Details about Jan R. Magnus

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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

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Working Papers

2020

1. Sampling properties of the Bayesian posterior mean with an application to WALS estimation
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2020)
2. The Jacobian of the exponential function
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
3. The perception of climate sensitivity: Revealing priors from posteriors
   Tinbergen Institute Discussion Papers, Tinbergen Institute
4. Zero-diagonality as a linear structure
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)

2019

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

2018

6. 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)
   See also Journal Article 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, Taylor & Francis Journals (2019) View citations (1) (2019)
7. Earthquake risk embedded in property prices: Evidence from five Japanese cities
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2017

8. Adaptation for mitigation
   Discussion papers, Graduate School of Economics , Kyoto University
   Also in Working Papers, Fondazione Eni Enrico Mattei (2014) View citations (1)
   Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) View citations (7)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (1)
   See also Journal Article Adaptation for Mitigation, Environmental & Resource Economics, Springer (2020) View citations (4) (2020)
9. Grade Expectations: Rationality and Overconfidence
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
10. Weighted-Average Least Squares Estimation of Generalized Linear Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2017) View citations (1)
    See also Journal Article Weighted-average least squares estimation of generalized linear models, Journal of Econometrics, Elsevier (2018) View citations (18) (2018)

2016

11. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (5)
    See also Journal Article The forecast combination puzzle: A simple theoretical explanation, International Journal of Forecasting, Elsevier (2016) View citations (120) (2016)

2015

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

2014

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

2013

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

2012

15. Concept-Based Bayesian Model Averaging and Growth Empirics
    Discussion Paper, Tilburg University, Center for Economic Research View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2012) View citations (1)
    See also Journal Article Concept-Based Bayesian Model Averaging and Growth Empirics, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (16) (2014)
16. WALS Prediction
    Discussion Paper, Tilburg University, Center for Economic Research

2011

17. Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
18. Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    Discussion Paper, Tilburg University, Center for Economic Research View citations (99)
    See also Journal Article Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues, Stata Journal, StataCorp LLC (2011) View citations (99) (2011)
19. Global Warming and Local Dimming: The Statistical Evidence
    Discussion Paper, Tilburg University, Center for Economic Research View citations (16)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (14)
    See also Journal Article Global Warming and Local Dimming: The Statistical Evidence, Journal of the American Statistical Association, American Statistical Association (2011) View citations (17) (2011)
20. On the Choice of Prior in Bayesian Model Averaging
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (11)
21. Peer Reporting and the Perception of Fairness
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
    See also Journal Article Peer Reporting and the Perception of Fairness, De Economist, Springer (2012) View citations (2) (2012)
22. WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011)
    See also Journal Article WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia, International Econometric Review (IER), Econometric Research Association (2012) View citations (3) (2012)
23. Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model
    ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka View citations (5)

2010

24. Burr Utility
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
25. Climate Change, Economic Growth, and Health
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka (2010) View citations (1)
26. Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (12)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (16)
    See also Journal Article Expected utility and catastrophic risk in a stochastic economy–climate model, Journal of Econometrics, Elsevier (2020) View citations (16) (2020)
27. Resource Abundance and Resource Dependence in China
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (6)
28. Scrap Value Functions in Dynamic Decision Problems
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (2)
29. The Perception of Small Crime
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2010)
    See also Journal Article The perception of small crime, European Journal of Political Economy, Elsevier (2011) View citations (13) (2011)

2009

30. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    MPRA Paper, University Library of Munich, Germany View citations (30)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) View citations (29)
    See also Journal Article Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, Journal of the American Statistical Association, American Statistical Association (2009) View citations (30) (2009)

2008

31. A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    Discussion Paper, Tilburg University, Center for Economic Research View citations (45)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2008) View citations (6)
32. 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

2007

33. On some definitions in matrix algebra
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (8)
34. On the estimation of a large sparse Bayesian system: the Snaer program
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (5)
    See also Journal Article On the estimation of a large sparse Bayesian system: The Snaer program, Computational Statistics & Data Analysis, Elsevier (2008) View citations (7) (2008)
35. The asymptotic variance of the pseudo maximum likelihood estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
    See also Journal Article THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR, Econometric Theory, Cambridge University Press (2007) View citations (1) (2007)

