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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

Earthquake risk embedded in property prices : evidence from five Japanese cities

Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2018

We analyze the impact of short-run and long-run earthquake risk on Japanese property prices. We exploit a rich panel … enables us to identify the total compensation for earthquake risk embedded in property prices and to decompose this into … pieces stemming from short-run and long-run risk, and to further decompose this into objective and distorted risk components. …

Persistent link: https://www.econbiz.de/10011878803

The efficiency of top agents : an analysis through service strategy in tennis

Klaassen, Franc; Magnus, Jan R. - In: Journal of econometrics 148 (2009) 1, pp. 72-85

Persistent link: https://www.econbiz.de/10003813132

The forecast combination puzzle : a simple theoretical explanation

Claeskens, Gerda; Magnus, Jan R.; Vasnev, Andrey; Wang, … - 2014

original forecasts. We provide the underlying theory, some special cases and an application in the context of model selection. …

Persistent link: https://www.econbiz.de/10010408465

Expected utility and catastrophic risk

Ikefuji, Masako; Laeven, Roger; Magnus, Jan R.; Muris, Chris - 2014

-free and are relevant to many fields encountering catastrophic risk analysis, such as, perhaps most noticeably, insurance and … risk management. …

Persistent link: https://www.econbiz.de/10010412466

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

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

The significance of testing in econometrics

Keuzenkamp, Hugo A. (contributor); … - In: Journal of econometrics 67 (1995) 1

Persistent link: https://www.econbiz.de/10001178310

On tests and significance in econometrics

Keuzenkamp, Hugo A. - In: Journal of econometrics 67 (1995) 1, pp. 5-24

Persistent link: https://www.econbiz.de/10001333020

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