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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

Estimation of regression coefficients of interest when other regression coefficients are of no interest

Magnus, Jan R.; Durbin, J. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 639-643

Persistent link: https://www.econbiz.de/10001378459

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

Asymptotic normality of the maximum likelihood estimator in the nonlinear regression model with normal errors

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

Persistent link: https://www.econbiz.de/10002773201

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