Jan R. Magnus : Citation Profile


Are you Jan R. Magnus?

Vrije Universiteit Amsterdam

24

H index

41

i10 index

1687

Citations

RESEARCH PRODUCTION:

76

Articles

168

Papers

4

Books

RESEARCH ACTIVITY:

   46 years (1974 - 2020). See details.
   Cites by year: 36
   Journals where Jan R. Magnus has often published
   Relations with other researchers
   Recent citing documents: 196.    Total self citations: 78 (4.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma753
   Updated: 2023-01-28    RAS profile: 2020-11-13    
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Relations with other researchers


Works with:

De Luca, Giuseppe (9)

Peracchi, Franco (9)

Ikefuji, Masako (5)

Sakamoto, Hiroaki (2)

Sentana, Enrique (2)

Laeven, Roger (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 (58)

Peracchi, Franco (55)

Dardanoni, Valentino (26)

Ullah, Aman (22)

Steel, Mark (20)

Sentana, Enrique (19)

Picchio, Matteo (18)

Dávila-Fernández, Marwil (16)

Fiorentini, Gabriele (15)

Baltagi, Badi (15)

Abadir, Karim (15)

Cites to:

Laeven, Roger (29)

Barro, Robert (17)

De Luca, Giuseppe (16)

Wan, Alan (16)

Hansen, Bruce (16)

Prufer, Patricia (13)

Nordhaus, William (12)

Ikefuji, Masako (11)

Muris, Chris (11)

Pötscher, Benedikt (10)

Powell, Owen (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
Statistica Neerlandica3
Environmental & Resource Economics3
Journal of Applied Econometrics3
Annals of Economics and Statistics2
Journal of Economic Surveys2
International Economic Review2
International Journal of Forecasting2

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 (2022 and 2021)


YearTitle of citing document
2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2021RETIREMENT AND HEALTH OUTCOMES IN A METAANALYTICAL FRAMEWORK. (2021). Picchio, Matteo ; Filomena, Mattia. In: Working Papers. RePEc:anc:wpaper:458.

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2022UNEMPLOYMENT AND HEALTH: A META-ANALYSIS. (2022). Ubaldi, Michele ; Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:467.

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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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2022High 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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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2022Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2023Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

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2022The role of unobservable characteristics in friendship network formation. (2022). Kov, Jarom'Ir ; Ductor, Lorenzo ; Branas-Garza, Pablo. In: Papers. RePEc:arx:papers:2206.13641.

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2022Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach. (2022). Charpentier, Arthur ; Sakr, Nourhan ; Hassan, Menna. In: Papers. RePEc:arx:papers:2207.01010.

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2022Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2022Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2022Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models. (2022). Younker, James. In: Discussion Papers. RePEc:bca:bocadp:22-19.

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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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2022Revisiting the real exchange rate misalignment-economic growth nexus via the across-sector misallocation channel. (2022). Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1385_22.

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2021Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia. (2021). Guarín López, Alexander ; Grajales-Olarte, Anderson ; Anzola-Bravo, Cesar ; Guarin, Alexander ; Mendez-Vizcaino, Juan C. In: Borradores de Economia. RePEc:bdr:borrec:1178.

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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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2022Studying abroad and earnings: A meta?analysis. (2022). , Iza ; Commission, European ; Giorgio, Di Pietro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:1096-1129.

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2022Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation. (2022). Bhargava, Alok. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:178-201.

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2022Usable and precise asymptotics for generalized linear mixed model analysis and design. (2022). Bhaskaran, Aishwarya ; Wand, Matt P ; Jiang, Jiming. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:1:p:55-82.

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2021Quasi?maximum likelihood and the kernel block bootstrap for nonlinear dynamic models. (2021). Parente, Paulo ; Smith, Richard J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:377-405.

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2021Does the Left Spend More? An Econometric Survey of Partisan Politics. (2021). Magkonis, Georgios ; Logothetis, Vasilios ; Zekente, Kalliopimaria. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:1077-1099.

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2022Moment?based estimation for the multivariate COGARCH(1,1) process. (2022). Stelzer, Robert ; Do, Thiago. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:2:p:681-717.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2021). Giordano, Claire. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:365-404.

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2021Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3.

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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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2022Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4.

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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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2021Trade Openness and Growth: A Network-Based Approach. (2021). Vega-Redondo, Fernando ; Meyer, Moritz ; Duernecker, Georg. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9319.

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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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2021Tests for random coefficient variation in vector autoregressive models. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2108.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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2022Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15892.

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2021Statistics and common sense. (2021). Yoo, Donghoon ; Mangus, Jan R ; Hanaki, Nobuyuki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1150.

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2021Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20212591.

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2021An Analysis of the Impact of Rents from Non-renewable Natural Resources and Changes in Human Capital on Institutional Quality: A Case Study of Kuwait. (2021). Aljarallah, Ruba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-26.

