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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
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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
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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
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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
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THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.; Akaike, H.; Bozdogan, H.; Bozdogan, H.; … - In: Econometric theory 23 (2007) 5, pp. 1022
Persistent link: https://www.econbiz.de/10007762697
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USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Magnus, Jan R.; Vasnev, Andrey L.; Barrett, W.B.; … - In: Econometric theory 24 (2008) 2, pp. 553-580
Persistent link: https://www.econbiz.de/10007912719
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NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
Davidson, James; Magnus, Jan R.; Wiegerinck, Jan - In: Econometric theory 24 (2008) 5, pp. 1443-1455
Persistent link: https://www.econbiz.de/10008088967
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03.3.1. Normal's Deconvolution and the Independence of Sample Mean and Variance-Solution
Abadir, Karim M.; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807
Persistent link: https://www.econbiz.de/10006962878
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PROBLEMS AND SOLUTIONS - SOLUTIONS - The Maximum Number of Omitted Variables
Danilov, Dimitri L.; Magnus, Jan R. - In: Econometric theory 17 (2001) 2, pp. 485
Persistent link: https://www.econbiz.de/10006979805
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PROBLEMS AND SOLUTIONS - PROBLEMS - The Maximum Number of Omitted Variables
Danilov, Dimitri L.; Magnus, Jan R. - In: Econometric theory 16 (2000) 2, pp. 287
Persistent link: https://www.econbiz.de/10006984127