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The exact moments of a ratio forms in normal variables
Magnus, Jan R. - In: Annales d'économie et de statistique 4 (1986), pp. 95-109
Persistent link: https://www.econbiz.de/10001036596
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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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Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786808
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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
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Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - 1996
Persistent link: https://www.econbiz.de/10000936013
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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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On theil's errors
Magnus, Jan R. (contributor); Sinha, Ashoke K. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773672
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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - 1994
Persistent link: https://www.econbiz.de/10000888030