J. Magnus

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Symmetry, 0-1 Matrices and Jacobians: A Review

J. Magnus, H. Neudecker, 1986, Econometric Theory.

Matrix Differential Calculus with Applications in Statistics and Econometrics

J. Magnus, H. Neudecker, 2019, Wiley Series in Probability and Statistics.

Matrix Differential Calculus with Applications in Statistics and Econometrics (Revised Edition)

J. Magnus, H. Neudecker, 1999 .

Matrix differential calculus with applications to simple, Hadamard, and Kronecker products.

J. Magnus, H. Neudecker, 1985 .

On Differentiating Eigenvalues and Eigenvectors

J. Magnus, 1985, Econometric Theory.

On the advantage of serving first in a tennis set: four years at Wimbledon

J. Magnus, F. Klaassen, 1999 .

Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples

J. Magnus, B. Pesaran, 1993 .

The moments of products of quadratic forms in normal variables

J. Magnus, 1978 .

On some definitions in matrix algebra

J. Magnus, K. Abadir, 2007 .

Pareto utility

J. Magnus, R. Laeven, Masako Ikefuji, 2013 .

Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model

J. Magnus, F. Klaassen, 2001 .

Grade Expectations: Rationality and Overconfidence

J. Magnus, A. Peresetsky, 2018, Front. Psychol..

The sensitivity of OLS when the variance matrix is (partially) unknown

Jan R. Magnus, Anurag N. Banerjee, J. Magnus, 1999 .

Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown

J. Magnus, A. Banerjee, 1996 .

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

J. Magnus, 1978 .

The Exact Moments of a Ratio of Quadratic Forms in Normal Variables

J. Magnus, 1986 .

The Commutation Matrix: Some Properties and Applications

J. Magnus, H. Neudecker, 1979 .

Matrix Differential Calculus with Applications

J. Magnus, H. Neudecker, 1988 .

On tests and significance in econometrics

J. Magnus, H. Keuzenkamp, 1995 .

The effect of health benefits on climate change mitigation policies

J. Magnus, Masako Ikefuji, H. Sakamoto, 2014, Climatic Change.

National Accounts Estimation Using Indicator Ratios

A. F. Vos, J. Magnus, J. V. Tongeren, 2000 .

Forecast accuracy after pretesting with an application to the stock market

Dl Dmitry Danilov, Jan R. Magnus, J. Magnus, 2004 .

L-structured matrices and linear matrix equations

Jan R. Magnus, J. Magnus, 1983 .

Tolerance of Cheating: An Analysis Across Countries

Dl Dmitry Danilov, Jan R. Magnus, Victor Polterovich, 2002 .

Balanced Variable Addition in Linear Models

J. Magnus, F. Peracchi, G. De Luca, 2018 .

On the Ambiguous Consequences of Omitting Variables

J. Magnus, F. Peracchi, G. De Luca, 2015 .

A characterization of Bayesian robustness for a normal location parameter

J. Magnus, Kamlesh G. Kumar, 2013, Sankhya B.

The effect of new balls in tennis: four years at Wimbledon

Franc J. G. M. Klaassen, Jan R. Magnus, J. Magnus, 1999 .

Statistical Thinking in Sports

J. Magnus, 2011 .

The efficiency of top agents: An analysis through service strategy in tennis

J. Magnus, F. Klaassen, 2009 .

Myths in tennis

J. Magnus, F. Klaassen, 2008 .

The final set in a tennis match: Four years at Wimbledon

Franc J. G. M. Klaassen, Jan R. Magnus, J. Magnus, 1999 .

On the Independence and Identical Distribution of Points in Tennis

Franc J. G. M. Klaassen, Jan R. Magnus, J. Magnus, 1998 .

The exact multi-period mean-square forecast error for the first-order autoregressive model

Jan R. Magnus, Bahram Pesaran, J. Magnus, 1988 .

Weitzman Meets Nordhaus: Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

J. Magnus, R. Laeven, Masako Ikefuji, 2011 .

Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

J. Magnus, R. Laeven, Masako Ikefuji, 2010, Journal of Econometrics.

Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case

Jan R. Magnus, J. Magnus, R. Heijmans, 1986 .

