Jan R. Magnus

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Contact

Affiliations

• Vrije Universiteit Amsterdam / School of Business and Economics / Afdeling Econometrie and Operations Research
  • EDIRC entry
  • location:

Research profile

author of:

• The Exact Moments of a Ratio of Quadratic Forms in Normal Variables (RePEc:adr:anecst:y:1986:i:4:p:95-109)
  by Jan R. Magnus
• A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures (RePEc:adr:anecst:y:1988:i:10:p:121-138)
  by Alberto Holly & Jan R. Magnus
• Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 (RePEc:ags:amstas:293027)
  by Magnus, Jan
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (RePEc:ags:amstas:293034)
  by Magnus, Jan
• The commutation matrix: some theorems and applications (RePEc:ags:amstas:293044)
  by Magnus, Jan & Neudecker, H
• Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix (RePEc:ags:amstas:293047)
  by Heijmans, Risto & Magnus, Jan
• On the Unbiasedness of Iterated GLS Estimators (RePEc:ags:amstas:293048)
  by Don, F & Magnus, Jan
• Consistency of Maximum Likelihood Estimators When Observations Are Dependent (RePEc:ags:amstas:293066)
  by Heijmans, R & Magnus, J
• On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations (RePEc:ags:amstas:293067)
  by Heijmans, Risto & Magnus, Jan
• On The First-Order Efficiency And Asympotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations (RePEc:ags:amstas:293068)
  by Heijmans, Risto & Magnus, Jan
• Consistent Maximum Likelihood Estimation Of The Nonlinear Regression Model With Normal Errors (RePEc:ags:amstas:293069)
  by Heijmans, Risto & Magnus, Jan
• Asymptotic Normality Of The Maximum Likelihood Estimator In The Nonlinear Regression Model With Normal Errors (RePEc:ags:amstas:293070)
  by Heijmans, Risto & Magnus, Jan
• On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations (RePEc:ags:amstas:293077)
  by Heijmans, R & Magnus, J
• Symmetry, 0-1 Matrices, And Jacobians: A Review (RePEc:ags:amstas:293083)
  by Magnus, J & Neudecker, H
• MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory (RePEc:ags:amstas:293086)
  by Magnus, J & Neudecker, H
• Matrix differential calculus and static optimization Part III- differentials: Practice (RePEc:ags:amstas:293096)
  by Magnus, J & Neudecker, H
• Consistent Maximum Likelihood Estimation With Dependent Observations: The General (Non-Normal) Case And The Normal Case (RePEc:ags:amstas:293107)
  by Heijmans, Risto & Magnus, Jan
• On The First-Order Efficiency An Dasymptotic Normality Of The Maximum Likelihood Estimator Obtained From Dependent Observations (RePEc:ags:amstas:293110)
  by Heijmans, Risto & Magnus, Jan
• Adaptation for Mitigation (RePEc:ags:feemcl:191000)
  by Ikefuji, Masako & Magnus, Jan R. & Sakamoto, Hiroaki
• Records in Athletics Through Extreme-Value Theory (RePEc:bes:jnlasa:v:103:i:484:y:2008:p:1382-1391)
  by Einmahl, John H. J. & Magnus, Jan R.
• Maximum Likelihood Estimation of the Multivariate Normal Mixture Model (RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1539-1549)
  by Boldea, Otilia & Magnus, Jan R.
• Global Warming and Local Dimming: The Statistical Evidence (RePEc:bes:jnlasa:v:106:i:494:y:2011:p:452-464)
  by Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris
• Rejoinder (RePEc:bes:jnlasa:v:106:i:494:y:2011:p:457-468)
  by Magnus, Jan R. & Melenberg, Bertrand & Muris, Chris
• Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model (RePEc:bes:jnlasa:v:96:y:2001:m:june:p:500-509)
  by Klaassen F. J G M & Magnus J. R.
• Weighted-Average Least Squares (Wals): A Survey (RePEc:bla:jecsur:v:30:y:2016:i:1:p:117-148)
  by Jan R. Magnus & Giuseppe De Luca
• Balanced Variable Addition In Linear Models (RePEc:bla:jecsur:v:32:y:2018:i:4:p:1183-1200)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Estimation of Variance Components and Applications (RePEc:bla:jorssa:v:152:y:1989:i:2:p:272-273)
  by Jan R. Magnus
• Concept-Based Bayesian Model Averaging and Growth Empirics (RePEc:bla:obuest:v:76:y:2014:i:6:p:874-897)
  by Jan R. Magnus & Wendun Wang
• National Accounts Estimation Using Indicator Ratios (RePEc:bla:revinw:v:46:y:2000:i:3:p:329-350)
  by Jan R. Magnus & Jan W. van Tongeren & Aart F. de Vos
• The moments of products of quadratic forms in normal variables (RePEc:bla:stanee:v:32:y:1978:i:4:p:201-210)
  by Jan R. Magnus
• The expectation of products of quadratic forms in normal variables: the practice (RePEc:bla:stanee:v:33:y:1979:i:3:p:131-136)
  by Jan R. Magnus
• On The First–Order Efficiency And Asymptotic Normality Of Maximum Likelihood Estimators Obtained From Dependent Observations (RePEc:bla:stanee:v:40:y:1986:i:3:p:169-188)
  by R.D.H. Heijmans & J.R. Magnus
• Statistics (RePEc:cup:cbooks:9780521537452)
  by Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R.
• Matrix Algebra (RePEc:cup:cbooks:9780521537469)
  by Abadir,Karim M. & Magnus,Jan R.
