Jan R. Magnus : Citation Profile


Are you Jan R. Magnus?

Vrije Universiteit Amsterdam

24

H index

44

i10 index

1836

Citations

RESEARCH PRODUCTION:

76

Articles

168

Papers

4

Books

RESEARCH ACTIVITY:

   46 years (1974 - 2020). See details.
   Cites by year: 39
   Journals where Jan R. Magnus has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 78 (4.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma753
   Updated: 2024-04-18    RAS profile: 2020-11-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

De Luca, Giuseppe (4)

Peracchi, Franco (4)

Ikefuji, Masako (3)

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:

Peracchi, Franco (59)

De Luca, Giuseppe (58)

Dardanoni, Valentino (26)

Ullah, Aman (22)

Picchio, Matteo (22)

Sentana, Enrique (22)

Steel, Mark (20)

Wang, Yudong (19)

Fiorentini, Gabriele (18)

Vasnev, Andrey (15)

Abadir, Karim (15)

Cites to:

Laeven, Roger (29)

Barro, Robert (17)

Hansen, Bruce (16)

De Luca, Giuseppe (16)

Wan, Alan (16)

Prufer, Patricia (13)

Nordhaus, William (12)

Steel, Mark (12)

Ikefuji, Masako (11)

Muris, Chris (11)

Pötscher, Benedikt (10)

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
Environmental & Resource Economics3
Statistica Neerlandica3
Computational Statistics & Data Analysis3
Journal of Applied Econometrics3
Annals of Economics and Statistics2
International Journal of Forecasting2
Journal of Economic Surveys2
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 (2024 and 2023)


YearTitle of citing document
2023Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31.

Full description at Econpapers || Download paper

2023THE IMPACT OF HIGH TEMPERATURES ON PERFORMANCE IN WORK-RELATED ACTIVITIES. (2023). Picchio, Matteo ; van Ours, Jan C. In: Working Papers. RePEc:anc:wpaper:484.

Full description at Econpapers || Download paper

2023Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

Full description at Econpapers || Download paper

2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

Full description at Econpapers || Download paper

2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

Full description at Econpapers || Download paper

2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2023The Ordinary Least Eigenvalues Estimator. (2023). Sassi, Yassine Sbai. In: Papers. RePEc:arx:papers:2304.12554.

Full description at Econpapers || Download paper

2023Formal Covariate Benchmarking to Bound Omitted Variable Bias. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2306.10562.

Full description at Econpapers || Download paper

2023Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand. (2023). Reale, Marco ; Dunker, Fabian ; Mendoza, Emil. In: Papers. RePEc:arx:papers:2307.13232.

Full description at Econpapers || Download paper

2023Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity. (2023). Quante, Lennart ; Fries, Christian. In: Papers. RePEc:arx:papers:2309.16186.

Full description at Econpapers || Download paper

2023Accounting for Financing Risks improves Intergenerational Equity of Climate Change Mitigation. (2023). Quante, Lennart ; Fries, Christian P. In: Papers. RePEc:arx:papers:2312.07614.

Full description at Econpapers || Download paper

2023Evaluating the association between latent classes and competing risks outcomes with multiphenotype data. (2023). Peng, Limin ; Hanfelt, John ; Fei, Teng. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:488-501.

Full description at Econpapers || Download paper

2023Effects of psychological pressure on first?mover advantage in competitive environments: Evidence from penalty shootouts. (2023). SANTOS, RICARDO MANUEL . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:2:p:354-369.

Full description at Econpapers || Download paper

2023Pollution in a globalized world: Are debt transfers among countries a solution?. (2023). Seegmuller, Thomas ; Fodha, Mouez ; Davin, Marion. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:21-38.

Full description at Econpapers || Download paper

2023Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross Sections. (2023). Lanjouw, Peter ; Dang, Haianh H. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:599-622.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Exact uniformly most powerful postselection confidence distributions. (2023). Claeskens, Gerda ; Garciaangulo, Andrea C. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:50:y:2023:i:1:p:358-382.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Robust Bayesian Choice. (2023). Stanca, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:690.

Full description at Econpapers || Download paper

2023On the Relationship between Adaptation and Mitigation. (2023). Winkler, Ralph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10371.

Full description at Econpapers || Download paper

2023Quest for the General Effect Size of Finance on Growth: A Large Meta-Analysis of Worldwide Studies. (2023). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10740.