The estimation of normal mixtures with latent variables

J. Magnus, Gideon Magnus, 2019 .

On the sensitivity of the t-statistic

J. Magnus, 2002 .

Tilburg University Local Sensitivity and Diagnostic Tests

J. Magnus, A. Vasnev, 2004 .

USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS

J. Magnus, A. Vasnev, 2008, Econometric Theory.

Model selection under misspecification using information complexity

J. Magnus, H. Bozdogan, 2006 .

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Andrey L. Vasnev, Gerda Claeskens, Jan R. Magnus, 2014 .

Weighted-average least squares prediction ∗ October 25 , 2013

J. Magnus, 2013 .

WALS Prediction

J. Magnus, Xinyu Zhang, Wendung Wang, 2012 .

On the sensitivity of the usual t- and F-tests to covariance misspecification

Jan R. Magnus, Anurag N. Banerjee, J. Magnus, 2000 .

Local Sensitivity in Econometrics

J. Magnus, 2007 .

Design of the Experiment.

Jan R. Magnus, Mary S. Morgan, J. Magnus, 1997 .

Consistency of Maximum Likelihood Estimators When Observations Are Dependent

J. Magnus, R. Heijmans, 1983 .

Organization of the Experiment.

J. Magnus, M. S. Morgan, 1997 .

Climate Change, Economic Growth, and Health

J. Magnus, Masako Ikefuji, H. Sakamoto, 2010 .

A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance

J. Magnus, J. Durbin, 1996 .

On the unbiasedness of iterated gls estimators

J. Magnus, F. Don, 1980 .

Lessons from the Tacit Knowledge Experiment

Morgan, J. Magnus, 1999 .

Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1)

J. Magnus, Bijan Pesaran, 1990 .

SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS

J. Magnus, Chris Muris, 2009, Econometric Theory.

On levies to reduce the nitrogen surplus: The case of Dutch pig farms

J. Magnus, G. Thijssen, P. Fontein, 1994 .

On the Uncertainty of a Combined Forecast: The Critical Role of Correlation

J. Magnus, A. Vasnev, 2022, SSRN Electronic Journal.

Gauss on least-squares and maximum-likelihood estimation

J. Magnus, 2022, Archive for History of Exact Sciences.

International branding of the Nordic region

J. Magnus, 2016 .

Adaptation for Mitigation

J. Magnus, Masako Ikefuji, H. Sakamoto, 2020, Environmental and Resource Economics.

An experiment in applied econometrics.

J. Magnus, M. S. Morgan, 1995 .

Revealing Priors from Posteriors

J. Magnus, Masako Ikefuji, Takashi Yamagata, 2022, SSRN Electronic Journal.

Pareto utility

J. Magnus, R. Laeven, Masako Ikefuji, 2012, Theory and Decision.

Zero-Diagonality as a Linear Structure

J. Magnus, Enrique Sentana, Jan R. Magnus, 2020, Economics Letters.

Weighted‐Average Least Squares (WALS): A Survey

Giuseppe De Luca, J. Magnus, G. De Luca, 2016 .

Scrap Value Functions in Dynamic Decision Problems

J. Magnus, R. Laeven, Masako Ikefuji, 2010 .

Estimation of the Mean of a Univariate Normal Distribution with Known Variance

J. Magnus, J.R. Magnus, 2002 .

Weighted-average Least Squares (WALS): Confidence and Prediction Intervals

J. Magnus, F. Peracchi, G. De Luca, 2021, SSRN Electronic Journal.

The Elimination Matrix: Some Lemmas and Applications

Jan R. Magnus, H. Neudecker, J. Magnus, 1980, SIAM J. Algebraic Discret. Methods.

Maximum Likelihood Estimation of the Multivariate Normal Mixture Model

Jan R. Magnus, Otilia Boldea, J. Magnus, 2009 .

A comparison of two model averaging techniques with an application to growth empirics

Jan R. Magnus, Owen Powell, J. Magnus, 2010 .

A Comparison of Two Averaging Techniques with an Application to Growth Empirics

Owen Powell, J. Magnus, J.R. Magnus, 2008 .

The price of Moscow apartments

J. Magnus, A. Peresetsky, 2010 .

On the fundamental bordered matrix of linear estimation

Jan R. Magnus, J. Magnus, 1990 .