• Statistics (RePEc:cup:cbooks:9780521822886)
  by Abadir,Karim M. & Heijmans,Risto D. H. & Magnus,Jan R.
• On Differentiating Eigenvalues and Eigenvectors (RePEc:cup:etheor:v:1:y:1985:i:02:p:179-191_01)
  by Magnus, Jan R.
• Handbook Of Matrices (RePEc:cup:etheor:v:14:y:1998:i:03:p:379-380_14)
  by Magnus, Jan R.
• 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance (RePEc:cup:etheor:v:19:y:2003:i:04:p:691-691_21)
  by Abadir, Karim M. & Magnus, Jan R.
• 03.6.1. The Central Limit Theorem for Student's Distribution (RePEc:cup:etheor:v:19:y:2003:i:06:p:1195-1195_21)
  by Abadir, Karim & Magnus, Jan
• Symmetry, 0-1 Matrices and Jacobians: A Review (RePEc:cup:etheor:v:2:y:1986:i:02:p:157-190_01)
  by Magnus, Jan R. & Neudecker, H.
• Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations (RePEc:cup:etheor:v:2:y:1986:i:03:p:374-412_01)
  by Heijmans, Risto D. H. & Magnus, Jan R.
• 03.6.1 The Central Limit Theorem for Student's Distribution—Solution (RePEc:cup:etheor:v:20:y:2004:i:06:p:1261-1263_21)
  by Abadir, Karim & Magnus, Jan
• The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator (RePEc:cup:etheor:v:23:y:2007:i:05:p:1022-1032_07)
  by Magnus, Jan R.
• Using Macro Data To Obtain Better Micro Forecasts (RePEc:cup:etheor:v:24:y:2008:i:02:p:553-579_08)
  by Magnus, Jan R. & Vasnev, Andrey L.
• Notes And Problems A General Bound For The Limiting Distribution Of Breitung'S Statistic (RePEc:cup:etheor:v:24:y:2008:i:05:p:1443-1455_08)
  by Davidson, James & Magnus, Jan R. & Wiegerinck, Jan
• Specification Of Variance Matrices For Panel Data Models (RePEc:cup:etheor:v:26:y:2010:i:01:p:301-310_09)
  by Magnus, Jan R. & Muris, Chris
• The Bias of Forecasts from a First-Order Autoregression (RePEc:cup:etheor:v:7:y:1991:i:02:p:222-235_00)
  by Magnus, Jan R. & Pesaran, Bahram
• Climate change, economic growth, and health (RePEc:dpr:wpaper:0785)
  by Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto
• Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model (RePEc:dpr:wpaper:0825)
  by Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Chris Muris
• Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest (RePEc:ecm:emetrp:v:67:y:1999:i:3:p:639-644)
  by Jan R. Magnus & J. Durbin
• Local sensitivity and diagnostic tests (RePEc:ect:emjrnl:v:10:y:2007:i:1:p:166-192)
  by Jan R. Magnus & Andrey L. Vasnev
• Estimation of the mean of a univariate normal distribution with known variance (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:225-236)
  by Jan R. Magnus
• Notation in econometrics: a proposal for a standard (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:76-90)
  by Karim M. Abadir & Jan R. Magnus
• On Theil's errors (RePEc:ect:emjrnl:v:8:y:2005:i:1:p:39-54)
  by Jan R. Magnus & Ashoke K. Sinha
• The Third Special Issue on Computational Econometrics (RePEc:eee:csdana:v:51:y:2007:i:7:p:3258-viii)
  by Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R.
• On the estimation of a large sparse Bayesian system: The Snaer program (RePEc:eee:csdana:v:52:y:2008:i:9:p:4203-4224)
  by Danilov, Dmitry & Magnus, Jan R.
• Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (RePEc:eee:csdana:v:55:y:2011:i:3:p:1331-1341)
  by Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu
• On the harm that ignoring pretesting can cause (RePEc:eee:econom:v:122:y:2004:i:1:p:27-46)
  by Danilov, Dmitry & Magnus, J.R.Jan R.
• The efficiency of top agents: An analysis through service strategy in tennis (RePEc:eee:econom:v:148:y:2009:i:1:p:72-85)
  by Klaassen, Franc J.G.M. & Magnus, Jan R.
• A comparison of two model averaging techniques with an application to growth empirics (RePEc:eee:econom:v:154:y:2010:i:2:p:139-153)
  by Magnus, Jan R. & Powell, Owen & Prüfer, Patricia
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (RePEc:eee:econom:v:19:y:1982:i:2-3:p:239-285)
  by Magnus, Jan R.
• Weighted-average least squares estimation of generalized linear models (RePEc:eee:econom:v:204:y:2018:i:1:p:1-17)
  by De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco
• Expected utility and catastrophic risk in a stochastic economy–climate model (RePEc:eee:econom:v:214:y:2020:i:1:p:110-129)
  by Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris
• Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case (RePEc:eee:econom:v:32:y:1986:i:2:p:253-285)
  by Heijmans, Risto D. H. & Magnus, Jan R.
• The exact multi-period mean-square forecast error for the first-order autoregressive model (RePEc:eee:econom:v:39:y:1988:i:3:p:327-346)
  by Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (RePEc:eee:econom:v:42:y:1989:i:2:p:157-179)
  by Magnus, Jan R. & Pesaran, Bahram
• Editors' introduction : The significance of testing in econometrics (RePEc:eee:econom:v:67:y:1995:i:1:p:1-3)
  by Keuzenkamp, Hugo A. & Magnus, Jan R.
• On tests and significance in econometrics (RePEc:eee:econom:v:67:y:1995:i:1:p:5-24)
  by Keuzenkamp, Hugo A. & Magnus, Jan R.
