Narrow search
Showing 1 - 10 of 11
Cover Image
Two mixed normal densities from cointegration analysis
Abadir, Karim Maher - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 671-680
Persistent link: https://www.econbiz.de/10001221199
Cover Image
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
Cover Image
On the independence and identical distribution of points in tennis
Klaassen, Franc; Magnus, Jan R. - 1998
Persistent link: https://www.econbiz.de/10000986452
Cover Image
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H. - In: Econometric theory 2 (1986) 3, pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
Cover Image
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained form dependent observations
Heijmans, Risto D. H. - In: Statistica Neerlandica : journal of the Netherlands … 40 (1986) 3, pp. 169-188
Persistent link: https://www.econbiz.de/10001030764
Cover Image
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
Magnus, Jan R. - In: International economic review 29 (1988) 4, pp. 707-725
Persistent link: https://www.econbiz.de/10001056049
Cover Image
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
Cover Image
Statistics and common sense
Hanaki, Nobuyuki; Magnus, Jan R.; Yoo, Donghoon - 2021
Common sense is a dynamic concept and it is natural that our (statistical) common sense lags behind the development of statistical science. What is not so easy to understand is why common sense lags behind as much as it does. We conduct a survey among Japanese students and try to understand why...
Persistent link: https://www.econbiz.de/10012795343
Cover Image
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
Cover Image
Statistics and common sense
Hanaki, Nobuyuki; Magnus, Jan R.; Yoo, Donghoon - 2021
Common sense is a dynamic concept and it is natural that our (statistical) common sense lags behind the development of statistical science. What is not so easy to understand is why common sense lags behind as much as it does. We conduct a survey among Japanese students and try to understand why...
Persistent link: https://www.econbiz.de/10012670776