Narrow search
Showing 1 - 10 of 17
Cover Image
The exact moments of a ratio forms in normal variables
Magnus, Jan R. - In: Annales d'économie et de statistique 4 (1986), pp. 95-109
Persistent link: https://www.econbiz.de/10001036596
Cover Image
On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - 1994
Persistent link: https://www.econbiz.de/10000888030
Cover Image
Matrix differential calculus with applications in statistics and econometrics
Magnus, Jan R.; Neudecker, Heinz - 1990 - Repr
Persistent link: https://www.econbiz.de/10000132113
Cover Image
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786808
Cover Image
On Theil's errors
Magnus, Jan R.; Sinha, Ashok Kumar - In: The econometrics journal 8 (2005) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10002686772
Cover Image
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
Cover Image
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
Cover Image
The significance of testing in econometrics
Keuzenkamp, Hugo A. (contributor);  … - In: Journal of econometrics 67 (1995) 1
Persistent link: https://www.econbiz.de/10001178310
Cover Image
On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163
Cover Image
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