2006

36. Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research
37. Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
    Tinbergen Institute Discussion Papers, Tinbergen Institute
38. Records in Athletics through Extreme-Value Theory
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) View citations (1)
    See also Journal Article Records in Athletics Through Extreme-Value Theory, Journal of the American Statistical Association, American Statistical Association (2008) View citations (16) (2008)
39. Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet
    Other publications TiSEM, Tilburg University, School of Economics and Management

2005

40. On Theils' errors
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2003)
    Discussion Paper, Tilburg University, Center for Economic Research (2003)
    See also Journal Article On Theil's errors, Econometrics Journal, Royal Economic Society (2005) View citations (1) (2005)

2004

41. Local Sensitivity and Diagnostic Tests
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2004)
    See also Journal Article Local sensitivity and diagnostic tests, Econometrics Journal, Royal Economic Society (2007) View citations (14) (2007)

2003

42. 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
43. The central limit theorem for student's distribution (problem 03.6.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management

2002

44. Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    Discussion Paper, Tilburg University, Center for Economic Research View citations (15)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2002)
45. Forecast Accuracy after Pretesting with an Application to the Stock Market
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2002) View citations (2)
    See also Journal Article Forecast accuracy after pretesting with an application to the stock market, Journal of Forecasting, John Wiley & Sons, Ltd. (2004) View citations (6) (2004)
46. On the sensitivity of the t-statistic
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)

2001

47. Forecasting the Winner of a Tennis Match
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2001) View citations (1)
    See also Journal Article Forecasting the winner of a tennis match, European Journal of Operational Research, Elsevier (2003) View citations (31) (2003)
48. Notation in Econometrics: A Proposal for a Standard
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2001)
    See also Journal Article Notation in econometrics: a proposal for a standard, Econometrics Journal, Royal Economic Society (2002) View citations (38) (2002)
49. On the Harm that Pretesting Does
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2001) View citations (4)
50. Some properties of a generalized two-error components matrix (problem 01.5.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management

2000

51. 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 View citations (2)
52. Least squares autoregression with near-unit root
    Other publications TiSEM, Tilburg University, School of Economics and Management
53. The maximum number of omitted variables, Problem 00.2.2
    Other publications TiSEM, Tilburg University, School of Economics and Management

1999

54. Macro accounts estimation using indicator ratios
    Other publications TiSEM, Tilburg University, School of Economics and Management
55. 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

1998

56. On the Independence and Identical Distribution of Points in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1998) View citations (3)

1997

57. Design of the experiment
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)
    See also Journal Article Design of the Experiment, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997) View citations (4) (1997)
58. On the sensitivity of the usual t-and f-tests to AR(1) misspecification
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1997)
59. Organization of the experiment
    Other publications TiSEM, Tilburg University, School of Economics and Management
    See also Journal Article Organization of the Experiment, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997) (1997)
60. Testing some common hypotheses: Four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management
61. The data: A brief description
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    See also Journal Article The Data: A Brief Description, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997) View citations (2) (1997)
62. Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management

1996

63. A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)
64. Testing some common tennis hypotheses: Four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)
65. Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown
    Discussion Paper, Tilburg University, Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1996)

1995

66. An experiment in applied econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
67. On tests and significance in econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (24)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994)
    Discussion Paper, Tilburg University, Center for Economic Research (1994)
    See also Journal Article On tests and significance in econometrics, Journal of Econometrics, Elsevier (1995) View citations (24) (1995)
68. The significance of testing in econometrics
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)

1994

69. On levies to reduce the nitrogen surplus: The case of Dutch pig farms
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (12)
    See also Journal Article On levies to reduce the nitrogen surplus: The case of Dutch pig farms, Environmental & Resource Economics, Springer (1994) View citations (14) (1994)

1993

70. 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
71. 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
72. 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

1992

73. On the fundamental bordered matrix of linear estimation
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (2)

1991

74. The bias of forecasts from a first-order autoregression
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
    See also Journal Article The Bias of Forecasts from a First-Order Autoregression, Econometric Theory, Cambridge University Press (1991) View citations (5) (1991)

