Similar Search Results - EconBiz

Expected utility and catastrophic risk in a stochastic economy-climate model

Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2010

Persistent link: https://www.econbiz.de/10008748390

Weitzman meets Nordhaus : expected utility and catastrophic risk in a stochastic economy-climate model

Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2011

We specify a stochastic economy-climate model, adapting Nordhaus' deterministic economy-climate model by allowing for Weitzman-type stochasticity. We show that, under expected power utility, the model is fragile to heavy-tailed distributional assumptions and we derive necessary and sufficient...

Persistent link: https://www.econbiz.de/10009387847

Bayesian model averaging and weighted average least squares : equivariance, stability, and numerical issues

De Luca, Giuseppe; Magnus, Jan R. - 2011 - This version: July 21, 2011

Persistent link: https://www.econbiz.de/10009233422

A general bound for the limiting distribution of Breitung's statistic

Davidson, James E. H.; Magnus, Jan R.; Wiegerinck, Jan - In: Econometric theory 24 (2008) 5, pp. 1443-1455

Persistent link: https://www.econbiz.de/10003748817

A comparison of two averaging techniques with an application to growth empirics

Magnus, Jan R. (contributor); Powell, Owen (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003736681

Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations

Magnus, Jan R.; Vasnev, Andrey L. - In: International journal of forecasting 31 (2015) 3, pp. 769-781

Persistent link: https://www.econbiz.de/10011474558

Symmetry, 0-1 matrices, and Jacobinas : a review

Magnus, Jan R.; Neudecker, H. - 1984

Persistent link: https://www.econbiz.de/10003529230

Forecast accuracy after pretesting with an application to the stock market

Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of forecasting 23 (2004) 4, pp. 251-274

Persistent link: https://www.econbiz.de/10002129931

Normal's deconvolution and the independence of sample mean and variance : solution

Abadir, Karim Maher; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807

Persistent link: https://www.econbiz.de/10002163134

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

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