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Jan Magnus
Jan Magnus
Professor of Econometrics, Vrije Universiteit Amsterdam
Verified email at vu.nl - Homepage
Title
Cited by
Cited by
Year
Matrix differential calculus with applications in statistics and econometrics
JR Magnus, H Neudecker
John Wiley & Sons, 2019
60292019
Matrix algebra
KM Abadir, JR Magnus
Cambridge University Press, 2005
8812005
The commutation matrix: some properties and applications
JR Magnus, H Neudecker
The annals of statistics 7 (2), 381-394, 1979
7041979
A comparison of two model averaging techniques with an application to growth empirics
JR Magnus, O Powell, P Prüfer
Journal of econometrics 154 (2), 139-153, 2010
4382010
Linear structures
JR Magnus
Griffin, 1988
3561988
Beziehungen zwischen Gruppen und Idealen in einem speziellen Ring
W Magnus
Mathematische Annalen 111 (1), 259-280, 1935
3331935
Are points in tennis independent and identically distributed? Evidence from a dynamic binary panel data model
FJGM Klaassen, JR Magnus
Journal of the American Statistical Association 96 (454), 500-509, 2001
3182001
Tolerance of cheating: An analysis across countries
JR Magnus, VM Polterovich, DL Danilov, AV Savvateev
The Journal of Economic Education 33 (2), 125-135, 2002
3162002
The elimination matrix: some lemmas and applications
JR Magnus, H Neudecker
SIAM Journal on Algebraic Discrete Methods 1 (4), 422-449, 1980
3091980
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
JR Magnus
Journal of econometrics 7 (3), 281-312, 1978
2731978
On differentiating eigenvalues and eigenvectors
JR Magnus
Econometric theory 1 (2), 179-191, 1985
2701985
The forecast combination puzzle: A simple theoretical explanation
G Claeskens, JR Magnus, AL Vasnev, W Wang
International Journal of Forecasting 32 (3), 754-762, 2016
2692016
Substitution between energy and non-energy inputs in the Netherlands 1950-1976
JR Magnus
International Economic Review, 465-484, 1979
2041979
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
JR Magnus, H Neudecker
Journal of Mathematical Psychology 29 (4), 474-492, 1985
1921985
On the harm that ignoring pretesting can cause
D Danilov, JR Magnus
Journal of Econometrics 122 (1), 27-46, 2004
1772004
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues
G De Luca, JR Magnus
The Stata Journal 11 (4), 518-544, 2011
1712011
Forecasting the winner of a tennis match
FJGM Klaassen, JR Magnus
European Journal of Operational Research 148 (2), 257-267, 2003
1682003
The exact moments of a ratio of quadratic forms in normal variables
JR Magnus
Annales d'Economie et de Statistique, 95-109, 1986
1661986
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
JR Magnus
Journal of econometrics 19 (2-3), 239-285, 1982
1571982
Symmetry, 0-1 matrices and Jacobians: A review
JR Magnus, H Neudecker
Econometric Theory 2 (2), 157-190, 1986
1441986
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