Jan R. Magnus Published articles 2010 and later - Jan Magnus

Jan R. Magnus Published articles 2010 and later

last updated: September 15, 2017

Published articles — Jan R. Magnus

2010 90. Magnus, J.R., O. Powell, and P. Pr¨ufer (2010). A comparison of two model averaging techniques with an application to growth empirics, Journal of Econometrics, 154, 139–153. [PDF] (The associated MATLAB and Stata files and data can be downloaded HERE.) 91. Magnus, J.R. and C. Muris (2010). Specification of variance matrices for panel data models, Econometric Theory, 26, 301–310. [PDF] 92. Magnus, J.R. and A.A. Peresetsky (2010). The price of Moscow apartments, Прикладная Эконометрика (Prikladnaya Ekonometrika, Applied Econometrics), 17, 89–105. [PDF] Russian translation [PDF] 93. Magnus, J.R. (2010). On the concept of matrix derivative, Journal of Multivariate Analysis, 101, 2200–2206. [PDF]

2011 94. Magnus, J.R., A. Wan, and X. Zhang (2011). Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market, Computational Statistics & Data Analysis, 55, 1331–1341. [PDF] 95. Magnus, J.R., B. Melenberg, and C. Muris (2011). Global warming and local dimming: the statistical evidence (with discussion and rejoinder), Journal of the American Statistical Association, 106, 452–468. [PDF] 96. Douhou, S., J.R. Magnus, and A. van Soest (2011). The perception of small crime, European Journal of Political Economy, 27, 749–763. [PDF] 97. De Luca, G. and J.R. Magnus (2011). Bayesian model averaging and weighted average least squares: equivariance, stability, and numerical issues, The Stata Journal, 11, 518–544. [PDF]

2012 98. Poghosyan, K. and J.R. Magnus (2012). WALS estimation and forecasting in factor-based dynamic models with an application to Armenia, International Econometric Review, 4, 40–58. [PDF] (A somewhat extended version including some corrections can be downloaded HERE.) 2


Dinner celebrating centenary publication, Faculty Club, Tilburg University, 26 April 2012. From left to right: Jan van Tongeren, Salima Douhou, Dmitry Danilov (three former PhD students), me, and J.S. (Mars) Cramer, my former teacher (picture taken by Masako Ikefuji).

99. Douhou, S., J.R. Magnus, and A. van Soest (2012). Peer reporting and the perception of fairness, De Economist, 160, 289–310. [PDF] 100. van Tongeren, J.W. and J.R. Magnus (2012). Bayesian integration of large SNA data frameworks with an application to Guatemala, Journal of Economic and Social Measurement, 37, 277–316. [PDF]

2013 101. Ikefuji, M., R.J.A. Laeven, J.R. Magnus, and C. Muris (2013). Pareto utility, Theory and Decision, 75, 43–57. [PDF] 102. Kumar, K. and J.R. Magnus (2013). A characterization of Bayesian robustness for a normal location parameter, Sankhya (Series B), 75, 216–237. [PDF] (The associated MATLAB and Stata files and data can be downloaded HERE.) 103. Magnus, J.R. (2013). Predicting the past, valedictory lecture, Tilburg University. [PDF]

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104. Magnus, J.R., B. Melenberg, C. Muris, and M. Wild (2013). Statistical climate-change scenarios, Journal of Environmental Statistics, 5, 1–18. [PDF]

2014 105. Ji, K., J.R. Magnus, and W. Wang (2014). Natural resources, institutional quality, and economic growth in China, Environmental and Resource Economics, 57, 323–343. [PDF] 106. Klaassen, F. and J.R. Magnus (2014). Analyzing Wimbledon. ITF Coaching and Sport Science Review, 62 (22), 6–7. [PDF] 107. Ikefuji, M., J.R. Magnus, and H. Sakamoto (2014). The effect of health benefits on climate change mitigation policies, Climatic Change, 126, 229– 243. [PDF] (Supplementary background material can be downloaded HERE.) 108. Magnus, J.R. and W. Wang (2014). Concept-based Bayesian model averaging and growth empirics, Oxford Bulletin of Economics and Statistics, 76, 874–897. [PDF] (Supplementary material is available in our background document HERE.)

2015 109. Magnus, J.R. and A. Vasnev (2015). Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations, International Journal of Forecasting, 31, 769–781. [PDF] 110. Ikefuji, M., R.J.A. Laeven, J.R. Magnus, and C. Muris (2015). Expected utility and catastrophic consumption risk, Insurance: Mathematics and Economics, 64, 306–312. [PDF]

2016 111. Magnus, J.R., W. Wang, and X. Zhang (2016). Weighted-average least squares prediction, Econometric Reviews, 35, 1040–1074, posted online 20 October 2014. [PDF]

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112. Magnus, J.R. and G. De Luca (2016). Weighted-average least squares: A review, Journal of Economic Surveys, 30, 117–148. [PDF] (The associated MATLAB and Stata files and data can be downloaded HERE.) 113. Claeskens, G., J.R. Magnus, A.L. Vasnev, and W. Wang (2016). The forecast combination puzzle: A simple theoretical explanation, International Journal of Forecasting, 32, 754–762. [PDF]

2017 114. De Luca, G., J.R. Magnus, and F. Peracchi (2017). Balanced variable addition in linear models, Journal of Economic Surveys, 31, 000–000. [PDF]

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