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (RePEc:eee:econom:v:7:y:1978:i:3:p:281-312)
  by Magnus, Jan R.
• The sensitivity of OLS when the variance matrix is (partially) unknown (RePEc:eee:econom:v:92:y:1999:i:2:p:295-323)
  by Banerjee, Anurag N. & Magnus, Jan R.
• On the sensitivity of the usual t- and F-tests to covariance misspecification (RePEc:eee:econom:v:95:y:2000:i:1:p:157-176)
  by Banerjee, Anurag N. & Magnus, Jan R.
• Forecasting the winner of a tennis match (RePEc:eee:ejores:v:148:y:2003:i:2:p:257-267)
  by Klaassen, Franc J. G. M. & Magnus, Jan R.
• Expected utility and catastrophic consumption risk (RePEc:eee:insuma:v:64:y:2015:i:c:p:306-312)
  by Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris
• Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations (RePEc:eee:intfor:v:31:y:2015:i:3:p:769-781)
  by Magnus, Jan R. & Vasnev, Andrey L.
• The forecast combination puzzle: A simple theoretical explanation (RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762)
  by Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun
• On the concept of matrix derivative (RePEc:eee:jmvana:v:101:y:2010:i:9:p:2200-2206)
  by Magnus, Jan R.
• The perception of small crime (RePEc:eee:poleco:v:27:y:2011:i:4:p:749-763)
  by Douhou, Salima & Magnus, Jan R. & van Soest, Arthur
• On the ambiguous consequences of omitting variables (RePEc:eie:wpaper:1505)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Weighted-average least squares estimation of generalized linear models (RePEc:eie:wpaper:1711)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” (RePEc:eie:wpaper:1802)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Posterior moments and quantiles for the normal location model with Laplace prior (RePEc:eie:wpaper:1911)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation (RePEc:eie:wpaper:2003)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia (RePEc:erh:journl:v:4:y:2012:i:1:p:40-58)
  by Karen Poghosyan & Jan R. Magnus
• The forecast combination puzzle: a simple theoretical explanation (RePEc:ete:kbiper:532152)
  by Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang
• Adaptation for Mitigation (RePEc:fem:femwpa:2014.102)
  by Masako Ikefuji & Jan R. Magnus & Hiroaki Sakamoto
• Forecasting, Misspecification And Unit Roots: The Case Of Ar(1) Versus Arma (1,1) (RePEc:fth:tilbur:9002)
  by Magnus, J.R. & Pesaran, B.
• Evaluation Of Moments Of Ratios Of Quadratic Forms In Normal Variables And Related Statistics (RePEc:fth:tilbur:9019)
  by Magnus, J.R. & Pesaran, B.
• Evaluation Of Moment Of Quadratic Forms In Normal Variables (RePEc:fth:tilbur:9021)
  by Magnus, J.R. & Pesaran, B.
• On Using the t -Ratio as a Diagnostic (RePEc:gam:jecnmx:v:7:y:2019:i:2:p:24-:d:235466)
  by Jan R. Magnus
• Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 (RePEc:ier:iecrev:v:20:y:1979:i:2:p:465-84)
  by Magnus, Jan R
• On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components (RePEc:ier:iecrev:v:29:y:1988:i:4:p:707-25)
  by Magnus, Jan R & Woodland, Alan D
• Design of the Experiment (RePEc:jae:japmet:v:12:y:1997:i:5:p:459-65)
  by Magnus, Jan R & Morgan, Mary S
• Organization of the Experiment (RePEc:jae:japmet:v:12:y:1997:i:5:p:467-76)
  by Magnus, Jan R & Morgan, Mary S
• The Data: A Brief Description (RePEc:jae:japmet:v:12:y:1997:i:5:p:651-61)
  by Magnus, Jan R & Morgan, Mary S
• Forecast accuracy after pretesting with an application to the stock market (RePEc:jof:jforec:v:23:y:2004:i:4:p:251-274)
  by Jan R. Magnus & Dmitry Danilov
• Peer Reporting and the Perception of Fairness (RePEc:kap:decono:v:160:y:2012:i:3:p:289-310)
  by Salima Douhou & Jan Magnus & Arthur Soest
• On levies to reduce the nitrogen surplus: The case of Dutch pig farms (RePEc:kap:enreec:v:4:y:1994:i:5:p:455-478)
  by Peter Fontein & Geert Thijssen & Jan Magnus & Jan Dijk
• Natural Resources, Institutional Quality, and Economic Growth in China (RePEc:kap:enreec:v:57:y:2014:i:3:p:323-343)
  by Kan Ji & Jan Magnus & Wendun Wang
• Adaptation for Mitigation (RePEc:kap:enreec:v:75:y:2020:i:3:d:10.1007_s10640-019-00396-x)
  by Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus
• Pareto utility (RePEc:kap:theord:v:75:y:2013:i:1:p:43-57)
  by Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris
• Adaptation for mitigation (RePEc:kue:epaper:e-16-014)
  by Hiroaki Sakamoto & Masako Ikefuji & Jan R. Magnus
• Analyzing Wimbledon: The Power of Statistics (RePEc:oxp:obooks:9780199355969)
  by Klaassen, Franc & Magnus, Jan R.
• Maximum Likelihood Estimation of the Multivariate Normal Mixture Model (RePEc:pra:mprapa:23149)
  by Boldea, Otilia & Magnus, Jan R.
