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Local Sensitivity and Diagnost...
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Magnus, Jan R.
343
Vasnev, Andrey L.
48
Ikefuji, Masako
47
De Luca, Giuseppe
28
Muris, Chris
26
Peracchi, Franco
23
Magnus, Jan
20
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18
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18
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16
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13
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12
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9
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8
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8
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8
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7
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7
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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Tilburg University, Center for Economic Research
34
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5
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4
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3
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2
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34
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22
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19
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16
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11
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6
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5
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5
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5
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41
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
Saved in:
42
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
Saved in:
43
The experiment in applied econometrics : special issue
Tobin, James
(
contributor
);
Magnus, Jan R.
(
contributor
); …
- In:
Journal of applied econometrics
12
(
1997
)
5
,
pp. 459-661
Persistent link: https://www.econbiz.de/10001228372
Saved in:
44
Macro accounts estimation using indicator ratios
Magnus, Jan R.
;
Tongeren, Jan W. van
;
Vos, Aart F. de
-
1999
Persistent link: https://www.econbiz.de/10001387345
Saved in:
45
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
Saved in:
46
The significance of testing in econometrics
Keuzenkamp, Hugo A.
(
contributor
); …
- In:
Journal of econometrics
67
(
1995
)
1
Persistent link: https://www.econbiz.de/10001178310
Saved in:
47
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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48
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
Saved in:
49
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
Saved in:
50
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
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