Full description at Econpapers || Download paper

2023New asymptotics applied to functional coefficient regression and climate sensitivity analysis. (2023). Phillips, Peter ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2365.

Full description at Econpapers || Download paper

2023How do Natural Resource Abundance and Agriculture Affect Economic Growth in Guinea?. (2023). Camara, Mamoudou. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-03-11.

Full description at Econpapers || Download paper

2023Principal weighted least square support vector machine: An online dimension-reduction tool for binary classification. (2023). Artemiou, Andreas ; Shin, Seung Jun ; Jang, Hyun Jung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001299.

Full description at Econpapers || Download paper

2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

Full description at Econpapers || Download paper

2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

Full description at Econpapers || Download paper

2023Efficient closed-form estimation of large spatial autoregressions. (2023). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:148-167.

Full description at Econpapers || Download paper

2023Reprint of: Testing for unit roots in heterogeneous panels. (2023). Pesaran, Mohammad ; Shin, Yongcheol ; So, Kyung. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:s:p:56-69.

Full description at Econpapers || Download paper

2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

Full description at Econpapers || Download paper

2023GARCH density and functional forecasts. (2023). Paruolo, Paolo ; Luati, Alessandra ; Abadir, Karim M. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:470-483.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

Full description at Econpapers || Download paper

2023A unified theory for bivariate scores in possessive ball-sports: The case of handball. (2023). Baker, Rose ; Scarf, Phil ; Singh, Aaditya. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1099-1112.

Full description at Econpapers || Download paper

2023Simulating the progression of a professional snooker frame. (2023). Brooks, Roger J ; Wright, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1286-1299.

Full description at Econpapers || Download paper

2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

Full description at Econpapers || Download paper

2023The impact of Chinas pilot carbon ETS on the labor income share: Based on an empirical method of combining PSM with staggered DID. (2023). Guo, Chenhao ; Yu, Fan ; Xiao, DE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002682.

Full description at Econpapers || Download paper

2023Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation. (2023). Zoia, Maria Grazia ; Nava, Consuelo Rubina ; Braga, Maria Debora. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001708.

Full description at Econpapers || Download paper

2023Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38.

Full description at Econpapers || Download paper

2023Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57.

Full description at Econpapers || Download paper

2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

Full description at Econpapers || Download paper

2023A Markov chain model for forecasting results of mixed martial arts contests. (2023). ychaluk, Kamila ; McHale, Ian G ; Holmes, Benjamin. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:623-640.

Full description at Econpapers || Download paper

2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

Full description at Econpapers || Download paper

2023Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States. (2023). Cramer, Estee Y ; Bracher, Johannes ; Bosse, Nikos I ; Reich, Nicholas G ; Biggerstaff, Matthew ; Tibshirani, Ryan J ; Bien, Jacob ; Zorn, Martha ; Brooks, Logan C ; Wang, Yijin ; Ray, Evan L ; Rumack, Aaron ; Johansson, Michael A ; Gerding, Aaron ; Funk, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1366-1383.

Full description at Econpapers || Download 2023

Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

Full description at Econpapers || Download paper

2023Gender Differences in Performance in Competitive Environments? Evidence from Professional Tennis Players. (2023). Paserman, Daniele M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:590-609.

Full description at Econpapers || Download paper

2023Primary market demand for German government bonds. (2023). Shida, Jakob. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001109.

Full description at Econpapers || Download paper

2023Growth and inflation tradeoffs of dollarization: Meta-analysis evidence. (2023). Korab, Petr ; Fidrmuc, Jarko ; Dibooglu, Sel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s026156062300116x.

Full description at Econpapers || Download paper

2023Big Brother is also being watched: Measuring fiscal credibility. (2023). End, Nicolas. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000484.

Full description at Econpapers || Download paper

2023The impact of institutional quality, natural resources, and finance-growth on Chinas economic recovery: An empirical study. (2023). Pang, Ming ; Albasher, Gadah ; Hameed, Javaria ; Huo, Chunhui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004518.

Full description at Econpapers || Download paper

2023Impact of energy intensity, green economy, and natural resources development to achieve sustainable economic growth in Asian countries. (2023). He, Jia ; Huang, Weiting. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004373.

