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Local sensitivity in econometrics

Magnus, Jan R. - In: Measurement in economics : a handbook, (pp. 295-319). 2007

Persistent link: https://www.econbiz.de/10003643507

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

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

Local sensitivity and diagnostic tests

Magnus, Jan R. (contributor); Vasnev, Andrey L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002454518

Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Heijmans, Risto D. H.; Magnus, Jan R. - 1983

Persistent link: https://www.econbiz.de/10002773162

Concept-based Bayesian model averaging and growth empirics

Magnus, Jan R.; Wang, Wendun - In: Oxford bulletin of economics and statistics 76 (2014) 6, pp. 874-897

Persistent link: https://www.econbiz.de/10010474809

Local sensitivity and diagnostic tests

Magnus, Jan R.; Vasnev, Andrey L. - In: The econometrics journal 10 (2007) 1, pp. 166-192

Persistent link: https://www.econbiz.de/10003451753

Local Sensitivity and Diagnostic Tests

Magnus, Jan R.; Vasnev, Andrey L. - 2004

In this paper we confront sensitivity analysis with diagnostic testing. Every model is misspecified, but a model is useful if the parameters of interest (the focus) are not sensitive to small perturbations in the underlying assumptions. The study of the e ect of these violations on the focus is...

Persistent link: https://www.econbiz.de/10014068264

Regression with imputed covariates : a generalized missing-indicator approach

Dardanoni, Valentino; Modica, Salvatore; Peracchi, Franco - In: Journal of econometrics 162 (2011) 2, pp. 362-368

Persistent link: https://www.econbiz.de/10009270623

Shape regressions

Leorato, Samantha; Peracchi, Franco - 2015

Persistent link: https://www.econbiz.de/10011485533