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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

Magnus, Jan R. - 1977

Persistent link: https://www.econbiz.de/10000665542

On the consistency of maximum likelihood estimators with dependent observations

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

Persistent link: https://www.econbiz.de/10002773140

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

Asymptotic normality of the maximum likelihood estimator in the nonlinear regression model with normal errors

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

Persistent link: https://www.econbiz.de/10002773201

Local sensitivity and diagnostic tests

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

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

Maximum likelihood estimation of the multivariate normal mixture model

Boldea, Otilia; Magnus, Jan R. - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1539-1549

Persistent link: https://www.econbiz.de/10003993028

Local sensitivity and diagnostic tests

Magnus, Jan R.; Vasnev, Andrey L. - In: The econometrics journal 10 (2007) 1, pp. 166-192

Persistent link: https://www.econbiz.de/10003451753

The asymptotic variance of the pseudo maximum likelihood estimator

Magnus, Jan R. - In: Econometric theory 23 (2007) 5, pp. 1022-1032

Persistent link: https://www.econbiz.de/10003549719

Gauss on least-squares and maximum-likelihood estimation

Magnus, Jan R. - 2021

Gauss' 1809 discussion of least squares, which can be viewed as the beginning of mathematical statistics, is reviewed. The general consensus seems to be that Gauss' arguments are at fault, but we show that his reasoning is in fact correct, given his self-imposed restrictions, and persuasive...

Persistent link: https://www.econbiz.de/10012795337