Full description at Econpapers || Download paper

2023Resources curse and sustainable development perspective: Fresh evidence from oil rich countries. (2023). Yang, Yanwu ; Strielkowski, Wadim ; Vasa, Laszlo ; Lisovskiy, Alexander ; Zheng, Zhun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004099.

Full description at Econpapers || Download paper

2023Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis. (2023). Cong, Phan The ; Minh, Pham Thi ; Orosco, Juan Carlos ; Ghardallou, Wafa ; Su, Nan ; Wong, Wing-Keung ; Guo, Yating. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005019.

Full description at Econpapers || Download paper

2023Agglomeration economies in developing countries: A meta-analysis. (2023). Timmis, Jonathan ; Lall, Somik ; Grover, Arti. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:101:y:2023:i:c:s0166046223000364.

Full description at Econpapers || Download paper

2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

Full description at Econpapers || Download paper

2023The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378.

Full description at Econpapers || Download paper

2023Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation. (2022). Czypionka, Thomas ; Rohrling, Gerald ; Reiss, Miriam ; Pock, Markus ; Berger, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116928.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements. (2023). Dang, Hai-Anh ; Carletto, Calogero ; Abanokova, Kseniya ; Kilic, Talip. In: IZA Discussion Papers. RePEc:iza:izadps:dp15873.

Full description at Econpapers || Download paper

2023The Impact of High Temperatures on Performance in Work-Related Activities. (2023). Picchio, Matteo ; van Ours, Jan C. In: IZA Discussion Papers. RePEc:iza:izadps:dp16431.

Full description at Econpapers || Download paper

2023Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals. (2023). Peracchi, Franco ; Magnus, Jan R ; Luca, Giuseppe. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10255-5.

Full description at Econpapers || Download paper

2023Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms. (2023). Czypionka, Thomas ; Rohrling, Gerald ; Reiss, Miriam ; Pock, Markus ; Berger, Michael. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:23:y:2023:i:1:d:10.1007_s10754-022-09337-6.

Full description at Econpapers || Download paper

2023Goals and guesses as reference points: a field experiment on student performance. (2023). Georgantzís, Nikolaos ; Herranz-Zarzoso, Noemi ; Sabater-Grande, Gerardo. In: Theory and Decision. RePEc:kap:theord:v:94:y:2023:i:2:d:10.1007_s11238-022-09892-x.

Full description at Econpapers || Download paper

2023Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104..

Full description at Econpapers || Download paper

2023When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5.

Full description at Econpapers || Download paper

2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

Full description at Econpapers || Download paper

2023Judgmental Adjustments of Algorithmic Hotel Occupancy Forecasts: Does User Override Frequency Impact Accuracy at Different Time Horizons?. (2023). Schwartz, Zvi ; van der Rest, Jean-Pierre ; Koupriouchina, Larissa. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2143-2164.

Full description at Econpapers || Download paper

2023A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7.

Full description at Econpapers || Download paper

2023An empirical estimate for the snow albedo feedback effect. (2023). Pretis, Felix ; Kaufmann, Robert K. In: Climatic Change. RePEc:spr:climat:v:176:y:2023:i:8:d:10.1007_s10584-023-03572-7.

Full description at Econpapers || Download paper

2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Estimating poverty for refugees in data-scarce contexts: an application of cross-survey imputation. (2023). Verme, Paolo ; Dang, Hai-Anh. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:2:d:10.1007_s00148-022-00909-x.

Full description at Econpapers || Download paper

2023Common Solutions to the Matrix Equations $$AX=B$$ A X = B and $$XC=D$$ X C = D on a Subspace. (2023). Yuan, Yongxin ; Hu, Shanshan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:198:y:2023:i:1:d:10.1007_s10957-023-02247-8.

Full description at Econpapers || Download paper

2023Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches. (2023). Camara, Mamoudou. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00356-w.

Full description at Econpapers || Download paper

2023The impact of high temperatures on performance in work-related activities. (2023). Picchio, Matteo ; van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230052.

Full description at Econpapers || Download paper

2023Robust Bayesian Choice. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:079.

Full description at Econpapers || Download paper

2023On the Relationship between Adaptation and Mitigation. (2023). Winkler, Ralph. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2307.

Full description at Econpapers || Download paper

2023The employment effects of the minimum wage: A selection ratio approach to measuring treatment effects. (2023). Slichter, David. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:334-357.

