EconPapers    
Economics at your fingertips  
 

Details about Jan R. Magnus

E-mail:
Homepage:http://www.janmagnus.nl/
Workplace:Afdeling Econometrie and Operations Research (Department of Econometrics and Operations Research), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Jan R. Magnus.

Last updated 2020-11-13. Update your information in the RePEc Author Service.

Short-id: pma753


Jump to Journal Articles Books

Working Papers

2020

  1. Sampling properties of the Bayesian posterior mean with an application to WALS estimation
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2020) Downloads
  2. The Jacobian of the exponential function
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
  3. The perception of climate sensitivity: Revealing priors from posteriors
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  4. Zero-diagonality as a linear structure
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)

2019

  1. Posterior moments and quantiles for the normal location model with Laplace prior
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) Downloads View citations (3)

2018

  1. Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2019)
  2. Earthquake risk embedded in property prices: Evidence from five Japanese cities
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2017

  1. Adaptation for mitigation
    Discussion papers, Graduate School of Economics , Kyoto University Downloads
    Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) Downloads View citations (7)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads View citations (1)
    Working Papers, Fondazione Eni Enrico Mattei (2014) Downloads View citations (1)

    See also Journal Article in Environmental & Resource Economics (2020)
  2. Grade Expectations: Rationality and Overconfidence
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  3. Weighted-Average Least Squares Estimation of Generalized Linear Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2017) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2018)

2016

  1. The forecast combination puzzle: a simple theoretical explanation
    Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads View citations (5)

    See also Journal Article in International Journal of Forecasting (2016)

2015

  1. On the Ambiguous Consequences of Omitting Variables
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2015) Downloads

2014

  1. Expected Utility and Catastrophic Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)

2013

  1. Practical use of sensitivity in econometrics with an illustration to forecast combinations
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads

2012

  1. Concept-Based Bayesian Model Averaging and Growth Empirics
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) Downloads View citations (5)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  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 View citations (1)
  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 (60)
    See also Journal Article in Stata Journal (2011)
  3. Global Warming and Local Dimming: The Statistical Evidence
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (10)

    See also Journal Article in Journal of the American Statistical Association (2011)
  4. On the Choice of Prior in Bayesian Model Averaging
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (9)
  5. Peer Reporting and the Perception of Fairness
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads

    See also Journal Article in De Economist (2012)
  6. WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) Downloads

    See also Journal Article in International Econometric Review (IER) (2012)
  7. Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University Downloads View citations (4)

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)
    Also in ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2010) Downloads View citations (1)
  3. Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (15)

    See also Journal Article in Journal of Econometrics (2020)
  4. Resource Abundance and Resource Dependence in China
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) Downloads
  5. Scrap Value Functions in Dynamic Decision Problems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (1)
  6. The Perception of Small Crime
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) Downloads View citations (2)

    See also Journal Article in European Journal of Political Economy (2011)

2009

  1. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (19)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) Downloads View citations (18)

    See also Journal Article in Journal of the American Statistical Association (2009)

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 (44)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008) Downloads
  2. De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2007

  1. On some definitions in matrix algebra
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (7)
  2. On the estimation of a large sparse Bayesian system: the Snaer program
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2008)
  3. The asymptotic variance of the pseudo maximum likelihood estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    See also Journal Article in Econometric Theory (2007)

2006

  1. Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  3. Records in Athletics through Extreme-Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (1)

    See also Journal Article in Journal of the American Statistical Association (2008)
  4. Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2005

  1. On Theils' errors
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2003) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (2003) Downloads

    See also Journal Article in Econometrics Journal (2005)

2004

  1. Local Sensitivity and Diagnostic Tests
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2004) Downloads

    See also Journal Article in Econometrics Journal (2007)

2003

  1. Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. The central limit theorem for student's distribution (problem 03.6.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2002

  1. Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2002) Downloads View citations (15)
  2. Forecast Accuracy after Pretesting with an Application to the Stock Market
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2002) Downloads

    See also Journal Article in Journal of Forecasting (2004)
  3. On the sensitivity of the t-statistic
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

2001

  1. Forecasting the Winner of a Tennis Match
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2001) Downloads

    See also Journal Article in European Journal of Operational Research (2003)
  2. Notation in Econometrics: A Proposal for a Standard
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2001) 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 (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2001) Downloads
  4. Some properties of a generalized two-error components matrix (problem 01.5.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2000

  1. How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  2. Least squares autoregression with near-unit root
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. The maximum number of omitted variables, Problem 00.2.2
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1999

  1. Macro accounts estimation using indicator ratios
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1998

  1. On the Independence and Identical Distribution of Points in Tennis
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads View citations (4)

