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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Magnus, Jan R."
~subject:"Theorie"
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Schätztheorie
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Estimation theory
17
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8
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4
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Magnus, Jan R.
Phillips, Peter C. B.
32
Einmahl, John H. J.
23
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21
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20
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10
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9
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6
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ECONIS (ZBW)
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1
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 299-317
Persistent link: https://www.econbiz.de/10013463836
Saved in:
2
Weighted-average least squares estimation of generalized linear models
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974702
Saved in:
3
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
4
Bayesian model averaging and weighted average least squares : equivariance, stability, and numerical issues
De Luca, Giuseppe
;
Magnus, Jan R.
-
2011
-
This version: July 21, 2011
Persistent link: https://www.econbiz.de/10009233422
Saved in:
5
A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.
;
Powell, Owen
;
Prüfer, Patricia
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003940088
Saved in:
6
On the harm that pretesting does
Danilov, Dmitry L.
(
contributor
);
Magnus, Jan R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
Saved in:
7
A comparison of two averaging techniques with an application to growth empirics
Magnus, Jan R.
(
contributor
);
Powell, Owen
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736681
Saved in:
8
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
9
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
10
Macro accounts estimation using indicator ratios
Magnus, Jan R.
;
Tongeren, Jan W. van
;
Vos, Aart F. de
-
1999
Persistent link: https://www.econbiz.de/10001387345
Saved in:
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