Full description at Econpapers || Download paper

2023Worse than you think: Public debt forecast errors in advanced and developing economies. (2023). Ostry, Jonathan ; Furceri, Davide ; Kothari, Siddharth ; Estefaniaflores, Julia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:685-714.

Full description at Econpapers || Download paper

2023Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822.

Full description at Econpapers || Download paper

2023Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements. (2023). Dang, Hai-Anh ; Carletto, Calogero ; Abanokova, Kseniya ; Kilic, Talip. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1226.

Full description at Econpapers || Download paper

2023The impact of high temperatures on performance in work-related activities. (2023). Picchio, Matteo ; van Ours, Jan C. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1353.

Full description at Econpapers || Download paper

Works by Jan R. Magnus:


YearTitleTypeCited
1986The Exact Moments of a Ratio of Quadratic Forms in Normal Variables In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article38
1986The exact moments of a ratio of quadratic forms in normal variables.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
1988A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article8
1988A note on instrumental variables and maximum likelihood estimation procedures.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
1990A note on instrumental variables and maximum likelihood estimation procedures.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
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.
[Full Text][Citation analysis]
paper48
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 nother version. Agregated cites: 48
article
1978Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix.(1978) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48
paper
1977The commutation matrix: some theorems and applications In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
1977On the Unbiasedness of Iterated GLS Estimators In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper1
1980On the unbiasedness of iterated GLS estimators.(1980) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1983Consistency of Maximum Likelihood Estimators When Observations Are Dependent In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper0
1983On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
article
1986On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1983CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
1985SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper26
1986Symmetry, 0-1 Matrices and Jacobians: A Review.(1986) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
1986Symmetry, 0-1 matrices and Jacobians : A review.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
1985MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
paper0
1985Matrix differential calculus and static optimization Part III- differentials: Practice In: University of Amsterdam, Actuarial Science and Econometrics Archive.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper13
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 nother version. Agregated cites: 13
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 nother version. Agregated cites: 13
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 nother version. Agregated cites: 0
paper
2014Adaptation for Mitigation In: Climate Change and Sustainable Development.
[Full Text][Citation analysis]
paper11
2014Adaptation for Mitigation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2020Adaptation for Mitigation.(2020) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2017Adaptation for mitigation.(2017) In: Discussion papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014Adaptation for Mitigation.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2008Records in Athletics Through Extreme-Value Theory In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article16
2006Records in Athletics through Extreme-Value Theory.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2006Records in Athletics through Extreme-Value Theory.(2006) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article28
2009Maximum Likelihood Estimation of the Multivariate Normal Mixture Model.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2009Maximum likelihood estimation of the multivariate normal mixture model.(2009) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2011Global Warming and Local Dimming: The Statistical Evidence In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article19
2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2011Global Warming and Local Dimming : The Statistical Evidence.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2011Rejoinder In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
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]
article76
2016WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article38
2018BALANCED VARIABLE ADDITION IN LINEAR MODELS In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article13
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]
article17
2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2012Concept-Based Bayesian Model Averaging and Growth Empirics.(2012) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2000NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS In: Review of Income and Wealth.
[Full Text][Citation analysis]
article6
1978The moments of products of quadratic forms in normal variables* In: Statistica Neerlandica.
[Full Text][Citation analysis]
article21
1978The moments of products of quadratic forms in normal variables.(1978) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
1979The expectation of products of quadratic forms in normal variables: the practice In: Statistica Neerlandica.
[Full Text][Citation analysis]
article6
2018Statistics In: Cambridge Books.
[Citation analysis]
book0
2018Statistics.(2018) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 0
book
2005Matrix Algebra In: Cambridge Books.
[Citation analysis]
book77
1998HANDBOOK OF MATRICES In: Econometric Theory.
[Full Text][Citation analysis]
article0
200303.4.1. Normals Deconvolution and the Independence of Sample Mean and Variance In: Econometric Theory.
[Full Text][Citation analysis]
article0
200303.6.1. The Central Limit Theorem for Students Distribution In: Econometric Theory.
[Full Text][Citation analysis]
article0
1985On Differentiating Eigenvalues and Eigenvectors In: Econometric Theory.
[Full Text][Citation analysis]
article41
1985On differentiating eigenvalues and eigenvectors.(1985) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
200403.6.1 The Central Limit Theorem for Students Distribution—Solution In: Econometric Theory.