• Some equivalences in linear estimation (in Russian) (RePEc:qnt:quantl:y:2007:i:3:p:83-90)
  by Dmitry Danilov & Jan R. Magnus
• The price of Moscow apartments (RePEc:ris:apltrx:0001)
  by Jan Magnus & Anatoly Peresetsky
• The effect of health benefits on climate change mitigation policies (RePEc:spr:climat:v:126:y:2014:i:1:p:229-243)
  by Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto
• Practical use of sensitivity in econometrics with an illustration to forecast combinations (RePEc:syb:wpbsba:2123/8964)
  by Magnus, Jan R & Vasnev, Andrey
• Weighted-Average Least Squares Prediction (RePEc:taf:emetrv:v:35:y:2016:i:6:p:1040-1074)
  by Jan R. Magnus & Wendun Wang & Xinyu Zhang
• The final set in a tennis match: Four years at Wimbledon (RePEc:taf:japsta:v:26:y:1999:i:4:p:461-468)
  by Jan Magnus & Franc Klaassen
• Tolerance of Cheating: An Analysis Across Countries (RePEc:taf:jeduce:v:33:y:2002:i:2:p:125-135)
  by Jan R. Magnus & Victor M. Polterovich & Dmitri L. Danilov & Alexei V. Savvateev
• Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” (RePEc:taf:jnlbes:v:37:y:2019:i:2:p:217-222)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis (RePEc:tin:wpaper:20060048)
  by Franc J.G.M. Klaasen & Jan R. Magnus
• Adaptation for Mitigation (RePEc:tin:wpaper:20140126)
  by Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto
• The Forecast Combination Puzzle: A Simple Theoretical Explanation (RePEc:tin:wpaper:20140127)
  by Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang
• Expected Utility and Catastrophic Risk (RePEc:tin:wpaper:20140133)
  by Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris
• On the Ambiguous Consequences of Omitting Variables (RePEc:tin:wpaper:20150061)
  by Giuseppe De Luca & Jan Magnus & Franco Peracchi
• Weighted-Average Least Squares Estimation of Generalized Linear Models (RePEc:tin:wpaper:20170029)
  by Giuseppe de Luca & Jan Magnus & Franco Peracchi
• Grade Expectations: Rationality and Overconfidence (RePEc:tin:wpaper:20170054)
  by Jan R. Magnus & Anatoly A. Peresetsky
• Earthquake risk embedded in property prices: Evidence from five Japanese cities (RePEc:tin:wpaper:20180061)
  by Masako Ikefuji & Roger J. A. Laeven & Jan R. Magnus & Yuan Yue
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation (RePEc:tin:wpaper:20200015)
  by Giuseppe De Luca & Jan R. Magnus & Franco Peracchi
• The Jacobian of the exponential function (RePEc:tin:wpaper:20200035)
  by Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana
• Zero-diagonality as a linear structure (RePEc:tin:wpaper:20200039)
  by Jan R. Magnus & Enrique Sentana
• The perception of climate sensitivity: Revealing priors from posteriors (RePEc:tin:wpaper:20200046)
  by Masako Ikefuji & Jan R. Magnus
• Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known (RePEc:tiu:tiucen:002a672b-73b6-4a8b-8901-7dd78cad8896)
  by Danilov, D.L. & Magnus, J.R.
• A Comparison of Two Averaging Techniques with an Application to Growth Empirics (RePEc:tiu:tiucen:0392dffa-51e0-4bc9-9644-fe8ceff8538e)
  by Magnus, J.R. & Powell, O.R. & Prüfer, P.
• Local Sensitivity and Diagnostic Tests (RePEc:tiu:tiucen:10722abe-f848-4bfa-a82d-626380fcb5f2)
  by Magnus, J.R. & Vasnev, A.L.
• On the sensitivity of the usual t-and f-tests to AR(1) misspecification (RePEc:tiu:tiucen:219401db-c0ad-4600-8068-889b647c19ae)
  by Banerjee, A.N. & Magnus, J.R.
• Forecasting the Winner of a Tennis Match (RePEc:tiu:tiucen:2c6b897d-983a-4e48-9456-6f5e9f1d5715)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• Climate Change, Economic Growth, and Health (RePEc:tiu:tiucen:324fcdfb-279a-45b2-91e9-d4b45efcb043)
  by Ikefuji, M. & Magnus, J.R. & Sakamoto, H.
• A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance (RePEc:tiu:tiucen:325b330c-b816-4978-90c2-5ef317bcc75e)
  by Magnus, J.R. & Durbin, J.
• On the Independence and Identical Distribution of Points in Tennis (RePEc:tiu:tiucen:395a6222-6318-49b5-a42c-643d0ee833a0)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues (RePEc:tiu:tiucen:3aa66f2e-55c5-4ddb-8acf-710e61072f9a)
  by De Luca, G. & Magnus, J.R.
• On the Choice of Prior in Bayesian Model Averaging (RePEc:tiu:tiucen:3ca603c9-5336-4ecb-9521-6792bbff3ce7)
  by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
• WALS estimation and forecasting in factor-based dynamic models with an application to Armenia (RePEc:tiu:tiucen:419d588e-7827-4cdd-b989-447a0a76fe8d)
  by Poghosyan, K. & Magnus, J.R.
• The Perception of Small Crime (RePEc:tiu:tiucen:42591c23-7d44-40ec-9430-4547b3c37ad6)
  by Douhou, S. & Magnus, J.R. & van Soest, A.H.O.
• Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model (RePEc:tiu:tiucen:52cbee73-e1dc-4ed3-8ec9-61bd0090c3da)
  by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.
• Peer Reporting and the Perception of Fairness (RePEc:tiu:tiucen:534a454c-f74a-43e6-b9e8-fdb932aede70)
  by Douhou, S. & Magnus, J.R. & van Soest, A.H.O.