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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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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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2022Multivariate cluster-weighted models based on seemingly unrelated linear regression. (2022). Soffritti, Gabriele ; Galimberti, Giuliano ; Diani, Cecilia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000317.

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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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2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297.

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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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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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2022Testing the eigenvalue structure of spot and integrated covariance. (2022). Williams, Julian ; Taamouti, Abderrahim ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:363-395.

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2022Global temperatures and greenhouse gases: A common features approach. (2022). Vahid, Farshid ; Gao, Jiti ; Chen, LI. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:240-254.

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2022Sampling properties of the Bayesian posterior mean with an application to WALS estimation. (2022). Peracchi, Franco ; Magnus, Jan R ; de Luca, Giuseppe. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:299-317.

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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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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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2022Weighted Elo rating for tennis match predictions. (2022). De Angelis, Luca ; Angelini, Giovanni ; Candila, Vincenzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:120-132.

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2022Generic improvements to least squares monte carlo methods with applications to optimal stopping problems. (2022). Zhu, Dan ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1132-1144.

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2022Forecast with forecasts: Diversity matters. (2022). Li, Feng ; Petropoulos, Fotios ; Cao, Wei ; Kang, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:180-190.

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2022Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784.

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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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2022Income, energy and the role of energy efficiency governance. (2022). Marrero, Gustavo ; Ramos-Real, Francisco J ; Barrera-Santana, J. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000640.

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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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2022Biofuels policy and innovation impacts: Evidence from biofuels and agricultural patent indicators. (2022). Parton, Lee ; Brown, Zachary ; Nelson, Kelly P. In: Energy Policy. RePEc:eee:enepol:v:162:y:2022:i:c:s0301421521006339.

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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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2021Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002489.

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2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

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2021Large sample size bias in empirical finance. (2021). Michaelides, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316494.

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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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2022Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach. (2022). D'Andrea, Sara. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:143-173.

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2022Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164.

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2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

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2022Classification-based model selection in retail demand forecasting. (2022). Pesch, Robert ; Langrock, Roland ; Jahnke, Hermann ; Ulrich, Matthias ; Senge, Robin. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:209-223.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2021Déjà vu: A data-centric forecasting approach through time series cross-similarity. (2021). Assimakopoulos, Vassilios ; Li, Feng ; Athiniotis, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Kang, Yanfei. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:719-731.

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2022Fluctuations in global output volatility. (2022). Leiva-Leon, Danilo ; Ductor, Lorenzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001844.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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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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2022Income inequality measures and economic growth channels. (2022). Sarr, Babacar ; Moriyama, Kenji ; Imamoglu, Eslem ; Blotevogel, Robert. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:72:y:2022:i:c:s0164070422000167.

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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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2021Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. (2021). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000877.

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2022Matrix differential calculus with applications in the multivariate linear model and its diagnostics. (2022). Figueroa-Zuiga, Jorge I ; Ma, Tiefeng ; Zhuang, Dan ; Leiva, Victor ; Liu, Shuangzhe. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001275.

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2021Intermittent demand forecasting for spare parts: A Critical review. (2021). Meissner, Joern ; Turrini, Laura ; Pine, Era. In: Omega. RePEc:eee:jomega:v:105:y:2021:i:c:s0305048321001225.

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2021How to reduce the degree of dependency on natural resources?. (2021). Heshmati, Almas ; Muhamad, Goran M ; Khayyat, Nabaz T. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000647.

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2021An assessment of the economic impact of natural resource rents in kingdom of Saudi Arabia. (2021). Aljarallah, Ruba A. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000866.

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2022Volatility in natural resources, economic performance, and public administration quality: Evidence from COVID-19. (2022). Yang, Yuan ; Tian, Tian ; Wang, Qiao ; Zhang, Yichi. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000356.

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2022Natural resources and financial development: Role of business regulations in testing the resource-curse hypothesis in ASEAN countries. (2022). Dagar, Vishal ; Razzaq, Asif ; Irfan, Muhammad ; Tang, Chang. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000617.

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2022Evolutionary game analysis of the implementation of fiscal policy in resource-based cities. (2022). Zhang, Linling ; Zhu, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000678.

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2022Rewarding good political behavior: US aid, democracy, and human rights. (2022). Stanley, T D ; Paldam, Martin ; Doucouliagos, Hristos ; Askarov, Zohid. In: European Journal of Political Economy. RePEc:eee:poleco:v:71:y:2022:i:c:s0176268021000793.

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2021Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973.

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2021An empirical analysis of inter-factor and inter-fuel substitution in the energy sector of Pakistan. (2021). Ozdeer, Huseyin ; Khalid, Waqar ; Jalil, Abdul. In: Renewable Energy. RePEc:eee:renene:v:177:y:2021:i:c:p:953-966.

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2022Nexus between energy efficiency finance and renewable energy development: Empirical evidence from G-7 economies. (2022). Hajiyeva, Aytan Merdan ; Fan, Qiuyan. In: Renewable Energy. RePEc:eee:renene:v:195:y:2022:i:c:p:1077-1086.