1997

  1. Design of the experiment
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (1997)
  2. On the sensitivity of the usual t-and f-tests to AR(1) misspecification
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1997) Downloads
  3. Organization of the experiment
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    See also Journal Article in Journal of Applied Econometrics (1997)
  4. Testing some common hypotheses: Four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  5. The data: A brief description
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (1997)
  6. Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management 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
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads
  2. Testing some common tennis hypotheses: Four years at Wimbledon
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads
  3. Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996) Downloads

1995

  1. An experiment in applied econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  2. On tests and significance in econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (22)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1994) Downloads
    Other publications TiSEM, Tilburg University, School of Economics and Management (1994) Downloads

    See also Journal Article in Journal of Econometrics (1995)
  3. The significance of testing in econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

1994

  1. On levies to reduce the nitrogen surplus: The case of Dutch pig farms
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (8)
    See also Journal Article in Environmental & Resource Economics (1994)

1993

  1. Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  3. The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1992

  1. On the fundamental bordered matrix of linear estimation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) Downloads View citations (1)

1991

  1. The bias of forecasts from a first-order autoregression
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    See also Journal Article in Econometric Theory (1991)

1990

  1. A note on instrumental variables and maximum likelihood estimation procedures
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) Downloads View citations (1)

    See also Journal Article in Annals of Economics and Statistics (1988)
  2. 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
    Other publications TiSEM, Tilburg University, School of Economics and Management (1990) Downloads
  3. 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
    Other publications TiSEM, Tilburg University, School of Economics and Management (1990) Downloads
  4. FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1)
    Working Papers, Tilburg - Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) Downloads
    Discussion Paper, Tilburg University, Center for Economic Research (1990) Downloads
  5. On certain moments relating to ratios of quadratic forms in normal variables: Further results
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  6. On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) Downloads View citations (3)

    See also Journal Article in International Economic Review (1988)
  7. Separability and aggregation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) Downloads
  8. The exact multi-period mean-square forecast error for the first-order autoregressive model
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) Downloads View citations (17)

    See also Journal Article in Journal of Econometrics (1988)
  9. The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989) Downloads View citations (6)

    See also Journal Article in Journal of Econometrics (1989)

1988

  1. The bias of forecasts from a first-order autoregression (Revised version)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

1987

  1. A representation theorem for (trAp)1/p
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Inter-fuel substitution in Dutch manufacturing
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (7)
  3. The ET interview: Professor J. Tinbergen
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)

1986

  1. Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (7)
    See also Journal Article in Econometric Theory (1986)
  2. Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1985) Downloads

    See also Journal Article in Journal of Econometrics (1986)
  3. On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1984) Downloads
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1983) Downloads

    See also Journal Article in Statistica Neerlandica (1986)
  4. Symmetry, 0-1 matrices and Jacobians: A review
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (14)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1985) Downloads

    See also Journal Article in Econometric Theory (1986)
  5. The exact moments of a ratio of quadratic forms in normal variables
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (31)
    See also Journal Article in Annals of Economics and Statistics (1986)

1985

  1. MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  2. Matrix differential calculus and static optimization Part III- differentials: Practice
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  3. Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (10)
  4. ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  5. On differentiating eigenvalues and eigenvectors
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (29)
    See also Journal Article in Econometric Theory (1985)

1983

  1. ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  2. CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  3. Consistency of Maximum Likelihood Estimators When Observations Are Dependent
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  4. L-structured matrices and linear matrix equations
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
  5. On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads

1982

  1. Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (29)
    See also Journal Article in Journal of Econometrics (1982)

1981

  1. Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1980

  1. On the unbiasedness of iterated GLS estimators
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1977) Downloads
  2. The elimination matrix: Some lemmas and applications
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (28)

1979

  1. Substitution between energy and non-energy inputs in the Netherlands, 1950-1976
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (26)
    See also Journal Article in International Economic Review (1979)
  2. The commutation matrix: Some properties and applications
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (69)
  3. The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)

1978

  1. Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (39)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1977) Downloads

    See also Journal Article in Journal of Econometrics (1978)
  2. The moments of products of quadratic forms in normal variables
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (18)
    See also Journal Article in Statistica Neerlandica (1978)

1977

  1. Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads
  2. The commutation matrix: some theorems and applications
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads

1976

  1. Substitution between energy and non-energy inputs in the Netherlands, 1950-1974
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business Downloads

1974

  1. Benzine is al eens duurder geweest
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

Journal Articles

2020

  1. Adaptation for Mitigation
    Environmental & Resource Economics, 2020, 75, (3), 457-484 Downloads View citations (1)
    See also Working Paper (2017)
  2. Expected utility and catastrophic risk in a stochastic economy–climate model
    Journal of Econometrics, 2020, 214, (1), 110-129 Downloads View citations (9)
    See also Working Paper (2010)

