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National accounts estimation using indicator ratios
Magnus, Jan R.; Tongeren, Jan W. van; Vos, Aart F. de - In: The review of income and wealth : journal of the … 46 (2000) 3, pp. 329-350
Persistent link: https://www.econbiz.de/10001533594
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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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The exact moments of a ratio of quadratic forms in normal variables
Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706568
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706578
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The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - 1986
Persistent link: https://www.econbiz.de/10000706580
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1988
Persistent link: https://www.econbiz.de/10000782845
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Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000782912
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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