[Full Text][Citation analysis]
article2
2007THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR In: Econometric Theory.
[Full Text][Citation analysis]
article1
2007The asymptotic variance of the pseudo maximum likelihood estimator.(2007) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2008USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory.
[Full Text][Citation analysis]
article1
2008NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNGS STATISTIC In: Econometric Theory.
[Full Text][Citation analysis]
article1
2010SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS In: Econometric Theory.
[Full Text][Citation analysis]
article0
1986Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations In: Econometric Theory.
[Full Text][Citation analysis]
article8
1986Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations.(1986) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
1991The Bias of Forecasts from a First-Order Autoregression In: Econometric Theory.
[Full Text][Citation analysis]
article5
1991The bias of forecasts from a first-order autoregression.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2010Climate change, economic growth, and health In: ISER Discussion Paper.
[Full Text][Citation analysis]
paper5
2014The effect of health benefits on climate change mitigation policies.(2014) In: Climatic Change.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2010Climate Change, Economic Growth, and Health.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model In: ISER Discussion Paper.
[Full Text][Citation analysis]
paper4
1999Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest In: Econometrica.
[Citation analysis]
article40
2007Local sensitivity and diagnostic tests In: Econometrics Journal.
[Full Text][Citation analysis]
article10
2004Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2004Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2002Estimation of the mean of a univariate normal distribution with known variance In: Econometrics Journal.
[Full Text][Citation analysis]
article17
2002Notation in econometrics: a proposal for a standard In: Econometrics Journal.
[Full Text][Citation analysis]
article30
2001Notation in Econometrics : A Proposal for a Standard.(2001) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2001Notation in Econometrics : A Proposal for a Standard.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2005On Theils errors In: Econometrics Journal.
[Full Text][Citation analysis]
article1
2003On Theils Errors.(2003) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2005On Theils errors.(2005) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2003On Theils Errors.(2003) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2007The Third Special Issue on Computational Econometrics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article1
2008On the estimation of a large sparse Bayesian system: The Snaer program In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
2007On the estimation of a large sparse Bayesian system: the Snaer program.(2007) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article27
2004On the harm that ignoring pretesting can cause In: Journal of Econometrics.
[Full Text][Citation analysis]
article55
2009The efficiency of top agents: An analysis through service strategy in tennis In: Journal of Econometrics.
[Full Text][Citation analysis]
article17
2010A comparison of two model averaging techniques with an application to growth empirics In: Journal of Econometrics.
[Full Text][Citation analysis]
article211
1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood In: Journal of Econometrics.
[Full Text][Citation analysis]
article43
1982Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood.(1982) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
paper
2018Weighted-average least squares estimation of generalized linear models In: Journal of Econometrics.
[Full Text][Citation analysis]
article18
2017Weighted-average least squares estimation of generalized linear models.(2017) In: EIEF Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2017Weighted-Average Least Squares Estimation of Generalized Linear Models.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2020Expected utility and catastrophic risk in a stochastic economy–climate model In: Journal of Econometrics.
[Full Text][Citation analysis]
article22
2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
1988The exact multi-period mean-square forecast error for the first-order autoregressive model In: Journal of Econometrics.
[Full Text][Citation analysis]
article20
1988The exact multi-period meansquare forecast error for the first-order autoregressive model.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
1990The exact multi-period mean-square forecast error for the first-order autoregressive model.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
1989The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
1990The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
1989The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept.(1989) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
1995Editors introduction : The significance of testing in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
1995On tests and significance in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article24
1994On tests and significance in econometrics.(1994) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
1995On tests and significance in econometrics.(1995) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
1994On tests and significance in econometrics.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
1999The sensitivity of OLS when the variance matrix is (partially) unknown In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
2000On the sensitivity of the usual t- and F-tests to covariance misspecification In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
2003Forecasting the winner of a tennis match In: European Journal of Operational Research.
[Full Text][Citation analysis]
article30
2001Forecasting the Winner of a Tennis Match.(2001) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2001Forecasting the Winner of a Tennis Match.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2015Expected utility and catastrophic consumption risk In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article9
2015Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2016The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article113
2014The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113
paper
2010On the concept of matrix derivative In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article11
2011The perception of small crime In: European Journal of Political Economy.