2019

  1. Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
    Journal of Business & Economic Statistics, 2019, 37, (2), 217-222 Downloads
    See also Working Paper (2018)
  2. On Using the t -Ratio as a Diagnostic
    Econometrics, 2019, 7, (2), 1-3 Downloads

2018

  1. BALANCED VARIABLE ADDITION IN LINEAR MODELS
    Journal of Economic Surveys, 2018, 32, (4), 1183-1200 Downloads View citations (7)
  2. Weighted-average least squares estimation of generalized linear models
    Journal of Econometrics, 2018, 204, (1), 1-17 Downloads View citations (9)
    See also Working Paper (2017)

2016

  1. The forecast combination puzzle: A simple theoretical explanation
    International Journal of Forecasting, 2016, 32, (3), 754-762 Downloads View citations (53)
    See also Working Paper (2016)
  2. WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY
    Journal of Economic Surveys, 2016, 30, (1), 117-148 Downloads View citations (37)
  3. Weighted-Average Least Squares Prediction
    Econometric Reviews, 2016, 35, (6), 1040-1074 Downloads View citations (3)

2015

  1. Expected utility and catastrophic consumption risk
    Insurance: Mathematics and Economics, 2015, 64, (C), 306-312 Downloads View citations (8)
  2. Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
    International Journal of Forecasting, 2015, 31, (3), 769-781 Downloads

2014

  1. Concept-Based Bayesian Model Averaging and Growth Empirics
    Oxford Bulletin of Economics and Statistics, 2014, 76, (6), 874-897 Downloads View citations (12)
    See also Working Paper (2012)
  2. Natural Resources, Institutional Quality, and Economic Growth in China
    Environmental & Resource Economics, 2014, 57, (3), 323-343 Downloads View citations (17)
  3. The effect of health benefits on climate change mitigation policies
    Climatic Change, 2014, 126, (1), 229-243 Downloads View citations (1)

2013

  1. Pareto utility
    Theory and Decision, 2013, 75, (1), 43-57 Downloads View citations (11)

2012

  1. Peer Reporting and the Perception of Fairness
    De Economist, 2012, 160, (3), 289-310 Downloads View citations (1)
    See also Working Paper (2011)
  2. WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
    International Econometric Review (IER), 2012, 4, (1), 40-58 Downloads View citations (2)
    See also Working Paper (2011)

2011

  1. Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
    Stata Journal, 2011, 11, (4), 518-544 Downloads View citations (62)
    See also Working Paper (2011)
  2. Global Warming and Local Dimming: The Statistical Evidence
    Journal of the American Statistical Association, 2011, 106, (494), 452-464 Downloads View citations (11)
    See also Working Paper (2011)
  3. Rejoinder
    Journal of the American Statistical Association, 2011, 106, (494), 457-468 Downloads
  4. The perception of small crime
    European Journal of Political Economy, 2011, 27, (4), 749-763 Downloads View citations (11)
    See also Working Paper (2010)
  5. Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
    Computational Statistics & Data Analysis, 2011, 55, (3), 1331-1341 Downloads View citations (32)

2010

  1. A comparison of two model averaging techniques with an application to growth empirics
    Journal of Econometrics, 2010, 154, (2), 139-153 Downloads View citations (176)
  2. On the concept of matrix derivative
    Journal of Multivariate Analysis, 2010, 101, (9), 2200-2206 Downloads View citations (7)
  3. SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS
    Econometric Theory, 2010, 26, (1), 301-310 Downloads
  4. The price of Moscow apartments
    Applied Econometrics, 2010, 17, (1), 89-105 Downloads View citations (3)

2009

  1. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    Journal of the American Statistical Association, 2009, 104, (488), 1539-1549 Downloads View citations (20)
    See also Working Paper (2009)
  2. The efficiency of top agents: An analysis through service strategy in tennis
    Journal of Econometrics, 2009, 148, (1), 72-85 Downloads View citations (11)

2008

  1. NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
    Econometric Theory, 2008, 24, (5), 1443-1455 Downloads View citations (1)
  2. On the estimation of a large sparse Bayesian system: The Snaer program
    Computational Statistics & Data Analysis, 2008, 52, (9), 4203-4224 Downloads View citations (2)
    See also Working Paper (2007)
  3. Records in Athletics Through Extreme-Value Theory
    Journal of the American Statistical Association, 2008, 103, (484), 1382-1391 Downloads View citations (9)
    See also Working Paper (2006)
  4. USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
    Econometric Theory, 2008, 24, (2), 553-579 Downloads View citations (1)

2007

  1. Local sensitivity and diagnostic tests
    Econometrics Journal, 2007, 10, (1), 166-192 View citations (13)
    See also Working Paper (2004)
  2. Some equivalences in linear estimation (in Russian)
    Quantile, 2007, (3), 83-90 Downloads View citations (2)
  3. THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
    Econometric Theory, 2007, 23, (5), 1022-1032 Downloads View citations (1)
    See also Working Paper (2007)
  4. 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 View citations (1)
    See also Working Paper (2005)