1990

75. A note on instrumental variables and maximum likelihood estimation procedures
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) View citations (5)
    See also Journal Article A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures, Annals of Economics and Statistics, GENES (1988) View citations (8) (1988)
76. EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES
    Working Papers, Tilburg - Center for Economic Research
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (1)
    Discussion Paper, Tilburg University, Center for Economic Research (1990) View citations (1)
77. EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS
    Working Papers, Tilburg - Center for Economic Research View citations (4)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (1990) View citations (2)
78. 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)
    Discussion Paper, Tilburg University, Center for Economic Research (1990)
79. On certain moments relating to ratios of quadratic forms in normal variables: Further results
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)
80. On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) View citations (3)
    See also Journal Article On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1988) View citations (3) (1988)
81. Separability and aggregation
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1990) View citations (1)
82. The exact multi-period mean-square forecast error for the first-order autoregressive model
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1988) View citations (22)
    See also Journal Article The exact multi-period mean-square forecast error for the first-order autoregressive model, Journal of Econometrics, Elsevier (1988) View citations (19) (1988)
83. 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
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1989) View citations (10)
    See also Journal Article The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept, Journal of Econometrics, Elsevier (1989) View citations (11) (1989)

1988

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

1987

85. A representation theorem for (trAp)1/p
    Other publications TiSEM, Tilburg University, School of Economics and Management
86. Inter-fuel substitution in Dutch manufacturing
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)
87. The ET interview: Professor J. Tinbergen
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (8)

1986

88. Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (8)
    See also Journal Article Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations, Econometric Theory, Cambridge University Press (1986) View citations (5) (1986)
89. 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 View citations (8)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1985)
    See also Journal Article Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case, Journal of Econometrics, Elsevier (1986) View citations (13) (1986)
90. 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 View citations (7)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1984)
    University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1983)
    See also Journal Article ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1986) View citations (4) (1986)
91. Symmetry, 0-1 matrices and Jacobians: A review
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (21)
    Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1985)
    See also Journal Article Symmetry, 0-1 Matrices and Jacobians: A Review, Econometric Theory, Cambridge University Press (1986) View citations (27) (1986)
92. The exact moments of a ratio of quadratic forms in normal variables
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (46)
    See also Journal Article The Exact Moments of a Ratio of Quadratic Forms in Normal Variables, Annals of Economics and Statistics, GENES (1986) View citations (43) (1986)

1985

93. 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
94. 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
95. Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (20)
96. 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
97. On differentiating eigenvalues and eigenvectors
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (43)
    See also Journal Article On Differentiating Eigenvalues and Eigenvectors, Econometric Theory, Cambridge University Press (1985) View citations (44) (1985)

1983

98. 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
99. 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
100. 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
101. L-structured matrices and linear matrix equations
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
102. 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

1982

103. Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (40)
     See also Journal Article Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood, Journal of Econometrics, Elsevier (1982) View citations (42) (1982)

1981

104. 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

1980

105. On the unbiasedness of iterated GLS estimators
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
     Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1977)
106. The elimination matrix: Some lemmas and applications
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (40)

1979

107. Substitution between energy and non-energy inputs in the Netherlands, 1950-1976
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (48)
     See also Journal Article Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1979) View citations (51) (1979)
108. The commutation matrix: Some properties and applications
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (105)
109. The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)

1978

110. 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 View citations (47)
     Also in University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business (1977)
     See also Journal Article Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix, Journal of Econometrics, Elsevier (1978) View citations (49) (1978)
111. The moments of products of quadratic forms in normal variables
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (23)
     See also Journal Article The moments of products of quadratic forms in normal variables*, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (1978) View citations (24) (1978)

1977

112. 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
113. The commutation matrix: some theorems and applications
     University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business

1976

114. 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

1974

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

Journal Articles

2020

1. Adaptation for Mitigation
   Environmental & Resource Economics, 2020, 75, (3), 457-484 View citations (4)
   See also Working Paper Adaptation for mitigation, Discussion papers (2017) (2017)
2. Expected utility and catastrophic risk in a stochastic economy–climate model
   Journal of Econometrics, 2020, 214, (1), 110-129 View citations (16)
   See also Working Paper Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model, Other publications TiSEM (2010) View citations (12) (2010)

2019

3. 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 View citations (1)
   See also Working Paper 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 (2018) (2018)
4. On Using the t -Ratio as a Diagnostic
   Econometrics, 2019, 7, (2), 1-3

