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~person:"Magnus, Jan R."
~source:"econis"
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Magnus, Jan R.
Phillips, Peter C. B.
69
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27
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Econometric theory
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ECONIS (ZBW)
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1
Specification of variance matrices for panel data models
Magnus, Jan R.
;
Muris, Chris
- In:
Econometric theory
26
(
2010
)
1
,
pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
Saved in:
2
Using macro data to obtain better micro forecasts
Magnus, Jan R.
;
Vasnev, Andrey L.
- In:
Econometric theory
24
(
2008
)
2
,
pp. 553-579
Persistent link: https://www.econbiz.de/10003894217
Saved in:
3
A general bound for the limiting distribution of Breitung's statistic
Davidson, James E. H.
;
Magnus, Jan R.
;
Wiegerinck, Jan
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1443-1455
Persistent link: https://www.econbiz.de/10003748817
Saved in:
4
The asymptotic variance of the pseudo maximum likelihood estimator
Magnus, Jan R.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022-1032
Persistent link: https://www.econbiz.de/10003549719
Saved in:
5
Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher
;
Magnus, Jan R.
- In:
Econometric theory
20
(
2004
)
4
,
pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
Saved in:
6
The bias of forecasts from a first-order autoregression
Magnus, Jan R.
- In:
Econometric theory
7
(
1991
)
2
,
pp. 222-235
Persistent link: https://www.econbiz.de/10001118080
Saved in:
7
The ET interview: Professor J. Tinbergen
Magnus, Jan R.
- In:
Econometric theory
3
(
1987
)
1
,
pp. 117-142
Persistent link: https://www.econbiz.de/10001072730
Saved in:
8
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H.
- In:
Econometric theory
2
(
1986
)
3
,
pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
Saved in:
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