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2021Inbound Open Innovation and Innovation Performance: A Robustness Study. (2021). Galia, Fabrice ; Ebersberger, Bernd ; Salter, Ammon ; Laursen, Keld. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000743.

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2021Transformational complexity, systemic complexity and economic development. (2021). Natera, José ; Castellacci, Fulvio. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000780.

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2022The turnaround in Philippine growth: From disappointment to promising success. (2022). Lanzafame, Matteo ; Estrada, Gemma ; Felipe, Jesus. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:327-342.

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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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article37
1986The exact moments of a ratio of quadratic forms in normal variables.(1986) In: Other publications TiSEM.
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1988A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures In: Annals of Economics and Statistics.
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1988A note on instrumental variables and maximum likelihood estimation procedures.(1988) In: Other publications TiSEM.
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1990A note on instrumental variables and maximum likelihood estimation procedures.(1990) In: Other publications TiSEM.
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paper
1976Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 In: University of Amsterdam, Actuarial Science and Econometrics Archive.
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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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paper48
1978Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix.(1978) In: Journal of Econometrics.
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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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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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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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paper5
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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paper
1986ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS.(1986) In: Statistica Neerlandica.
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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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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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paper24
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.
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This paper has another version. Agregated cites: 24
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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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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paper13
1986Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case.(1986) In: Journal of Econometrics.
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article
1986Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case.(1986) In: Other publications TiSEM.
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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.
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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.
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2014Adaptation for Mitigation In: Climate Change and Sustainable Development.
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2014Adaptation for Mitigation.(2014) In: Working Papers.
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2020Adaptation for Mitigation.(2020) In: Environmental & Resource Economics.
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2017Adaptation for mitigation.(2017) In: Discussion papers.
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2014Adaptation for Mitigation.(2014) In: Tinbergen Institute Discussion Papers.
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2008Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association.
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2006Records in Athletics through Extreme-Value Theory.(2006) In: Discussion Paper.
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2006Records in Athletics through Extreme-Value Theory.(2006) In: Other publications TiSEM.
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2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model In: Journal of the American Statistical Association.
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2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model.(2009) In: MPRA Paper.
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2009Maximum likelihood estimation of the multivariate normal mixture model.(2009) In: Other publications TiSEM.
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2011Global Warming and Local Dimming: The Statistical Evidence In: Journal of the American Statistical Association.
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2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Discussion Paper.
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2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Other publications TiSEM.
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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.
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article66
2016WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY In: Journal of Economic Surveys.
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article33
2018BALANCED VARIABLE ADDITION IN LINEAR MODELS In: Journal of Economic Surveys.
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article8
1989Estimation of Variance Components and Applications In: Journal of the Royal Statistical Society Series A.
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2014Concept-Based Bayesian Model Averaging and Growth Empirics In: Oxford Bulletin of Economics and Statistics.
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article17
2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Discussion Paper.
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2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Other publications TiSEM.
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2000NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS In: Review of Income and Wealth.
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1978The moments of products of quadratic forms in normal variables* In: Statistica Neerlandica.
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article21
1978The moments of products of quadratic forms in normal variables.(1978) In: Other publications TiSEM.
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1979The expectation of products of quadratic forms in normal variables: the practice In: Statistica Neerlandica.
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2018Statistics In: Cambridge Books.
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2018Statistics.(2018) In: Cambridge Books.
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2005Matrix Algebra In: Cambridge Books.
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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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200303.6.1. The Central Limit Theorem for Students Distribution In: Econometric Theory.
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1985On Differentiating Eigenvalues and Eigenvectors In: Econometric Theory.
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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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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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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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1986Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations.(1986) In: Other publications TiSEM.
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1991The Bias of Forecasts from a First-Order Autoregression In: Econometric Theory.
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1991The bias of forecasts from a first-order autoregression.(1991) In: Other publications TiSEM.
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2010Climate change, economic growth, and health In: ISER Discussion Paper.
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2014The effect of health benefits on climate change mitigation policies.(2014) In: Climatic Change.
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2010Climate Change, Economic Growth, and Health.(2010) In: Discussion Paper.
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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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1999Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest In: Econometrica.
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2007Local sensitivity and diagnostic tests In: Econometrics Journal.
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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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2002Estimation of the mean of a univariate normal distribution with known variance In: Econometrics Journal.
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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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2007On the estimation of a large sparse Bayesian system: the Snaer program.(2007) In: CIRJE F-Series.
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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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2004On the harm that ignoring pretesting can cause In: Journal of Econometrics.
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2009The efficiency of top agents: An analysis through service strategy in tennis In: Journal of Econometrics.
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2010A comparison of two model averaging techniques with an application to growth empirics In: Journal of Econometrics.
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1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood In: Journal of Econometrics.
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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: 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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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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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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2020Sampling properties of the Bayesian posterior mean with an application to WALS estimation.(2020) In: Tinbergen Institute Discussion Papers.
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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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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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