[Full Text][Citation analysis]
article10
2010The Perception of Small Crime.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2010The Perception of Small Crime.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2015On the ambiguous consequences of omitting variables In: EIEF Working Papers Series.
[Full Text][Citation analysis]
paper0
2015On the Ambiguous Consequences of Omitting Variables.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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.
[Full Text][Citation analysis]
paper2
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2019Posterior moments and quantiles for the normal location model with Laplace prior In: EIEF Working Papers Series.
[Full Text][Citation analysis]
paper1
2020Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation In: EIEF Working Papers Series.
[Full Text][Citation analysis]
paper1
2020Sampling properties of the Bayesian posterior mean with an application to WALS estimation.(2020) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2012WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia In: International Econometric Review (IER).
[Full Text][Citation analysis]
article3
2011WALS estimation and forecasting in factor-based dynamic models with an application to Armenia.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011WALS estimation and forecasting in factor-based dynamic models with an application to Armenia.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
1990FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1). In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1).(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1990Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1).(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1990EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990Evaluation of moments of ratios of quadratic forms in normal variables and related statistics.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1990Evaluation of moments of ratios of quadratic forms in normal variables and related statistics.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1990EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990Evaluation of moments of quadratic forms in normal variables.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1990Evaluation of moments of quadratic forms in normal variables.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2019On Using the t -Ratio as a Diagnostic In: Econometrics.
[Full Text][Citation analysis]
article0
1979Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976. In: International Economic Review.
[Full Text][Citation analysis]
article47
1979Substitution between energy and non-energy inputs in the Netherlands, 1950-1976.(1979) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47
paper
1988On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components. In: International Economic Review.
[Full Text][Citation analysis]
article4
1988On the maximum likelihood estimation of multivariate regression models containing serially correlated error components.(1988) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1990On the maximum likelihood estimation of multivariate regression models containing serially correlated error components.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1997Design of the Experiment. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
1997Design of the experiment.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1997Organization of the Experiment. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1997Organization of the experiment.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1997The Data: A Brief Description. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article3
1997The data : A brief description.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2004Forecast accuracy after pretesting with an application to the stock market In: Journal of Forecasting.
[Full Text][Citation analysis]
article5
2002Forecast Accuracy after Pretesting with an Application to the Stock Market.(2002) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2002Forecast Accuracy after Pretesting with an Application to the Stock Market.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Peer Reporting and the Perception of Fairness In: De Economist.
[Full Text][Citation analysis]
article2
2011Peer Reporting and the Perception of Fairness.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2011Peer Reporting and the Perception of Fairness.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1994On levies to reduce the nitrogen surplus: The case of Dutch pig farms In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article15
1994On levies to reduce the nitrogen surplus : The case of Dutch pig farms.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2014Natural Resources, Institutional Quality, and Economic Growth in China In: Environmental & Resource Economics.
[Full Text][Citation analysis]
article38
2013Pareto utility In: Theory and Decision.
[Full Text][Citation analysis]
article8
2014Analyzing Wimbledon: The Power of Statistics In: OUP Catalogue.
[Citation analysis]
book10
2007Some equivalences in linear estimation (in Russian) In: Quantile.
[Full Text][Citation analysis]
article3
2010The price of Moscow apartments In: Applied Econometrics.
[Full Text][Citation analysis]
article5
2013Practical use of sensitivity in econometrics with an illustration to forecast combinations In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Weighted-Average Least Squares Prediction In: Econometric Reviews.
[Full Text][Citation analysis]
article8
1999The final set in a tennis match: Four years at Wimbledon In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article4
2002Tolerance of Cheating: An Analysis Across Countries In: The Journal of Economic Education.
[Full Text][Citation analysis]
article25
2006Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Expected Utility and Catastrophic Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2017Grade Expectations: Rationality and Overconfidence In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2018Earthquake risk embedded in property prices: Evidence from five Japanese cities In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2020The Jacobian of the exponential function In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper5
2020Zero-diagonality as a linear structure In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper5
2020The perception of climate sensitivity: Revealing priors from posteriors In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known In: Discussion Paper.
[Full Text][Citation analysis]
paper5
