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On the uncertainty of a combined forecast : the critical role of correlation
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 39 (2023) 4, pp. 1895-1908
Persistent link: https://www.econbiz.de/10014465366
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Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 31 (2015) 3, pp. 769-781
Persistent link: https://www.econbiz.de/10011474558
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The forecast combination puzzle : a simple theoretical explanation
Claeskens, Gerda; Magnus, Jan R.; Vasnev, Andrey L.; … - In: International journal of forecasting 32 (2016) 3, pp. 754-762
Persistent link: https://www.econbiz.de/10011621807
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The Jacobian of the exponential function
Magnus, Jan R.; Pijls, Henk G. J.; Sentana, Enrique - In: Journal of economic dynamics & control 127 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Sampling properties of the Bayesian posterior mean with an application to WALS estimation
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Journal of econometrics 230 (2022) 2, pp. 299-317
Persistent link: https://www.econbiz.de/10013463836
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Weak versus strong dominance of shrinkage estimators
De Luca, Giuseppe; Magnus, Jan R. - In: Journal of quantitative economics 19 (2021), pp. 239-266
Persistent link: https://www.econbiz.de/10013441721
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Weighted-average least squares (WALS) : a survey
Magnus, Jan R.; De Luca, Giuseppe - In: Journal of economic surveys 30 (2016) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10011553025
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Comments on "Unobservable selection and coefficient stability : theory and evidence" and "Poorly measured confounders are more useful on the left than on the right"
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 217-222
Persistent link: https://www.econbiz.de/10012176955