIEF Working Papers Series.
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2020Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation In: EIEF Working Papers Series.
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2020Sampling properties of the Bayesian posterior mean with an application to WALS estimation.(2020) In: Tinbergen Institute Discussion Papers.
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2012WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia In: International Econometric Review (IER).
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2011WALS estimation and forecasting in factor-based dynamic models with an application to Armenia.(2011) In: Discussion Paper.
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2011WALS estimation and forecasting in factor-based dynamic models with an application to Armenia.(2011) In: Other publications TiSEM.
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1990FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1). In: Tilburg - Center for Economic Research.
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1990Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1).(1990) In: Discussion Paper.
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1990Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1).(1990) In: Other publications TiSEM.
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1990EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS. In: Tilburg - Center for Economic Research.
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1990Evaluation of moments of ratios of quadratic forms in normal variables and related statistics.(1990) In: Discussion Paper.
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1990Evaluation of moments of ratios of quadratic forms in normal variables and related statistics.(1990) In: Other publications TiSEM.
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1990EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES. In: Tilburg - Center for Economic Research.
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1990Evaluation of moments of quadratic forms in normal variables.(1990) In: Discussion Paper.
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1990Evaluation of moments of quadratic forms in normal variables.(1990) In: Other publications TiSEM.
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2019On Using the t -Ratio as a Diagnostic In: Econometrics.
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1979Substitution between energy and non-energy inputs in the Netherlands, 1950-1976.(1979) In: Other publications TiSEM.
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1988On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components. In: International Economic Review.
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