2018

5. BALANCED VARIABLE ADDITION IN LINEAR MODELS
   Journal of Economic Surveys, 2018, 32, (4), 1183-1200 View citations (18)
6. Weighted-average least squares estimation of generalized linear models
   Journal of Econometrics, 2018, 204, (1), 1-17 View citations (18)
   See also Working Paper Weighted-Average Least Squares Estimation of Generalized Linear Models, Tinbergen Institute Discussion Papers (2017) (2017)

2016

7. The forecast combination puzzle: A simple theoretical explanation
   International Journal of Forecasting, 2016, 32, (3), 754-762 View citations (120)
   See also Working Paper The forecast combination puzzle: a simple theoretical explanation, Working Papers of Department of Decision Sciences and Information Management, Leuven (2016) (2016)
8. WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY
   Journal of Economic Surveys, 2016, 30, (1), 117-148 View citations (51)
9. Weighted-Average Least Squares Prediction
   Econometric Reviews, 2016, 35, (6), 1040-1074 View citations (8)

2015

10. Expected utility and catastrophic consumption risk
    Insurance: Mathematics and Economics, 2015, 64, (C), 306-312 View citations (11)
11. Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
    International Journal of Forecasting, 2015, 31, (3), 769-781 View citations (3)

2014

12. Concept-Based Bayesian Model Averaging and Growth Empirics
    Oxford Bulletin of Economics and Statistics, 2014, 76, (6), 874-897 View citations (16)
    See also Working Paper Concept-Based Bayesian Model Averaging and Growth Empirics, Discussion Paper (2012) View citations (5) (2012)
13. Natural Resources, Institutional Quality, and Economic Growth in China
    Environmental & Resource Economics, 2014, 57, (3), 323-343 View citations (47)
14. The effect of health benefits on climate change mitigation policies
    Climatic Change, 2014, 126, (1), 229-243 View citations (4)

2013

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

2012

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

2011

18. Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
    Stata Journal, 2011, 11, (4), 518-544 View citations (99)
    See also Working Paper Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues, Discussion Paper (2011) View citations (99) (2011)
19. Global Warming and Local Dimming: The Statistical Evidence
    Journal of the American Statistical Association, 2011, 106, (494), 452-464 View citations (17)
    See also Working Paper Global Warming and Local Dimming: The Statistical Evidence, Discussion Paper (2011) View citations (16) (2011)
20. Rejoinder
    Journal of the American Statistical Association, 2011, 106, (494), 457-468
21. The perception of small crime
    European Journal of Political Economy, 2011, 27, (4), 749-763 View citations (13)
    See also Working Paper The Perception of Small Crime, Discussion Paper (2010) View citations (2) (2010)
22. 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 View citations (37)

2010

23. A comparison of two model averaging techniques with an application to growth empirics
    Journal of Econometrics, 2010, 154, (2), 139-153 View citations (250)
24. On the concept of matrix derivative
    Journal of Multivariate Analysis, 2010, 101, (9), 2200-2206 View citations (12)
25. SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS
    Econometric Theory, 2010, 26, (1), 301-310 View citations (1)
26. The price of Moscow apartments
    Applied Econometrics, 2010, 17, (1), 89-105 View citations (6)

2009

27. Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
    Journal of the American Statistical Association, 2009, 104, (488), 1539-1549 View citations (30)
    See also Working Paper Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, MPRA Paper (2009) View citations (30) (2009)
28. The efficiency of top agents: An analysis through service strategy in tennis
    Journal of Econometrics, 2009, 148, (1), 72-85 View citations (18)

2008

29. NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
    Econometric Theory, 2008, 24, (5), 1443-1455 View citations (1)
30. On the estimation of a large sparse Bayesian system: The Snaer program
    Computational Statistics & Data Analysis, 2008, 52, (9), 4203-4224 View citations (7)
    See also Working Paper On the estimation of a large sparse Bayesian system: the Snaer program, CIRJE F-Series (2007) View citations (5) (2007)
31. Records in Athletics Through Extreme-Value Theory
    Journal of the American Statistical Association, 2008, 103, (484), 1382-1391 View citations (16)
    See also Working Paper Records in Athletics through Extreme-Value Theory, Other publications TiSEM (2006) View citations (1) (2006)
32. USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
    Econometric Theory, 2008, 24, (2), 553-579 View citations (3)

