Home | People | Jan Magnus
 placeholder

Jan Magnus

Emeritus Fellow

University
Vrije Universiteit Amsterdam
Research field
Econometrics
Interests
Econometrics

List of publications

De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.

Magnus, JanR., Pijls, HenkG.J. and Sentana, E. (2021). The Jacobian of the exponential function Journal of Economic Dynamics and Control, 127:1--15.

Sakamoto, H., Ikefuji, M. and Magnus, JanR. (2020). Adaptation for Mitigation Environmental and Resource Economics, 75(3):457--484.

Magnus, JanR. and Sentana, E. (2020). Zero-diagonality as a linear structure Economics Letters, 196:1--14.

Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model Journal of Econometrics, 214(1):110--129.

De Luca, G., Magnus, JanR. and Peracchi, F. (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 and Economic Statistics, 37(2):217--222.

De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.

De Luca, G., Magnus, JanR. and Peracchi, F. (2018). BALANCED VARIABLE ADDITION IN LINEAR MODELS Journal of Economic Surveys, 32(4):1183--1200.

Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted average least square prediction Econometric Reviews, 35(6):1040--1074.

Magnus, JanR. and De Luca, G. (2016). Weighted-average least squares (WALS): A survey Journal of Economic Surveys, 30(1):117--148.

Claeskens, G., Magnus, JanR., Vasnev, AndreyL. and Wang, W. (2016). The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting, 32(3):754--762.

Magnus, J. and Vasnev, A. (2015). Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations International Journal of Forecasting, 31(3):769--781.

Magnus, J. and Wang, W. (2014). Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics, 76(6):874--897.

Douhou, S., Magnus, JanR. and van Soest, A. (2012). Peer Reporting and the Perception of Fairness De Economist, 160(3):289--310.