• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times
Home | People | Jan Magnus

Jan Magnus

Emeritus Fellow

Vrije Universiteit Amsterdam

List of publications

De Luca, Giuseppe and Magnus, Jan R. and Franco Peracchi. 2018. Weighted-average least squares estimation of generalized linear models. Journal of Econometrics, 204, 1--17, 0304-4076

De Luca, Giuseppe and Magnus, Jan R. and Franco Peracchi. 2018. BALANCED VARIABLE ADDITION IN LINEAR MODELS. Journal of Economic Surveys, 32, 1183--1200, 0950-0804

Magnus, Jan R. and Wendun Wang and Xinyu Zhang. 2016. Weighted-Average Least Squares Prediction. Econometric Reviews, 35, 1040--1074, 0747-4938

Gerda Claeskens and Magnus, Jan R. and Vasnev, Andrey L. and Wendun Wang. 2016. The forecast combination puzzle: A simple theoretical explanation. International Journal of Forecasting, 32, 754--762, 0169-2070

J.R. Magnus and A.L. Vasnev. 2015. Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations. International Journal of Forecasting, 31, 769--781, 0169-2070

J.R. Magnus and W. Wang. 2014. Concept-Based Bayesian Model Averaging and Growth Empirics. Oxford Bulletin of Economics and Statistics, 76, 874--897, 0305-9049