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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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On the sensitivity of the t-statistic
Magnus, Jan R. - In: Handbook of applied econometrics and statistical inference, (pp. 277-285). 2002
Persistent link: https://www.econbiz.de/10001701977
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The expectation of products of quadratic forms in normal variables : the practice
Magnus, Jan R. - In: Statistica Neerlandica : journal of the Netherlands … 33 (1979) 3, pp. 131-136
Persistent link: https://www.econbiz.de/10002424126
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Maximum likelihood estimation of the GLS model : a general approach and an application to the heteroskedastic model
Magnus, Jan R. - 1977
Persistent link: https://www.econbiz.de/10002424141
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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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On differentiating eigenvalues and eigenvectors
Magnus, Jan R. - 1984
Persistent link: https://www.econbiz.de/10002424185
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Estimation of the mean of a univariate normal distribution with known variance
Magnus, Jan R. - In: The econometrics journal 5 (2002) 1, pp. 225-236
Persistent link: https://www.econbiz.de/10001683707
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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
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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