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Details about Jan R. Magnus

E-mail:
Homepage:http://center.uvt.nl/staff/magnus/
Workplace:Departement Econometrie & Operations Research (Department of Econometrics and Operations Research), School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Jan R. Magnus.

Last updated 2008-03-31. Update your information in the RePEc Author Service.

Short-id: pma753


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Working Papers

2012

  1. Concept-Based Bayesian Model Averaging and Growth Empirics
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. WALS Prediction
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2011

  1. Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (24)
  3. Global Warming and Local Dimming: The Statistical Evidence
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  4. On the Choice of Prior in Bayesian Model Averaging
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  5. Peer Reporting and the Perception of Fairness
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  6. WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2010

  1. Burr Utility
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. Climate Change, Economic Growth, and Health
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  3. Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (10)
  4. Resource Abundance and Resource Dependence in China
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  5. Scrap Value Functions in Dynamic Decision Problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  6. The Perception of Small Crime
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2008

  1. A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)

2007

  1. On some definitions in matrix algebra
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (2)
  2. On the estimation of a large sparse Bayesian system: the Snaer program
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
  3. The asymptotic variance of the pseudo maximum likelihood estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2006

  1. Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Records in Athletics through Extreme-Value Theory
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2004

  1. Local Sensitivity and Diagnostic Tests
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Econometrics Journal (2007)

2003

  1. On Theil's Errors
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Econometrics Journal (2005)

2002

  1. Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (8)
  2. Forecast Accuracy after Pretesting with an Application to the Stock Market
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Journal of Forecasting (2004)

2001

  1. Forecasting the Winner of a Tennis Match
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in European Journal of Operational Research (2003)
  2. Notation in Econometrics: A Proposal for a Standard
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Econometrics Journal (2002)
  3. On the Harm that Pretesting Does
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

1998

  1. On the Independence and Identical Distribution of Points in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

1997

  1. On the sensitivity of the usual t-and f-tests to AR(1) misspecification
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1996

  1. A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Testing some common tennis hypotheses: Four years at Wimbledon
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1994

  1. On tests and significance in econometrics
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Journal of Econometrics (1995)

1990

  1. EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  2. EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  3. FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1)
    Working Papers, Tilburg - Center for Economic Research
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads

1988

  1. The bias of forecasts from a first-order autoregression (Revised version)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

Journal Articles

2007

  1. Local sensitivity and diagnostic tests
    Econometrics Journal, 2007, 10, (1), 166-192 Downloads View citations (12)
    See also Working Paper (2004)
  2. Some equivalences in linear estimation (in Russian)
    Quantile, 2007, (3), 83-90 Downloads View citations (2)
  3. The Third Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii Downloads View citations (1)

2005

  1. On Theil's errors
    Econometrics Journal, 2005, 8, (1), 39-54 Downloads View citations (1)
    See also Working Paper (2003)

2004

  1. Forecast accuracy after pretesting with an application to the stock market
    Journal of Forecasting, 2004, 23, (4), 251-274 Downloads View citations (4)
    See also Working Paper (2002)
  2. On the harm that ignoring pretesting can cause
    Journal of Econometrics, 2004, 122, (1), 27-46 Downloads View citations (40)

2003

  1. Forecasting the winner of a tennis match
    European Journal of Operational Research, 2003, 148, (2), 257-267 Downloads View citations (11)
    See also Working Paper (2001)

2002

  1. Estimation of the mean of a univariate normal distribution with known variance
    Econometrics Journal, 2002, 5, (1), 225-236 Downloads View citations (22)
  2. Notation in econometrics: a proposal for a standard
    Econometrics Journal, 2002, 5, (1), 76-90 Downloads View citations (25)
    See also Working Paper (2001)
  3. The Missing Tablet: Comment on Peter Kennedy's Ten Commandments
    Journal of Economic Surveys, 2002, 16, (4), 605-09 Downloads

2001

  1. Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model
    Journal of the American Statistical Association, 2001, 96, 500-509 Downloads View citations (38)

2000

  1. National Accounts Estimation Using Indicator Ratios
    Review of Income and Wealth, 2000, 46, (3), 329-50 View citations (8)
  2. On the sensitivity of the usual t- and F-tests to covariance misspecification
    Journal of Econometrics, 2000, 95, (1), 157-176 Downloads View citations (7)

1999

  1. Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest
    Econometrica, 1999, 67, (3), 639-644 View citations (29)
  2. The final set in a tennis match: Four years at Wimbledon
    Journal of Applied Statistics, 1999, 26, (4), 461-468 Downloads View citations (1)
  3. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 Downloads View citations (12)

1997

  1. Design of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 459-65 Downloads View citations (3)
  2. Organization of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 467-76 Downloads
  3. The Data: A Brief Description
    Journal of Applied Econometrics, 1997, 12, (5), 651-61 Downloads View citations (2)

1995

  1. Editors' introduction: The significance of testing in econometrics
    Journal of Econometrics, 1995, 67, (1), 1-3 Downloads View citations (1)
  2. On tests and significance in econometrics
    Journal of Econometrics, 1995, 67, (1), 5-24 Downloads View citations (14)
    See also Working Paper (1994)

1994

  1. On levies to reduce the nitrogen surplus: The case of Dutch pig farms
    Environmental & Resource Economics, 1994, 4, (5), 455-478 Downloads View citations (10)

1990

  1. Separability and Aggregation
    Economica, 1990, 57, (226), 239-47 Downloads View citations (1)

1989

  1. The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
    Journal of Econometrics, 1989, 42, (2), 157-179 Downloads View citations (8)

1988

  1. On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components
    International Economic Review, 1988, 29, (4), 707-25 Downloads View citations (3)
  2. The exact multi-period mean-square forecast error for the first-order autoregressive model
    Journal of Econometrics, 1988, 39, (3), 327-346 Downloads View citations (7)

1986

  1. Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case
    Journal of Econometrics, 1986, 32, (2), 253-285 Downloads View citations (9)

1982

  1. Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
    Journal of Econometrics, 1982, 19, (2-3), 239-285 Downloads View citations (24)

1979

  1. Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976
    International Economic Review, 1979, 20, (2), 465-84 Downloads View citations (25)

1978

  1. Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
    Journal of Econometrics, 1978, 7, (3), 281-312 Downloads View citations (29)
 
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