• Records in Athletics through Extreme-Value Theory (RePEc:tiu:tiucen:5cedc3d8-e623-46d5-a550-51c2eae15b1c)
  by Einmahl, J.H.J. & Magnus, J.R.
• Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis (RePEc:tiu:tiucen:73e12d86-8fe4-4a87-9181-7aa0e43f7d46)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• WALS Prediction (RePEc:tiu:tiucen:7715e942-b446-4985-8216-f1a9fb2a9039)
  by Magnus, J.R. & Wang, W. & Zhang, Xinyu
• Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala (RePEc:tiu:tiucen:7a0ed98e-134b-4fa4-a97c-4ab73a84d454)
  by Van Tongeren, J.W. & Magnus, J.R.
• Concept-Based Bayesian Model Averaging and Growth Empirics (RePEc:tiu:tiucen:889f1e52-6cc4-470e-87ce-2420e409cf06)
  by Magnus, J.R. & Wang, W.
• Scrap Value Functions in Dynamic Decision Problems (RePEc:tiu:tiucen:94a6f785-0395-4b35-9c57-744ad3cafa92)
  by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.
• On Theil's Errors (RePEc:tiu:tiucen:9a72cd04-4426-470c-8ac1-b03010d9abd1)
  by Magnus, J.R. & Sinha, A.K.
• Evaluation of moments of ratios of quadratic forms in normal variables and related statistics (RePEc:tiu:tiucen:9b269af3-185b-4ada-93e2-5e7bf52089fa)
  by Magnus, J.R. & Pesaran, B.
• Testing some common tennis hypotheses : Four years at Wimbledon (RePEc:tiu:tiucen:a1acdf3a-74c8-4e6c-bf8a-9b10b8daec8e)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• Resource Abundance and Resource Dependence in China (RePEc:tiu:tiucen:a2387ecd-6d1d-4d78-9969-3f2057cbf459)
  by Ji, K. & Magnus, J.R. & Wang, W.
• Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1) (RePEc:tiu:tiucen:b0a7c823-f218-49d9-9264-e9e76609a465)
  by Magnus, J.R. & Pesaran, B.
• Evaluation of moments of quadratic forms in normal variables (RePEc:tiu:tiucen:b16a6ec3-ce7b-406e-8c76-93db2d1a37bc)
  by Magnus, J.R. & Pesaran, B.
• Global Warming and Local Dimming : The Statistical Evidence (RePEc:tiu:tiucen:b99c7444-f83a-40ac-a46d-c2ca29a7cc1a)
  by Magnus, J.R. & Melenberg, B. & Muris, C.H.M.
• The bias of forecasts from a first-order autoregression (Revised version) (RePEc:tiu:tiucen:bc9706a5-1f56-4233-b38c-264ea44c95c5)
  by Magnus, J.R. & Pesaran, B.
• Forecast Accuracy after Pretesting with an Application to the Stock Market (RePEc:tiu:tiucen:cb9b9b63-40a9-4035-924e-d1fc04a994e1)
  by Danilov, D.L. & Magnus, J.R.
• Notation in Econometrics : A Proposal for a Standard (RePEc:tiu:tiucen:cf61fb49-7e25-4117-afa9-4322fd53859b)
  by Abadir, K.M. & Magnus, J.R.
• On tests and significance in econometrics (RePEc:tiu:tiucen:deda69ee-1b8e-418f-9e1f-d930a0ee2675)
  by Keuzenkamp, H.A. & Magnus, J.R.
• Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown (RePEc:tiu:tiucen:e942b349-586c-4201-9228-08939e18f501)
  by Banerjee, A.N. & Magnus, J.R.
• On the Harm that Pretesting Does (RePEc:tiu:tiucen:f131c709-4db4-468d-9ae8-963c71e85d24)
  by Danilov, D.L. & Magnus, J.R.
• Burr Utility (RePEc:tiu:tiucen:fddee215-edea-4800-ba72-d1848113d888)
  by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.
• Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known (RePEc:tiu:tiutis:002a672b-73b6-4a8b-8901-7dd78cad8896)
  by Danilov, D.L. & Magnus, J.R.
• A Comparison of Two Averaging Techniques with an Application to Growth Empirics (RePEc:tiu:tiutis:0392dffa-51e0-4bc9-9644-fe8ceff8538e)
  by Magnus, J.R. & Powell, O.R. & Prüfer, P.
• Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations (RePEc:tiu:tiutis:04646078-f0bf-4fe6-80a7-3c7b0766770f)
  by Heijmans, R.D.H. & Magnus, J.R.
• On the unbiasedness of iterated GLS estimators (RePEc:tiu:tiutis:0651c9b8-01ec-451a-aced-22d227d45927)
  by Don, F.J.H. & Magnus, J.R.
• The elimination matrix : Some lemmas and applications (RePEc:tiu:tiutis:0e3315d3-846c-4bc5-928e-f9f025fa05b5)
  by Magnus, J.R. & Neudecker, H.
• Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems (RePEc:tiu:tiutis:0f5e327c-8c59-4d0f-914a-ffb856f9b844)
  by Magnus, J.R.
• Local Sensitivity and Diagnostic Tests (RePEc:tiu:tiutis:10722abe-f848-4bfa-a82d-626380fcb5f2)
  by Magnus, J.R. & Vasnev, A.L.
• Least squares autoregression with near-unit root (RePEc:tiu:tiutis:1462fa47-39b5-4063-a0c2-04ede8c8712b)
  by Magnus, J.R. & Rothenberg, T.J.
