Access Statistics for Jan R. Magnus

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis 1 3 17 71 2 6 38 173
Are economic agents succesful optimizers?: an analysis through strategy in tennis 2 4 17 72 6 15 71 331
EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES 0 0 0 1 1 4 19 247
EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS 0 0 0 0 1 1 10 228
FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) 0 0 0 0 0 0 2 291
Forecast accuracy after pretesting with an application to the stock market 1 4 18 109 4 16 44 397
Forecasting the winner of a tennis match 7 33 116 576 16 77 257 1,582
Local sensitivity and diagnostic tests 1 5 12 90 8 13 40 409
Notation in econometrics: a proposal for a standard 2 7 31 248 13 35 104 776
On Theil's errors 1 2 8 114 2 3 16 261
On some definitions in matrix algebra 2 6 24 62 3 8 48 158
On the estimation of a large sparse Bayesian system: the Snaer program 0 1 7 21 2 3 20 68
On the harm that pretesting does 0 2 9 90 4 8 38 324
On the independence and identical distribution of points in tennis 0 6 20 152 13 29 87 741
Records in athletics through extreme-value theory 5 36 75 316 9 75 158 803
Testing some common tennis hypotheses: four years at Wimbledon 2 11 32 374 7 24 100 1,660
Testing the sensitivity of ols when the variance matrix is (partially) unknown 0 0 2 38 0 3 16 322
The asymptotic variance of the pseudo maximum likelihood estimator 2 3 17 48 4 9 53 164
Total Working Papers 26 123 405 2,382 95 329 1,121 8,935

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model 0 5 22 62 1 9 55 164
Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case 2 5 21 60 6 13 47 123
Design of the Experiment 0 0 1 58 0 2 10 290
Editors' introduction: The significance of testing in econometrics 0 0 4 18 0 1 10 61
Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest 0 0 0 1 2 3 11 280
Estimation of the mean of a univariate normal distribution with known variance 0 3 16 97 14 31 132 943
Forecast accuracy after pretesting with an application to the stock market 0 2 6 27 1 6 32 165
Forecasting the winner of a tennis match 1 4 33 52 3 13 59 103
Inter-fuel Substitution in Dutch Manufacturing 0 0 0 0 0 2 10 51
Local sensitivity and diagnostic tests 0 1 16 24 2 10 66 137
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 2 6 40 94 16 34 198 368
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 2 5 21 52 2 6 38 107
National Accounts Estimation Using Indicator Ratios 0 0 0 0 0 2 8 99
Notation in econometrics: a proposal for a standard 7 12 64 194 33 63 212 915
On Theil's errors 0 0 4 42 0 1 8 191
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 2 0 0 3 16
On tests and significance in econometrics 1 6 22 76 4 22 81 213
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components 1 2 16 118 2 4 32 369
On the harm that ignoring pretesting can cause 1 2 3 12 3 4 7 42
On the sensitivity of the usual t- and F-tests to covariance misspecification 0 0 1 8 0 0 13 79
Organization of the Experiment 0 0 0 7 0 0 1 149
Separability and Aggregation 1 1 5 25 3 3 15 98
Some equivalences in linear estimation (in Russian) 0 0 3 8 1 2 9 27
Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 0 0 3 14 0 1 7 44
The Data: A Brief Description 1 1 2 18 1 1 11 128
The Missing Tablet: Comment on Peter Kennedy's Ten Commandments 1 1 7 52 1 4 26 215
The Third Special Issue on Computational Econometrics 0 0 6 42 1 3 19 109
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 1 6 13 2 3 26 59
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 2 9 1 2 9 34
The final set in a tennis match: four years at Wimbledon 0 4 35 159 7 21 122 699
The sensitivity of OLS when the variance matrix is (partially) unknown 0 0 2 17 0 0 9 123
Total Journal Articles 20 61 361 1,361 106 266 1,286 6,401
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04