2004

  1. 03.6.1 The Central Limit Theorem for Student's Distribution—Solution
    Econometric Theory, 2004, 20, (6), 1261-1263 Downloads View citations (2)
  2. Forecast accuracy after pretesting with an application to the stock market
    Journal of Forecasting, 2004, 23, (4), 251-274 Downloads View citations (5)
    See also Working Paper (2002)
  3. On the harm that ignoring pretesting can cause
    Journal of Econometrics, 2004, 122, (1), 27-46 Downloads View citations (63)

2003

  1. 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance
    Econometric Theory, 2003, 19, (4), 691-691 Downloads
  2. 03.6.1. The Central Limit Theorem for Student's Distribution
    Econometric Theory, 2003, 19, (6), 1195-1195 Downloads
  3. Forecasting the winner of a tennis match
    European Journal of Operational Research, 2003, 148, (2), 257-267 Downloads View citations (24)
    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 View citations (34)
  2. Notation in econometrics: a proposal for a standard
    Econometrics Journal, 2002, 5, (1), 76-90 View citations (31)
    See also Working Paper (2001)
  3. Tolerance of Cheating: An Analysis Across Countries
    The Journal of Economic Education, 2002, 33, (2), 125-135 Downloads View citations (23)

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 (64)

2000

  1. NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS
    Review of Income and Wealth, 2000, 46, (3), 329-350 Downloads View citations (2)
  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 (8)

1999

  1. Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest
    Econometrica, 1999, 67, (3), 639-644 View citations (54)
  2. The final set in a tennis match: Four years at Wimbledon
    Journal of Applied Statistics, 1999, 26, (4), 461-468 Downloads View citations (2)
  3. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 Downloads View citations (14)

1998

  1. HANDBOOK OF MATRICES
    Econometric Theory, 1998, 14, (3), 379-380 Downloads

1997

  1. Design of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 459-65 Downloads View citations (4)
    See also Working Paper (1997)
  2. Organization of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 467-76 Downloads
    See also Working Paper (1997)
  3. The Data: A Brief Description
    Journal of Applied Econometrics, 1997, 12, (5), 651-61 Downloads View citations (2)
    See also Working Paper (1997)

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 (23)
    See also Working Paper (1995)

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)
    See also Working Paper (1994)

1991

  1. The Bias of Forecasts from a First-Order Autoregression
    Econometric Theory, 1991, 7, (2), 222-235 Downloads View citations (5)
    See also Working Paper (1991)

1989

  1. Estimation of Variance Components and Applications
    Journal of the Royal Statistical Society Series A, 1989, 152, (2), 272-273 Downloads
  2. 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 (9)
    See also Working Paper (1990)

1988

  1. A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures
    Annals of Economics and Statistics, 1988, (10), 121-138 Downloads
    See also Working Paper (1990)
  2. 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)
    See also Working Paper (1990)
  3. 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 (11)
    See also Working Paper (1990)

1986

  1. Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations
    Econometric Theory, 1986, 2, (3), 374-412 Downloads View citations (2)
    See also Working Paper (1986)
  2. 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 (11)
    See also Working Paper (1986)
  3. ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
    Statistica Neerlandica, 1986, 40, (3), 169-188 Downloads View citations (1)
    See also Working Paper (1986)
  4. Symmetry, 0-1 Matrices and Jacobians: A Review
    Econometric Theory, 1986, 2, (2), 157-190 Downloads View citations (18)
    See also Working Paper (1986)
  5. The Exact Moments of a Ratio of Quadratic Forms in Normal Variables
    Annals of Economics and Statistics, 1986, (4), 95-109 Downloads View citations (6)
    See also Working Paper (1986)

1985

  1. On Differentiating Eigenvalues and Eigenvectors
    Econometric Theory, 1985, 1, (2), 179-191 Downloads View citations (29)
    See also Working Paper (1985)

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 (35)
    See also Working Paper (1982)

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 (38)
    See also Working Paper (1979)
  2. The expectation of products of quadratic forms in normal variables: the practice
    Statistica Neerlandica, 1979, 33, (3), 131-136 Downloads View citations (1)

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 (38)
    See also Working Paper (1978)
  2. The moments of products of quadratic forms in normal variables*
    Statistica Neerlandica, 1978, 32, (4), 201-210 Downloads View citations (2)
    See also Working Paper (1978)

Books

2018

  1. Statistics
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2018)

2014

  1. Analyzing Wimbledon: The Power of Statistics
    OUP Catalogue, Oxford University Press View citations (9)

2005

  1. Matrix Algebra
    Cambridge Books, Cambridge University Press View citations (80)
 
Page updated 2021-10-22