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Magnus, J.R. - 2020

A linear structure is a family of matrices that satisfy a given set of linear restrictions, such as symmetry or diagonality. We add to the literature on linear structures by studying the family of matrices where all diagonal elements are zero, and discuss two econometric examples where these...

Persistent link: https://www.econbiz.de/10012829759

The Jacobian of the Exponential Function

Magnus, J.R. - 2020

We derive closed-form expressions for the Jacobian of the matrix exponential function for both diagonalizable and defective matrices. The results are applied to two cases of interest in macroeconometrics: a continuous-time macro model and the parametrization of rotation matrices governing...

Persistent link: https://www.econbiz.de/10012830597

On the advantage of serving first in a tennis set: Four years at Wimbledon

Magnus, J.R.; Klaassen, F.J.G.M. - In: The statistician : journal of the Institute of Statisticians 48 (1999) 2, pp. 247-256

Persistent link: https://www.econbiz.de/10007338778

Focus on sport The effect of new balls in tennis: Four years at Wimbledon

Magnus, J.R.; Klaassen, F.J.G.M. - In: The statistician : journal of the Institute of Statisticians 48 (1999) 2, pp. 239-246

Persistent link: https://www.econbiz.de/10007338779

The sensitivity of OLS when the variance matrix is (partially) unknown

Banerjee, A.N.; Magnus, J.R. - In: Journal of econometrics 92 (1999) 2, pp. 295-324

Persistent link: https://www.econbiz.de/10006784718

CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?

Leeb, Hannes; Pötscher, Benedikt M.; Ahmed, S.E.; … - In: Econometric theory 24 (2008) 2, pp. 338-376

Persistent link: https://www.econbiz.de/10007912727

FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION

Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767

Persistent link: https://www.econbiz.de/10007732412

The Data: A Brief Description

Magnus, J.R.; Morgan, M.S. - In: Journal of applied econometrics 12 (1997) 5, pp. 651-662

Persistent link: https://www.econbiz.de/10006996447

Organization of the Experiment

Magnus, J.R.; Morgan, M.S. - In: Journal of applied econometrics 12 (1997) 5, pp. 467-476

Persistent link: https://www.econbiz.de/10006996455

Design of the Experiment

Magnus, J.R.; Morgan, M.S. - In: Journal of applied econometrics 12 (1997) 5, pp. 459-466

Persistent link: https://www.econbiz.de/10006996456

A service of the

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