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Author: Jan R. Magnus

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Econometrics Paper
Least-Squares Autoregression with Near-Unit Root

Jan R. Magnus and Thomas J. Rothenberg

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1988

Econometrics Paper
The Exact Multiperiod Mean-Square Forecast Error for the First-Order Autoregressive Model with an Intercept (Now published in Journal of Econometrics, 42, (1989), pp.157-179.)

Jan R. Magnus and Bahram Pesaran

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1988

Econometrics Paper
The Bias of Forecasts from a First-Order Autoregression (Now published in Econometric Theory, 7, (1991), pp.222-235.)

Jan R. Magnus and Bahram Pesaran

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1987

Econometrics Paper
The Exact Multiperiod Mean-Square Forecast Error for the First-Order Autoregressive Model (Now published in Journal of Econometrics, 39, (1988), pp.327-346.)

Asraul Hoque, Jan R. Magnus and Bahram Pesaran

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1986

Econometrics Paper
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables (Now published in Annales d'Economie et de Statistique, Vol.1 (1986).)

Jan R. Magnus

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1986

Econometrics Paper
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures (Now published in Annales d'Economie et de Statistique, 10, (1988), pp.121-138.)

Alberto Holly and Jan R. Magnus

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1986

Econometrics Paper
Some Properties of the Bordered Hessian Matrix (Now published in Advanced Lectures in Quantitative Economics (ed. F. van der Ploeg), (Academic Press, London, 1990), pp.583-604.)

Jan R. Magnus

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1985

Econometrics Paper
Symmetry, 0-1 Matrices, and Jacobians: A Review (Now published in Econometric Theory, Vol.2 (1986).)

Jan R. Magnus and H. Neudecker

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1985

Econometrics Paper
Interfuel substitution and separability in Dutch Manufacturing: A Multivariate Error Components Approach (Now published in Applied Economics, 19, (1987), pp.1639-1664.)

Jan R. Magnus and Alan D. Woodland

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1985

Econometrics Paper
On Differentiating Eigenvalues and Eigenvectors (Now published in Econometric Theory, Vol.1 (1985).)

Jan R. Magnus

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1984

Econometrics Paper
Asymptotic Normality of the Maximum Likelihood Estimation in the Nonlinear Regression Model with Normal Errors (Now published in Econometric Theory, Vol.2 (1986) pp.374-412.)

Risto D.H. Heijmans and Jan R. Magnus

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1983

Econometrics Paper
Consistent Maximum Likelihood Estimation of the Nonlinear Regression Model with Normal Errors (Now published in Journal of Econometrics, Vol.32 (1986).)

Risto D.H. Heijmans and Jan R. Magnus

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1983

Econometrics Paper
On the Asymptotic Normality of the Maximum Likelihood Estimator with Dependent Observations (Now published in Statistica Neerlandia, Vol.40 (1986).)

Risto D.H. Heijmans and Jan R. Magnus

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1983

Econometrics Paper
On the Consistency of the Maximum Likelihood Estimator with Dependent Observations (Now published in the Journal of Econometrics, Vol.32 (1986).)

Risto D.H. Heijmans and Jan R. Magnus

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1983