2002Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008A Comparison of Two Averaging Techniques with an Application to Growth Empirics In: Discussion Paper.
[Full Text][Citation analysis]
paper44
2008A Comparison of Two Averaging Techniques with an Application to Growth Empirics.(2008) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44
paper
1997On the sensitivity of the usual t-and f-tests to AR(1) misspecification In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1997On the sensitivity of the usual t-and f-tests to AR(1) misspecification.(1997) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1996A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1998On the Independence and Identical Distribution of Points in Tennis In: Discussion Paper.
[Full Text][Citation analysis]
paper3
1998On the Independence and Identical Distribution of Points in Tennis.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues In: Discussion Paper.
[Full Text][Citation analysis]
paper84
2011Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues.(2011) In: Stata Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 84
article
2011On the Choice of Prior in Bayesian Model Averaging In: Discussion Paper.
[Full Text][Citation analysis]
paper9
2011On the Choice of Prior in Bayesian Model Averaging.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2006Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2012WALS Prediction In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2011Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala In: Discussion Paper.
[Full Text][Citation analysis]
paper1
2010Scrap Value Functions in Dynamic Decision Problems In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2010Scrap Value Functions in Dynamic Decision Problems.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1996Testing some common tennis hypotheses : Four years at Wimbledon In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996Testing some common tennis hypotheses : Four years at Wimbledon.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010Resource Abundance and Resource Dependence in China In: Discussion Paper.
[Full Text][Citation analysis]
paper6
2010Resource Abundance and Resource Dependence in China.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1988The bias of forecasts from a first-order autoregression (Revised version) In: Discussion Paper.
[Full Text][Citation analysis]
paper2
1996Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2001On the Harm that Pretesting Does In: Discussion Paper.
[Full Text][Citation analysis]
paper2
2001On the Harm that Pretesting Does.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2010Burr Utility In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1980The elimination matrix : Some lemmas and applications In: Other publications TiSEM.
[Full Text][Citation analysis]
paper35
1981Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2000Least squares autoregression with near-unit root In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1985Matrix differential calculus with applications to simple, Hadamard, and Kronecker products In: Other publications TiSEM.
[Full Text][Citation analysis]
paper17
1990Separability and aggregation In: Other publications TiSEM.
[Full Text][Citation analysis]
paper1
1990Separability and aggregation.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2000How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]
paper2
1999Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1992On the fundamental bordered matrix of linear estimation In: Other publications TiSEM.
[Full Text][Citation analysis]
paper2
1990On the fundamental bordered matrix of linear estimation.(1990) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1993The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM) : Technical description In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1999Macro accounts estimation using indicator ratios In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1997Testing some common hypotheses : Four years at Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2000The maximum number of omitted variables, Problem 00.2.2 In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2006Von Hamburg nach Berlin im sommer 1841 : Emma Isler berichtet In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1995The significance of testing in econometrics In: Other publications TiSEM.
[Full Text][Citation analysis]
paper5
1997Wat tenniscommentatoren niet weten : Een analyse van vier jaar Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2008De kans om een tenniswedstrijd te winnen : Federer-Nadal in de finale van Wimbeldon 2007 In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1995An experiment in applied econometrics In: Other publications TiSEM.
[Full Text][Citation analysis]
paper2
1987A representation theorem for (trAp)1/p In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1987Inter-fuel substitution in Dutch manufacturing In: Other publications TiSEM.
[Full Text][Citation analysis]
paper6
1993The evaluation of cumulants and moments of quadratic forms in normal variables (CUM) : Technical description In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1987The ET interview : Professor J. Tinbergen In: Other publications TiSEM.
[Full Text][Citation analysis]
paper6
2002On the sensitivity of the t-statistic In: Other publications TiSEM.
[Full Text][Citation analysis]
paper1
2001Some properties of a generalized two-error components matrix (problem 01.5.1) In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1979The commutation matrix : Some properties and applications In: Other publications TiSEM.
[Full Text][Citation analysis]
paper93
2003The central limit theorem for students distribution (problem 03.6.1) In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1993Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables : background, motivation and examples In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1990On certain moments relating to ratios of quadratic forms in normal variables : Further results In: Other publications TiSEM.
[Full Text][Citation analysis]
paper2
1983L-structured matrices and linear matrix equations In: Other publications TiSEM.
[Full Text][Citation analysis]
paper3
1974Benzine is al eens duurder geweest In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2003Normals deconvolution and the independence of sample mean and variance (problem 03.4.1) In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
1979The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica In: Other publications TiSEM.
[Full Text][Citation analysis]
paper5
2007On some definitions in matrix algebra In: CIRJE F-Series.
[Full Text][Citation analysis]
paper8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team