• A note on instrumental variables and maximum likelihood estimation procedures (RePEc:tiu:tiutis:15b2886d-b0f9-4e4e-a526-980b309538be)
  by Holly, A. & Magnus, J.R.
• The moments of products of quadratic forms in normal variables (RePEc:tiu:tiutis:17c77a44-1789-4cf4-a382-aa289cc1ea5b)
  by Magnus, J.R.
• On tests and significance in econometrics (RePEc:tiu:tiutis:1808e2e0-3805-4999-b9a1-563947e62e3e)
  by Keuzenkamp, H.A. & Magnus, J.R.
• Matrix differential calculus with applications to simple, Hadamard, and Kronecker products (RePEc:tiu:tiutis:1b2f1740-bfd1-4ea5-986c-92a680318711)
  by Magnus, J.R. & Neudecker, H.
• On the sensitivity of the usual t-and f-tests to AR(1) misspecification (RePEc:tiu:tiutis:219401db-c0ad-4600-8068-889b647c19ae)
  by Banerjee, A.N. & Magnus, J.R.
• On the maximum likelihood estimation of multivariate regression models containing serially correlated error components (RePEc:tiu:tiutis:21cf54a1-ad57-442b-9c3d-f0bba24dbe6f)
  by Magnus, J.R. & Woodland, A.D.
• The exact multi-period meansquare forecast error for the first-order autoregressive model (RePEc:tiu:tiutis:23060037-ac4f-4f28-8fde-4891135806a7)
  by Hoque, A. & Magnus, J.R. & Pesaran, B.
• Separability and aggregation (RePEc:tiu:tiutis:271155a7-e737-47ef-867b-35333dfe42a3)
  by Magnus, J.R. & Woodland, A.D.
• Forecasting the Winner of a Tennis Match (RePEc:tiu:tiutis:2c6b897d-983a-4e48-9456-6f5e9f1d5715)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance (RePEc:tiu:tiutis:325b330c-b816-4978-90c2-5ef317bcc75e)
  by Magnus, J.R. & Durbin, J.
• The bias of forecasts from a first-order autoregression (RePEc:tiu:tiutis:346d080a-99dc-493f-9a95-65ef0855fe91)
  by Magnus, J.R. & Pesaran, B.
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (RePEc:tiu:tiutis:388c2c25-0925-4b56-834a-701e9e18d3c5)
  by Magnus, J.R.
• On the Independence and Identical Distribution of Points in Tennis (RePEc:tiu:tiutis:395a6222-6318-49b5-a42c-643d0ee833a0)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• On the Choice of Prior in Bayesian Model Averaging (RePEc:tiu:tiutis:3ca603c9-5336-4ecb-9521-6792bbff3ce7)
  by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
• The exact multi-period mean-square forecast error for the first-order autoregressive model (RePEc:tiu:tiutis:3f9a5173-06c6-4266-94b5-5892192da4f0)
  by Magnus, J.R. & Hoque, A. & Pesaran, B.
• WALS estimation and forecasting in factor-based dynamic models with an application to Armenia (RePEc:tiu:tiutis:419d588e-7827-4cdd-b989-447a0a76fe8d)
  by Poghosyan, K. & Magnus, J.R.
• The Perception of Small Crime (RePEc:tiu:tiutis:42591c23-7d44-40ec-9430-4547b3c37ad6)
  by Douhou, S. & Magnus, J.R. & van Soest, A.H.O.
• How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon (RePEc:tiu:tiutis:438f231d-7989-463c-a193-fb15998a3d18)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• The data : A brief description (RePEc:tiu:tiutis:4bdd1a8c-adbb-4786-9fc1-bc189eecadcb)
  by Magnus, J.R. & Morgan, M.S.
• Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model (RePEc:tiu:tiutis:52cbee73-e1dc-4ed3-8ec9-61bd0090c3da)
  by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.
• Peer Reporting and the Perception of Fairness (RePEc:tiu:tiutis:534a454c-f74a-43e6-b9e8-fdb932aede70)
  by Douhou, S. & Magnus, J.R. & van Soest, A.H.O.
• Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 (RePEc:tiu:tiutis:570ae6fd-c394-4815-89ea-5a442dca5481)
  by Magnus, J.R. & Fontein, P.F. & Thijssen, G.J. & Dijk, J.
• On the fundamental bordered matrix of linear estimation (RePEc:tiu:tiutis:58a07a44-c048-4a11-9b7e-4669f9efa3c8)
  by Magnus, J.R.
• On Theils' errors (RePEc:tiu:tiutis:593b97f2-9dfe-46c5-928a-ede0c3993082)
  by Magnus, J.R. & Sinha, A.K.
• Records in Athletics through Extreme-Value Theory (RePEc:tiu:tiutis:5cedc3d8-e623-46d5-a550-51c2eae15b1c)
  by Einmahl, J.H.J. & Magnus, J.R.
• The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM) : Technical description (RePEc:tiu:tiutis:5dfb53b7-482b-45bf-9647-ea5f1a469d5d)
  by Magnus, J.R. & Pesaran, B.
• Macro accounts estimation using indicator ratios (RePEc:tiu:tiutis:6288557a-ba2b-4d15-96e3-e39cedc131da)
  by Magnus, J.R. & Van Tongeren, J.W. & de Vos, A.F.
• Organization of the experiment (RePEc:tiu:tiutis:64345f81-09e1-498f-b6de-c545dba537c1)
  by Magnus, J.R. & Morgan, M.S.