On the Choice of Prior in Bayesian Model Averaging

J. Magnus, J. Einmahl, Kamlesh G. Kumar, 2011 .

Gauss on least-squares and maximum-likelihood estimation

J. Magnus, 2022, SSRN Electronic Journal.

A Statistical Explanation of the Dunning–Kruger Effect

J. Magnus, A. Peresetsky, 2022, Frontiers in Psychology.

Polygon detection in images

van Niekerk, Johan Magnus, J. Magnus, 2015 .

Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations

J. Magnus, A. Vasnev, 2015 .

The exact multi-period mean-square forecast error for the first-order autoregressive model

Jan R. Magnus, Bahram Pesaran, J. Magnus, 1988 .

Local Sensitivity and Diagnostic Tests

Jan R. Magnus, Andrey L. Vasnev, J. Magnus, 2004 .

Inter-fuel substitution in Dutch manufacturing

J. Magnus, A. Woodland, 1987 .

Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976.

Jan R. Magnus, J. Magnus, 1979 .

Grade Expectations: Rationality and Overconfidence

J. Magnus, A. Peresetsky, 2017, Front. Psychol..

THE ET INTERVIEW

Mary S. Morgan, Jan R. Magnus, J. Magnus, 1987 .

ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS

J. Magnus, R. Heijmans, 1986 .

Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood

Jan R. Magnus, J. Magnus, 1982 .

Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations

R.D.H. Heijmans, Jan R. Magnus, J. Magnus, 1986, Econometric Theory.

The reliability of user authentication through keystroke dynamics

Jan R. Magnus, Salima Douhou, J. Magnus, 2009 .

THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR

Jan R. Magnus, J. Magnus, 2007, Econometric Theory.

Natural Resources, Institutional Quality, and Economic Growth in China

Kan Ji, Jan R. Magnus, Wendun Wang, 2013, Environmental and Resource Economics.

On the maximum likelihood estimation of multivariate regression models containing serially correlated error components

Jan R. Magnus, Alan D. Woodland, J. Magnus, 1988 .

A note on instrumental variables and maximum likelihood estimation procedures

Jan R. Magnus, Alberto Holly, J. Magnus, 1986 .

Joint Export Trade Provisions in Antitrust Laws: A Supporter’s Perspective

J. Magnus, 2005, Journal of World Trade.

The Perception of Small Crime

J. Magnus, A. van Soest, S. Douhou, 2010 .

Peer Reporting and the Perception of Fairness

J. Magnus, A. Soest, A. van Soest, 2011, De Economist.

Global Warming and Local Dimming: The Statistical Evidence

J. Magnus, B. Melenberg, Chris Muris, 2011 .

Peer Reporting and the Perception of Fairness

J. Magnus, A. Soest, S. Douhou, 2011 .

Economics meets statistics: Expected utility and catastrophic risk ∗

J. Magnus, R. Laeven, Masako Ikefuji, 2013 .

Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities

Roger J. A. Laeven, Yuan Yue, Jan R. Magnus, 2018, Journal of the American Statistical Association.

Adaptation for Mitigation

J. Magnus, Masako Ikefuji, H. Sakamoto, 2014, Environmental and Resource Economics.

Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues

Giuseppe De Luca, J. Magnus, G. De Luca, 2011 .

Math-Net . Ru All Russian mathematical portal

J. Magnus, 2019 .

The Traditional Pretest Estimator

Jan R. Magnus, J. Magnus, 1999 .

Proposed running head : Bayesian integration of large SNA data frameworks Corresponding author :

J. Magnus, J. V. Tongeren, 2011 .

Bayesian Integration of Large SNA Data Frameworks with an Application to Guatemala

Jan W. van Tongeren, J.R. Magnus, J. Magnus, 2011 .

Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala

J. Magnus, J. V. Tongeren, 2011 .

The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica

Jan R. Magnus, J. Magnus, 1979 .

Concept‐Based Bayesian Model Averaging and Growth Empirics

Wendun Wang, J. Magnus, J.R. Magnus, 2012 .

Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues

J. Magnus, G. De Luca, 2011 .

Matrix Differential Calculus with Applications in Statistics and Econometrics

J. Magnus, H. Neudecker, R. Iyer, 1991 .

On the harm that ignoring pretesting can cause

Jan R. Magnus, J. Magnus, D. Danilov, 2004 .

