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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1987
Persistent link: https://www.econbiz.de/10000720159
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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 some common tennis hypotheses : four years at Wimbledon
Magnus, Jan R.; Klaassen, Franc - 1996
Persistent link: https://www.econbiz.de/10000944050
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On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained form dependent observations
Heijmans, Risto D. H. - In: Statistica Neerlandica : journal of the Netherlands … 40 (1986) 3, pp. 169-188
Persistent link: https://www.econbiz.de/10001030764
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Methodology and tacit knowledge : two experiments in econometrics
Magnus, Jan R. (ed.); Morgan, Mary S. (ed.) - 1999
Persistent link: https://www.econbiz.de/10000983680
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On the independence and identical distribution of points in tennis
Klaassen, Franc; Magnus, Jan R. - 1998
Persistent link: https://www.econbiz.de/10000986452
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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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A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.; Durbin, James - 1996
Persistent link: https://www.econbiz.de/10000939772
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The experiment in applied econometrics : special issue
Tobin, James (contributor); Magnus, Jan R. (contributor);  … - In: Journal of applied econometrics 12 (1997) 5, pp. 459-661
Persistent link: https://www.econbiz.de/10001228372