• Testing some common hypotheses : Four years at Wimbledon (RePEc:tiu:tiutis:6eb3ef49-41a1-4d3a-80f2-f1773ce12e09)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• The maximum number of omitted variables, Problem 00.2.2 (RePEc:tiu:tiutis:6fc1da96-37ba-4a75-b244-ab875492cf4f)
  by Magnus, J.R. & Danilov, D.L.
• Von Hamburg nach Berlin im sommer 1841 : Emma Isler berichtet (RePEc:tiu:tiutis:77df8d62-94c7-4305-8d85-04dc1a9d336a)
  by Randt, U. & Magnus, J.R.
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (RePEc:tiu:tiutis:7e639692-03d0-4464-a966-8f91dcc63d16)
  by Magnus, J.R. & Pesaran, B.
• Separability and aggregation (RePEc:tiu:tiutis:7f5133e0-9f4a-46ae-b8c2-4cede0888680)
  by Magnus, J.R. & Woodland, A.D.
• On levies to reduce the nitrogen surplus : The case of Dutch pig farms (RePEc:tiu:tiutis:80174da5-111a-4bed-a740-82e7158ffec4)
  by Fontein, P.F. & Thijssen, G.J. & Magnus, J.R. & Dijk, J.
• Concept-Based Bayesian Model Averaging and Growth Empirics (RePEc:tiu:tiutis:889f1e52-6cc4-470e-87ce-2420e409cf06)
  by Magnus, J.R. & Wang, W.
• The significance of testing in econometrics (RePEc:tiu:tiutis:8c3eaa65-433c-4cb9-a31e-a0fb57f249b0)
  by Keuzenkamp, H.A. & Magnus, J.R.
• Design of the experiment (RePEc:tiu:tiutis:8d946f6d-a95f-40de-a3a5-ca6db2dfff21)
  by Magnus, J.R. & Morgan, M.S.
• Wat tenniscommentatoren niet weten : Een analyse van vier jaar Wimbledon (RePEc:tiu:tiutis:8daf150f-987c-464a-807d-6776b645971a)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• Scrap Value Functions in Dynamic Decision Problems (RePEc:tiu:tiutis:94a6f785-0395-4b35-9c57-744ad3cafa92)
  by Ikefuji, M. & Laeven, R.J.A. & Magnus, J.R. & Muris, C.H.M.
• On Theil's Errors (RePEc:tiu:tiutis:9a72cd04-4426-470c-8ac1-b03010d9abd1)
  by Magnus, J.R. & Sinha, A.K.
• Evaluation of moments of ratios of quadratic forms in normal variables and related statistics (RePEc:tiu:tiutis:9b269af3-185b-4ada-93e2-5e7bf52089fa)
  by Magnus, J.R. & Pesaran, B.
• Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case and the normal case (RePEc:tiu:tiutis:9b460ea9-57c5-4d5b-934f-c79f8b95641e)
  by Heijmans, R.D.H. & Magnus, J.R.
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (RePEc:tiu:tiutis:9cfd5ae9-e1f8-4184-8b32-356de974c37d)
  by Magnus, J.R. & Pesaran, B.
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (RePEc:tiu:tiutis:9ffb33fe-f5af-470f-b405-fc26051daf73)
  by Magnus, J.R.
• Testing some common tennis hypotheses : Four years at Wimbledon (RePEc:tiu:tiutis:a1acdf3a-74c8-4e6c-bf8a-9b10b8daec8e)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• Resource Abundance and Resource Dependence in China (RePEc:tiu:tiutis:a2387ecd-6d1d-4d78-9969-3f2057cbf459)
  by Ji, K. & Magnus, J.R. & Wang, W.
• De kans om een tenniswedstrijd te winnen : Federer-Nadal in de finale van Wimbeldon 2007 (RePEc:tiu:tiutis:a32cb340-f8f0-46e6-9e46-4deeb80e7c61)
  by Klaassen, F.J.G.M. & Magnus, J.R.
• An experiment in applied econometrics (RePEc:tiu:tiutis:a61c0907-aba4-4d79-9b0e-7633fa565cf8)
  by Magnus, J.R. & Morgan, M.S.
• A representation theorem for (trAp)1/p (RePEc:tiu:tiutis:a6bbea90-205f-45b9-b2e3-1c4f11071d84)
  by Magnus, J.R.
• Inter-fuel substitution in Dutch manufacturing (RePEc:tiu:tiutis:ac70331b-1a1e-465e-9ccc-819d16f3da7a)
  by Magnus, J.R. & Woodland, A.D.
• Forecasting, misspecification and unit roots : The case of Ar(1) versus ARMA(1,1) (RePEc:tiu:tiutis:b0a7c823-f218-49d9-9264-e9e76609a465)
  by Magnus, J.R. & Pesaran, B.
• Evaluation of moments of quadratic forms in normal variables (RePEc:tiu:tiutis:b16a6ec3-ce7b-406e-8c76-93db2d1a37bc)
  by Magnus, J.R. & Pesaran, B.
• On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations (RePEc:tiu:tiutis:b2fc9176-e950-4580-90e6-5748ce9aa0a9)
  by Heijmans, R.D.H. & Magnus, J.R.
• On the fundamental bordered matrix of linear estimation (RePEc:tiu:tiutis:b4e18af6-b9d7-49ca-8e07-5f2816b0ebd2)
  by Magnus, J.R.
• The evaluation of cumulants and moments of quadratic forms in normal variables (CUM) : Technical description (RePEc:tiu:tiutis:b8c135e0-92e2-4a8b-9d52-9989aad9d808)
  by Magnus, J.R. & Pesaran, B.
