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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~person:"Magnus, Jan R."
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Magnus, Jan R.
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ECONIS (ZBW)
12
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
The significance of testing in econometrics
Keuzenkamp, Hugo A.
(
contributor
); …
- In:
Journal of econometrics
67
(
1995
)
1
Persistent link: https://www.econbiz.de/10001178310
Saved in:
9
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
Saved in:
10
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
Saved in:
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