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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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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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Macro accounts estimation using indicator ratios
Magnus, Jan R.; Tongeren, Jan W. van; Vos, Aart F. de - 1999
Persistent link: https://www.econbiz.de/10001387345
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On the harm that pretesting does
Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
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WALS prediction
Magnus, Jan R.; Wang, Wendun; Zhang, Xinyu - 2012
Persistent link: https://www.econbiz.de/10009541364
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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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Bayesian model averaging and weighted average least squares : equivariance, stability, and numerical issues
De Luca, Giuseppe; Magnus, Jan R. - 2011 - This version: July 21, 2011
Persistent link: https://www.econbiz.de/10009233422
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A comparison of two averaging techniques with an application to growth empirics
Magnus, Jan R. (contributor); Powell, Owen (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003736681
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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - 1994
Persistent link: https://www.econbiz.de/10000888030