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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
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Comments on "Unobservable selection and coefficient stability : theory and evidence" and "Poorly measured confounders are more useful on the left than on the right"
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 217-222
Persistent link: https://www.econbiz.de/10012176955
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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
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Weighted-average least squares (WALS) : a survey
Magnus, Jan R.; De Luca, Giuseppe - In: Journal of economic surveys 30 (2016) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10011553025
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Weak versus strong dominance of shrinkage estimators
De Luca, Giuseppe; Magnus, Jan R. - In: Journal of quantitative economics 19 (2021), pp. 239-266
Persistent link: https://www.econbiz.de/10013441721
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Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 31 (2015) 3, pp. 769-781
Persistent link: https://www.econbiz.de/10011474558
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Statistics
Abadir, Karim Maher; Heijmans, Risto; Magnus, Jan R. - 2019
Persistent link: https://www.econbiz.de/10011976163
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The forecast combination puzzle : a simple theoretical explanation
Claeskens, Gerda; Magnus, Jan R.; Vasnev, Andrey L.; … - In: International journal of forecasting 32 (2016) 3, pp. 754-762
Persistent link: https://www.econbiz.de/10011621807
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Weighted-average least squares prediction
Magnus, Jan R.; Wang, Wendun; Zhang, Xinyu - In: Econometric reviews 35 (2016) 5/7, pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313