• Global Warming and Local Dimming : The Statistical Evidence (RePEc:tiu:tiutis:b99c7444-f83a-40ac-a46d-c2ca29a7cc1a)
  by Magnus, J.R. & Melenberg, B. & Muris, C.H.M.
• Symmetry, 0-1 matrices and Jacobians : A review (RePEc:tiu:tiutis:c1c491d0-f2bf-4de1-94f8-399d1ac99bef)
  by Magnus, J.R. & Neudecker, H.
• Maximum likelihood estimation of the multivariate normal mixture model (RePEc:tiu:tiutis:c5d9a58c-6bc2-4098-bfed-d9382b099a18)
  by Boldea, O. & Magnus, J.R.
• The exact moments of a ratio of quadratic forms in normal variables (RePEc:tiu:tiutis:c6725407-ac3c-44fd-b6d1-55057757c1c0)
  by Magnus, J.R.
• The ET interview : Professor J. Tinbergen (RePEc:tiu:tiutis:c9e971fe-394d-4e99-89a2-647fc64fb99a)
  by Magnus, J.R. & Morgan, M.S.
• Forecast Accuracy after Pretesting with an Application to the Stock Market (RePEc:tiu:tiutis:cb9b9b63-40a9-4035-924e-d1fc04a994e1)
  by Danilov, D.L. & Magnus, J.R.
• On the sensitivity of the t-statistic (RePEc:tiu:tiutis:cc3249a4-4ce5-4d34-910e-c3a09c740070)
  by Magnus, J.R.
• Notation in Econometrics : A Proposal for a Standard (RePEc:tiu:tiutis:cf61fb49-7e25-4117-afa9-4322fd53859b)
  by Abadir, K.M. & Magnus, J.R.
• Some properties of a generalized two-error components matrix (problem 01.5.1) (RePEc:tiu:tiutis:d0333592-b1c1-4294-bcf5-bebcfb39d7c5)
  by Magnus, J.R. & Klaassen, F.J.G.M.
• The commutation matrix : Some properties and applications (RePEc:tiu:tiutis:d0b1e779-7795-4676-ac98-19daa5121204)
  by Magnus, J.R. & Neudecker, H.
• A note on instrumental variables and maximum likelihood estimation procedures (RePEc:tiu:tiutis:d27670f5-9d36-42e1-a59e-dedd8b5c4fd5)
  by Holly, A. & Magnus, J.R.
• On the maximum likelihood estimation of multivariate regression models containing serially correlated error components (RePEc:tiu:tiutis:d2c3de60-5961-45db-932f-865b93ba00ac)
  by Magnus, J.R. & Woodland, A.D.
• The central limit theorem for student's distribution (problem 03.6.1) (RePEc:tiu:tiutis:db2f431c-4bcc-4b10-8119-ad908fa5e6fa)
  by Abadir, K.M. & Magnus, J.R.
• On tests and significance in econometrics (RePEc:tiu:tiutis:deda69ee-1b8e-418f-9e1f-d930a0ee2675)
  by Keuzenkamp, H.A. & Magnus, J.R.
• Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables : background, motivation and examples (RePEc:tiu:tiutis:e2bddcbe-db63-498f-951f-b1e8b16e6efe)
  by Magnus, J.R. & Pesaran, B.
• Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown (RePEc:tiu:tiutis:e942b349-586c-4201-9228-08939e18f501)
  by Banerjee, A.N. & Magnus, J.R.
• On certain moments relating to ratios of quadratic forms in normal variables : Further results (RePEc:tiu:tiutis:ee6e9beb-1fbb-4232-9571-69e4912a0142)
  by Magnus, J.R.
• Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 (RePEc:tiu:tiutis:eef7f886-58db-4162-a57f-b270921dfd7a)
  by Magnus, J.R.
• L-structured matrices and linear matrix equations (RePEc:tiu:tiutis:ef9a74f0-816a-4079-8211-113fba8daf68)
  by Magnus, J.R.
• On the Harm that Pretesting Does (RePEc:tiu:tiutis:f131c709-4db4-468d-9ae8-963c71e85d24)
  by Danilov, D.L. & Magnus, J.R.
• Benzine is al eens duurder geweest (RePEc:tiu:tiutis:f3743619-64fb-4314-833a-e3ad1a75c3af)
  by Cramer, J.S. & Magnus, J.R.
• On differentiating eigenvalues and eigenvectors (RePEc:tiu:tiutis:f410e3a5-ba9b-4787-b8cc-44c6d5d8cdd9)
  by Magnus, J.R.
• Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) (RePEc:tiu:tiutis:fcb946a3-e8de-48b3-9487-94fba84a2194)
  by Abadir, K.M. & Magnus, J.R.
• The expectation of products of quadratic forms in normal variables : The practice Statistica Neerlandica (RePEc:tiu:tiutis:fe936fc3-c7db-4806-80b3-67e5664ce214)
  by Magnus, J.R.
• On some definitions in matrix algebra (RePEc:tky:fseres:2007cf476)
  by Jan R. Magnus & Karim M. Abadir
• On the estimation of a large sparse Bayesian system: the Snaer program (RePEc:tky:fseres:2007cf478)
  by Dmitry Danilov & Jan R. Magnus
• The asymptotic variance of the pseudo maximum likelihood estimator (RePEc:tky:fseres:2007cf479)
  by Jan R. Magnus
• Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues (RePEc:tsj:stataj:v:11:y:2011:i:4:p:518-544)
  by Giuseppe De Luca & Jan R. Magnus
• Weighted-average least squares: Improvements and extensions (RePEc:tsj:stataj:v:25:y:2025:i:3:p:587-626)
  by Giuseppe De Luca & Jan R. Magnus