2007

33. Local sensitivity and diagnostic tests
    Econometrics Journal, 2007, 10, (1), 166-192 View citations (14)
    See also Working Paper Local Sensitivity and Diagnostic Tests, Discussion Paper (2004) (2004)
34. Some equivalences in linear estimation (in Russian)
    Quantile, 2007, (3), 83-90 View citations (5)
35. THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
    Econometric Theory, 2007, 23, (5), 1022-1032 View citations (1)
    See also Working Paper The asymptotic variance of the pseudo maximum likelihood estimator, CIRJE F-Series (2007) View citations (1) (2007)
36. The Third Special Issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2007, 51, (7), 3258-viii View citations (1)

2005

37. On Theil's errors
    Econometrics Journal, 2005, 8, (1), 39-54 View citations (1)
    See also Working Paper On Theils' errors, Other publications TiSEM (2005) (2005)

2004

38. 03.6.1 The Central Limit Theorem for Student's Distribution—Solution
    Econometric Theory, 2004, 20, (6), 1261-1263 View citations (2)
39. Forecast accuracy after pretesting with an application to the stock market
    Journal of Forecasting, 2004, 23, (4), 251-274 View citations (6)
    See also Working Paper Forecast Accuracy after Pretesting with an Application to the Stock Market, Discussion Paper (2002) View citations (2) (2002)
40. On the harm that ignoring pretesting can cause
    Journal of Econometrics, 2004, 122, (1), 27-46 View citations (80)

2003

41. 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance
    Econometric Theory, 2003, 19, (4), 691-691
42. 03.6.1. The Central Limit Theorem for Student's Distribution
    Econometric Theory, 2003, 19, (6), 1195-1195
43. Forecasting the winner of a tennis match
    European Journal of Operational Research, 2003, 148, (2), 257-267 View citations (31)
    See also Working Paper Forecasting the Winner of a Tennis Match, Discussion Paper (2001) View citations (1) (2001)

2002

44. Estimation of the mean of a univariate normal distribution with known variance
    Econometrics Journal, 2002, 5, (1), 225-236 View citations (37)
45. Notation in econometrics: a proposal for a standard
    Econometrics Journal, 2002, 5, (1), 76-90 View citations (38)
    See also Working Paper Notation in Econometrics: A Proposal for a Standard, Other publications TiSEM (2001) (2001)
46. Tolerance of Cheating: An Analysis Across Countries
    The Journal of Economic Education, 2002, 33, (2), 125-135 View citations (27)

2001

47. 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 View citations (89)

2000

48. NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS
    Review of Income and Wealth, 2000, 46, (3), 329-350 View citations (8)
49. On the sensitivity of the usual t- and F-tests to covariance misspecification
    Journal of Econometrics, 2000, 95, (1), 157-176 View citations (9)

1999

50. Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest
    Econometrica, 1999, 67, (3), 639-644 View citations (67)
51. The final set in a tennis match: Four years at Wimbledon
    Journal of Applied Statistics, 1999, 26, (4), 461-468 View citations (4)
52. The sensitivity of OLS when the variance matrix is (partially) unknown
    Journal of Econometrics, 1999, 92, (2), 295-323 View citations (16)

1998

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

1997

54. Design of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 459-65 View citations (4)
    See also Working Paper Design of the experiment, Other publications TiSEM (1997) View citations (4) (1997)
55. Organization of the Experiment
    Journal of Applied Econometrics, 1997, 12, (5), 467-76
    See also Working Paper Organization of the experiment, Other publications TiSEM (1997) (1997)
56. The Data: A Brief Description
    Journal of Applied Econometrics, 1997, 12, (5), 651-61 View citations (2)
    See also Working Paper The data: A brief description, Other publications TiSEM (1997) View citations (1) (1997)

1995

57. Editors' introduction: The significance of testing in econometrics
    Journal of Econometrics, 1995, 67, (1), 1-3 View citations (1)
58. On tests and significance in econometrics
    Journal of Econometrics, 1995, 67, (1), 5-24 View citations (24)
    See also Working Paper On tests and significance in econometrics, Other publications TiSEM (1995) View citations (24) (1995)

