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Burr utility
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010
Persistent link: https://www.econbiz.de/10003992254
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Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - 1996
Persistent link: https://www.econbiz.de/10000936013
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A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.; Durbin, James - 1996
Persistent link: https://www.econbiz.de/10000939772
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On the independence and identical distribution of points in tennis
Klaassen, Franc; Magnus, Jan R. - 1998
Persistent link: https://www.econbiz.de/10000986452
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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163
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Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786808
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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - 1994
Persistent link: https://www.econbiz.de/10000888030
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On theil's errors
Magnus, Jan R. (contributor); Sinha, Ashoke K. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773672
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On the harm that pretesting does
Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643