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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
Magnus, Jan R. - In: Journal of econometrics 7 (1978) 3, pp. 281-312
Persistent link: https://www.econbiz.de/10002424163
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Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
Magnus, Jan R. - In: Journal of econometrics 19 (1982) 2/3, pp. 239-285
Persistent link: https://www.econbiz.de/10002424168
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On the harm that ignoring pretesting can cause
Danilov, Dmitry; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10006756219
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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - In: Journal of econometrics 67 (1995) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10006798466
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Editors' introduction
Keuzenkamp, Hugo A.; Magnus, Jan R. - In: Journal of econometrics 67 (1995) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10006798467
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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
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
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On tests and significance in econometrics
Keuzenkamp, Hugo A. - In: Journal of econometrics 67 (1995) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10001333020
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The significance of testing in econometrics
Keuzenkamp, Hugo A. (contributor);  … - In: Journal of econometrics 67 (1995) 1
Persistent link: https://www.econbiz.de/10001178310
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077