1994

59. On levies to reduce the nitrogen surplus: The case of Dutch pig farms
    Environmental & Resource Economics, 1994, 4, (5), 455-478 View citations (14)
    See also Working Paper On levies to reduce the nitrogen surplus: The case of Dutch pig farms, Other publications TiSEM (1994) View citations (12) (1994)

1991

60. The Bias of Forecasts from a First-Order Autoregression
    Econometric Theory, 1991, 7, (2), 222-235 View citations (5)
    See also Working Paper The bias of forecasts from a first-order autoregression, Other publications TiSEM (1991) View citations (5) (1991)

1989

61. Estimation of Variance Components and Applications
    Journal of the Royal Statistical Society Series A, 1989, 152, (2), 272-273
62. 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 View citations (11)
    See also Working Paper The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept, Other publications TiSEM (1990) (1990)

1988

63. A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures
    Annals of Economics and Statistics, 1988, (10), 121-138 View citations (8)
    See also Working Paper A note on instrumental variables and maximum likelihood estimation procedures, Other publications TiSEM (1990) (1990)
64. On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components
    International Economic Review, 1988, 29, (4), 707-25 View citations (3)
    See also Working Paper On the maximum likelihood estimation of multivariate regression models containing serially correlated error components, Other publications TiSEM (1990) (1990)
65. The exact multi-period mean-square forecast error for the first-order autoregressive model
    Journal of Econometrics, 1988, 39, (3), 327-346 View citations (19)
    See also Working Paper The exact multi-period mean-square forecast error for the first-order autoregressive model, Other publications TiSEM (1990) (1990)

1986

66. Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations
    Econometric Theory, 1986, 2, (3), 374-412 View citations (5)
    See also Working Paper Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations, Other publications TiSEM (1986) View citations (8) (1986)
67. Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case
    Journal of Econometrics, 1986, 32, (2), 253-285 View citations (13)
    See also Working Paper Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case, Other publications TiSEM (1986) View citations (8) (1986)
68. ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
    Statistica Neerlandica, 1986, 40, (3), 169-188 View citations (4)
    See also Working Paper On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations, Other publications TiSEM (1986) View citations (7) (1986)
69. Symmetry, 0-1 Matrices and Jacobians: A Review
    Econometric Theory, 1986, 2, (2), 157-190 View citations (27)
    See also Working Paper Symmetry, 0-1 matrices and Jacobians: A review, Other publications TiSEM (1986) View citations (21) (1986)
70. The Exact Moments of a Ratio of Quadratic Forms in Normal Variables
    Annals of Economics and Statistics, 1986, (4), 95-109 View citations (43)
    See also Working Paper The exact moments of a ratio of quadratic forms in normal variables, Other publications TiSEM (1986) View citations (46) (1986)

1985

71. On Differentiating Eigenvalues and Eigenvectors
    Econometric Theory, 1985, 1, (2), 179-191 View citations (44)
    See also Working Paper On differentiating eigenvalues and eigenvectors, Other publications TiSEM (1985) View citations (43) (1985)

1982

72. Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
    Journal of Econometrics, 1982, 19, (2-3), 239-285 View citations (42)
    See also Working Paper Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood, Other publications TiSEM (1982) View citations (40) (1982)

1979

73. Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976
    International Economic Review, 1979, 20, (2), 465-84 View citations (51)
    See also Working Paper Substitution between energy and non-energy inputs in the Netherlands, 1950-1976, Other publications TiSEM (1979) View citations (48) (1979)
74. The expectation of products of quadratic forms in normal variables: the practice
    Statistica Neerlandica, 1979, 33, (3), 131-136 View citations (8)

1978

75. Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
    Journal of Econometrics, 1978, 7, (3), 281-312 View citations (49)
    See also Working Paper Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix, Other publications TiSEM (1978) View citations (47) (1978)
76. The moments of products of quadratic forms in normal variables*
    Statistica Neerlandica, 1978, 32, (4), 201-210 View citations (24)
    See also Working Paper The moments of products of quadratic forms in normal variables, Other publications TiSEM (1978) View citations (23) (1978)

Books

2018

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

2014

2. Analyzing Wimbledon: The Power of Statistics
   OUP Catalogue, Oxford University Press View citations (13)

2005

3. Matrix Algebra
   Cambridge Books, Cambridge University Press View citations (79)