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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
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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
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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
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Methodology and tacit knowledge : two experiments in econometrics
Magnus, Jan R. (ed.); Morgan, Mary S. (ed.) - 1999
Persistent link: https://www.econbiz.de/10000983680
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The significance of testing in econometrics
Keuzenkamp, Hugo A. (contributor);  … - In: Journal of econometrics 67 (1995) 1
Persistent link: https://www.econbiz.de/10001178310
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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
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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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On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained form dependent observations
Heijmans, Risto D. H. - In: Statistica Neerlandica : journal of the Netherlands … 40 (1986) 3, pp. 169-188
Persistent link: https://www.econbiz.de/10001030764
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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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Inter-fuel substitution in Dutch manufacturing
Magnus, Jan R. - In: Applied economics 19 (1987) 12, pp. 1639-1664
Persistent link: https://www.econbiz.de/10001047292