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Tolerance of cheating : an analysis across countries

Magnus, Jan R.; Polterovič, Viktor M.; Danilov, Dmitri L. - In: The journal of economic education 33 (2002) 2, pp. 125-135

Persistent link: https://www.econbiz.de/10001671993

On Theil's errors

Magnus, Jan R.; Sinha, Ashok Kumar - In: The econometrics journal 8 (2005) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10002686772

Local sensitivity and diagnostic tests

Magnus, Jan R. (contributor); Vasnev, Andrey L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002454518

Forecast accuracy after pretesting with an application to the stock market

Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of forecasting 23 (2004) 4, pp. 251-274

Persistent link: https://www.econbiz.de/10002129931

Normal's deconvolution and the independence of sample mean and variance : solution

Abadir, Karim Maher; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807

Persistent link: https://www.econbiz.de/10002163134

Matrix differential calculus with applications in statistics and econometrics

Magnus, Jan R.; Neudecker, Heinz - 2002 - Rev. ed., reprinted

Persistent link: https://www.econbiz.de/10002071192

On the harm that ignoring pretesting can cause

Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10002136485

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

On the asymptotic normality of the maximum likelihood estimator with dependent observations

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

Persistent link: https://www.econbiz.de/10002773182

Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues

De Luca, Giuseppe; Magnus, Jan R. - 2011

This article is concerned with the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals which implement, respectively, the exact Bayesian Model Averaging (BMA) estimator and the Weighted Average Least...

Persistent link: https://www.econbiz.de/10014179624