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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1987
Persistent link: https://www.econbiz.de/10000720159
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1988
Persistent link: https://www.econbiz.de/10000782845
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Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000782912
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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
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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
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The bias of forecasts from a first-order autoregression
Magnus, Jan R. - In: Econometric theory 7 (1991) 2, pp. 222-235
Persistent link: https://www.econbiz.de/10001118080
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Separability and aggregation
Magnus, Jan R. - In: Economica 57 (1990) 226, pp. 234-247
Persistent link: https://www.econbiz.de/10001093213
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
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The ET interview: Professor J. Tinbergen
Magnus, Jan R. - In: Econometric theory 3 (1987) 1, pp. 117-142
Persistent link: https://www.econbiz.de/10001072730