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Jan R. Magnus

Global rank #1575 98%

Institution: Vrije Universiteit Amsterdam

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.janmagnus.nl/

First Publication: 1978

Most Recent: 2020

RePEc ID: pma753 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.84 0.50 0.00 5.03
All Time 0.00 15.25 17.26 0.00 48.60

Publication Statistics

Raw Publications 32
Coauthorship-Adjusted Count 34.33

Publications (32)

Year Article Journal Tier Authors
2020 Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics A 4
2019 Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business & Economic Statistics A 3
2018 BALANCED VARIABLE ADDITION IN LINEAR MODELS Journal of Economic Surveys C 3
2018 Weighted-average least squares estimation of generalized linear models Journal of Econometrics A 3
2016 WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY Journal of Economic Surveys C 2
2016 The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting B 4
2015 Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations International Journal of Forecasting B 2
2014 Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics B 2
2010 SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS Econometric Theory B 2
2010 A comparison of two model averaging techniques with an application to growth empirics Journal of Econometrics A 3
2009 The efficiency of top agents: An analysis through service strategy in tennis Journal of Econometrics A 2
2008 NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC Econometric Theory B 3
2008 USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS Econometric Theory B 2
2007 THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR Econometric Theory B 1
2004 03.6.1 The Central Limit Theorem for Student's Distribution—Solution Econometric Theory B 2
2004 On the harm that ignoring pretesting can cause Journal of Econometrics A 2
2003 03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance Econometric Theory B 2
2003 03.6.1. The Central Limit Theorem for Student's Distribution Econometric Theory B 2
2000 On the sensitivity of the usual t- and F-tests to covariance misspecification Journal of Econometrics A 2
1999 The sensitivity of OLS when the variance matrix is (partially) unknown Journal of Econometrics A 2
1998 HANDBOOK OF MATRICES Econometric Theory B 1
1995 Editors' introduction : The significance of testing in econometrics Journal of Econometrics A 2
1995 On tests and significance in econometrics Journal of Econometrics A 2
1991 The Bias of Forecasts from a First-Order Autoregression Econometric Theory B 2
1989 The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept Journal of Econometrics A 2
1988 The exact multi-period mean-square forecast error for the first-order autoregressive model Journal of Econometrics A 3
1986 Symmetry, 0-1 Matrices and Jacobians: A Review Econometric Theory B 2
1986 Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations Econometric Theory B 2
1986 Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case Journal of Econometrics A 2
1985 On Differentiating Eigenvalues and Eigenvectors Econometric Theory B 1
1982 Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood Journal of Econometrics A 1
1978 Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix Journal of Econometrics A 1