Forecasting the winner of a tennis match

Jan R. Magnus, Franc J. G. M. Klaassen, J. Magnus, 2003, Eur. J. Oper. Res..

The Perception of Climate Sensitivity: Revealing Priors From Posteriors

Jan R. Magnus, Masako Ikefuji, J. Magnus, 2020, SSRN Electronic Journal.

Matrix Differential Calculus with Applications

H. Neudecker, Jan R. Magnus, J. Magnus, 1988 .

NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC

J. Magnus, J. Wiegerinck, Jimmy L. Davidson, 2008, Econometric Theory.

On Theil's Errors

J. Magnus, A. Sinha, 2005 .

On the estimation of a large sparse Bayesian system: The Snaer program

Jan R. Magnus, Dmitry Danilov, J. Magnus, 2008, Comput. Stat. Data Anal..

The hypotheses revisited

J. Magnus, F. Klaassen, 2014 .

Weighted-Average Least Squares Estimation of Generalized Linear Models

J. Magnus, G. De Luca, G. Luca, 2017 .

The Jacobian of the Exponential Function

J. Magnus, Enrique Sentana, H. Pijls, 2020, Journal of Economic Dynamics and Control.

ON DIFFERENTIATING E!GENVALUES AND EIG ENVECTORS

J. Magnus, 1985 .

DICE Simplified

J. Magnus, R. Laeven, Masako Ikefuji, 2020, Environmental Modeling & Assessment.

2012 International Trade Law Decisions of the Federal Circuit

J. Magnus, Sheridan S. McKinney, 2013 .

The ET Interview: Professor J. Tinbergen

J. Magnus, M. S. Morgan, 1987, Econometric Theory.

Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations

J. Magnus, R. Heijmans, 1986 .

On the maximum likelihood estimation of multivariate regression models containing serially correlated error components

J. Magnus, A. Woodland, 1988 .

03.6.1 The Central Limit Theorem for Student's Distribution—Solution

J. Magnus, K. Abadir, 2004, Econometric Theory.

Weighted-Average Least Squares Prediction

J. Magnus, Xinyu Zhang, Wendung Wang, 2016 .

Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”

J. Magnus, G. De Luca, Franco Peracchi, 2019, Journal of Business & Economic Statistics.

Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest

James Durbin, Jan R. Magnus, J. Magnus, 1999 .

Tilburg University On the Harm that Pretesting

J. Magnus, D. Danilov, 2001 .

The Success of Econometrics

J. Magnus, 1999 .

On levies to reduce the nitrogen surplus: The case of Dutch pig farms

J. Magnus, G. Thijssen, P. Fontein, 1994 .

Least squares autoregression with near-unit root

J. Magnus, T. Rothenberg, 1999 .

Practical Use of Sensitivity in Econometrics with an Illustration to Forecast Combinations

J. Magnus, A. Vasnev, 2013 .

Forecast Combinations: a Sensitivity Approach (Practical Use of Sensitivity in Econometrics)

J. Magnus, A. Vasnev, 2012 .

On the Harm that Pretesting Does

J. Magnus, D. Danilov, 2001 .

Methodology and Tacit Knowledge: Two Experiments in Econometrics

Jan R. Magnus, Mary S. Morgan, J. Magnus, 1999 .

On the concept of matrix derivative

Jan R. Magnus, J. Magnus, 2010, J. Multivar. Anal..

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Xinyu Zhang, Jan R. Magnus, Alan T. K. Wan, 2011, Comput. Stat. Data Anal..

On certain moments relating to ratios of quadratic forms in normal variables : Further results

Jan R. Magnus, J. Magnus, 1990 .

Global Warming and Local Dimming: The Statistical Evidence

J. Magnus, B. Melenberg, Chris Muris, 2011 .

The Bias of Forecasts from a First-Order Autoregression

Jan R. Magnus, Bahram Pesaran, J. Magnus, 1991, Econometric Theory.

Matrix Algebra: Contents

J. Magnus, K. Abadir, 2005 .

The Future of Academic Journals in a COVID-19 World

J. Magnus, M. McAleer, 2020 .

How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon

Jan R. Magnus, Franc J. G. M. Klaassen, J. Magnus, 2000 .