Access Statistics for Jan R. Magnus

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Two Averaging Techniques with an Application to Growth Empirics 0 0 0 1 0 2 2 11
A Comparison of Two Averaging Techniques with an Application to Growth Empirics 0 0 0 10 1 1 1 54
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance 0 0 0 0 0 0 3 7
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance 0 0 0 1 0 0 0 19
A note on instrumental variables and maximum likelihood estimation procedures 0 0 0 17 0 0 2 78
A note on instrumental variables and maximum likelihood estimation procedures 0 0 1 1 0 0 4 6
A representation theorem for (trAp)1/p 0 0 0 0 0 0 1 12
ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 6 0 0 1 18
Adaptation for Mitigation 0 0 0 1 1 1 1 30
Adaptation for Mitigation 0 0 0 39 0 0 0 71
Adaptation for Mitigation 0 0 1 10 0 0 1 56
Adaptation for mitigation 0 0 0 13 0 0 1 48
An experiment in applied econometrics 0 0 0 1 0 0 0 5
Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis 0 0 0 8 0 1 3 57
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis 0 0 0 112 2 4 4 323
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations 0 0 0 1 0 0 1 17
Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix 0 0 0 0 0 1 3 7
Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala 0 0 0 11 0 0 0 43
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues 0 0 0 36 1 1 3 117
Benzine is al eens duurder geweest 0 0 0 0 0 0 0 8
Burr Utility 0 0 0 5 0 0 0 28
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 4 0 0 1 12
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE 0 0 1 18 0 1 4 46
Climate Change, Economic Growth, and Health 0 0 1 27 0 0 1 97
Climate change, economic growth, and health 0 0 1 67 1 1 6 132
Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” 0 0 0 56 0 1 4 164
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 0 0 0 0 7
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 7 1 2 2 37
Consistency of Maximum Likelihood Estimators When Observations Are Dependent 0 0 2 4 2 3 13 27
Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case 0 0 0 2 0 0 1 31
De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007 0 0 0 3 0 1 1 18
Design of the experiment 0 0 0 2 0 0 0 10
EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES 0 0 0 1 0 0 0 270
EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS 0 0 0 0 0 0 0 254
Earthquake risk embedded in property prices: Evidence from five Japanese cities 0 0 0 23 1 2 4 76
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 3 0 0 0 36
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 0 0 0 1 5
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples 0 0 0 5 0 0 2 15
Evaluation of moments of quadratic forms in normal variables 0 0 0 1 0 0 0 10
Evaluation of moments of quadratic forms in normal variables 0 0 0 0 0 0 1 2
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 0 0 3
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 0 1 14
Expected Utility and Catastrophic Risk 0 0 0 41 2 2 2 96
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 0 2 3 3 13
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 1 13 0 0 2 71
FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) 0 0 0 0 1 1 1 333
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 5 0 1 3 30
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 1 0 0 0 8
Forecasting the Winner of a Tennis Match 0 0 1 2 0 0 5 25
Forecasting the Winner of a Tennis Match 0 0 0 47 0 0 1 172
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 4 0 0 0 18
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 1 0 0 2 6
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 0 0 1 2 18
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 0 1 4 65
Grade Expectations: Rationality and Overconfidence 0 0 0 89 0 0 2 193
How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon 0 0 1 5 0 1 4 35
Inter-fuel substitution in Dutch manufacturing 0 0 0 3 0 0 2 31
L-structured matrices and linear matrix equations 0 0 0 3 0 0 1 9
Least squares autoregression with near-unit root 0 0 0 0 0 0 0 4
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 0 0 45
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 0 0 3
MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory 0 1 2 7 1 2 4 26
Macro accounts estimation using indicator ratios 0 0 0 0 0 0 1 4
Matrix differential calculus and static optimization Part III- differentials: Practice 0 0 0 7 0 0 1 22
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products 0 1 1 12 1 2 4 49
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 85 0 0 3 381
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 0 1 2 22
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 0 1 4 33
Maximum likelihood estimation of the multivariate normal mixture model 0 0 0 1 0 0 0 23
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 2 0 1 3 45
Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) 0 0 0 0 0 0 0 5
Notation in Econometrics: A Proposal for a Standard 0 0 0 39 0 0 0 177
Notation in Econometrics: A Proposal for a Standard 0 0 0 1 0 0 0 4
ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 0 1 8
ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 0 2 13
On Theil's Errors 0 0 0 1 0 0 0 6
On Theil's Errors 0 0 0 3 0 0 0 29
On Theils' errors 0 0 0 1 0 0 1 6
On certain moments relating to ratios of quadratic forms in normal variables: Further results 0 0 0 0 0 0 1 5
On differentiating eigenvalues and eigenvectors 0 0 1 33 0 0 2 85
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 0 0 0 1 22
On some definitions in matrix algebra 0 0 0 106 0 0 0 262
On tests and significance in econometrics 0 0 0 18 0 0 2 59
On tests and significance in econometrics 0 0 0 7 0 0 2 57
On tests and significance in econometrics 0 0 0 0 0 0 0 3
On the Ambiguous Consequences of Omitting Variables 0 0 0 49 0 0 1 86
On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations 0 0 0 4 0 0 2 15
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 0 0 3 76
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 0 0 2 6
On the Harm that Pretesting Does 0 0 0 0 0 0 0 5
On the Harm that Pretesting Does 0 0 0 3 0 0 1 29
On the Independence and Identical Distribution of Points in Tennis 0 0 0 3 0 0 0 10
On the Independence and Identical Distribution of Points in Tennis 0 0 0 13 0 0 0 44
On the Unbiasedness of Iterated GLS Estimators 0 0 0 2 0 0 3 22
On the ambiguous consequences of omitting variables 0 0 1 17 0 1 3 77
On the estimation of a large sparse Bayesian system: the Snaer program 0 0 0 36 0 0 1 133
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations 0 0 0 1 0 0 1 15
On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations 0 0 0 2 0 0 1 11
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 0 0 6
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 0 0 4
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 1 0 0 0 7
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 3 0 0 0 19
On the sensitivity of the t-statistic 0 0 0 1 0 0 1 4
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 0 1 13
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 0 0 1
On the unbiasedness of iterated GLS estimators 0 0 0 1 0 0 1 8
Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 0 0 0 0 0 0 0 10
Organization of the experiment 0 0 0 0 0 0 0 10
Peer Reporting and the Perception of Fairness 0 0 0 0 0 0 1 5
Peer Reporting and the Perception of Fairness 0 0 0 3 0 1 1 56
Posterior moments and quantiles for the normal location model with Laplace prior 0 0 0 13 0 0 1 64
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 1 19
Records in Athletics through Extreme-Value Theory 0 0 0 2 0 1 1 15
Records in Athletics through Extreme-Value Theory 0 0 0 10 0 1 1 79
Resource Abundance and Resource Dependence in China 0 0 0 32 0 0 0 154
Resource Abundance and Resource Dependence in China 0 0 0 0 0 1 3 6
SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW 0 0 0 3 0 1 3 22
Sampling properties of the Bayesian posterior mean with an application to WALS estimation 0 0 0 26 0 0 0 32
Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation 0 0 0 10 0 0 0 37
Scrap Value Functions in Dynamic Decision Problems 0 0 0 0 0 0 0 6
Scrap Value Functions in Dynamic Decision Problems 0 0 0 7 1 1 2 72
Separability and aggregation 0 0 0 2 0 0 0 12
Separability and aggregation 0 0 0 0 0 0 0 5
Some properties of a generalized two-error components matrix (problem 01.5.1) 0 0 0 0 0 0 0 15
Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 0 0 0 2 0 0 2 13
Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 0 0 0 4 0 0 2 16
Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems 0 0 0 1 0 0 1 8
Symmetry, 0-1 matrices and Jacobians: A review 0 1 1 4 0 1 3 21
Testing some common hypotheses: Four years at Wimbledon 0 0 0 3 0 1 1 13
Testing some common tennis hypotheses: Four years at Wimbledon 0 0 0 0 0 0 0 2
Testing some common tennis hypotheses: Four years at Wimbledon 0 0 0 14 0 0 2 113
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 1 0 0 1 3
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 0 0 1 1 23
The ET interview: Professor J. Tinbergen 0 0 2 3 0 0 4 17
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 1 1 2 187
The Jacobian of the exponential function 0 0 0 44 0 1 2 45
The Perception of Small Crime 0 0 0 5 0 0 0 54
The Perception of Small Crime 0 0 0 0 0 0 3 8
The asymptotic variance of the pseudo maximum likelihood estimator 0 1 1 63 0 2 4 213
The bias of forecasts from a first-order autoregression 0 0 0 0 0 0 0 9
The bias of forecasts from a first-order autoregression (Revised version) 0 0 0 0 0 0 0 14
The central limit theorem for student's distribution (problem 03.6.1) 0 0 0 0 0 0 1 9
The commutation matrix: Some properties and applications 1 1 2 53 1 1 3 183
The commutation matrix: some theorems and applications 0 0 0 5 0 1 8 36
The data: A brief description 0 0 0 0 0 0 1 6
The elimination matrix: Some lemmas and applications 0 0 5 87 2 2 12 238
The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description 0 0 0 1 0 0 0 9
The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description 0 0 0 2 0 0 0 7
The exact moments of a ratio of quadratic forms in normal variables 0 2 3 15 0 2 4 43
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 0 1 1 3 5
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 0 1 1 2 6
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 1 0 0 1 10
The exact multi-period meansquare forecast error for the first-order autoregressive model 0 0 0 0 0 0 1 6
The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica 0 0 0 2 1 1 3 9
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 0 1 3 49
The maximum number of omitted variables, Problem 00.2.2 0 0 0 0 0 0 0 6
The moments of products of quadratic forms in normal variables 0 0 3 16 0 1 6 42
The perception of climate sensitivity: Revealing priors from posteriors 0 0 0 8 0 0 2 18
The significance of testing in econometrics 0 0 0 3 0 0 0 7
Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet 0 0 0 0 0 0 0 11
WALS Prediction 0 0 0 6 0 0 0 63
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 10 0 0 1 90
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 1 0 0 3 17
Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon 0 0 0 1 0 0 0 14
Weighted-Average Least Squares Estimation of Generalized Linear Models 0 0 0 41 1 1 3 223
Weighted-average least squares estimation of generalized linear models 0 0 1 20 0 3 5 74
Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model 0 1 1 53 0 1 2 122
Zero-diagonality as a linear structure 0 0 1 3 0 0 1 16
Total Working Papers 1 8 36 1,925 26 70 269 8,090

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.4.1. Normal's Deconvolution and the Independence of Sample Mean and Variance 0 0 0 5 0 0 1 44
03.6.1 The Central Limit Theorem for Student's Distribution—Solution 0 0 1 19 0 1 2 77
03.6.1. The Central Limit Theorem for Student's Distribution 0 0 0 6 0 0 0 60
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures 0 0 0 3 0 0 3 21
A comparison of two model averaging techniques with an application to growth empirics 0 0 1 319 0 1 4 818
Adaptation for Mitigation 0 0 0 11 0 2 6 58
Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model 0 0 3 182 1 1 9 434
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations 0 0 0 1 1 2 2 14
BALANCED VARIABLE ADDITION IN LINEAR MODELS 0 0 4 16 0 0 9 56
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues 0 0 3 206 1 1 7 732
Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” 0 0 0 9 0 2 2 41
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 1 0 0 0 44
Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case 0 0 0 143 0 1 4 352
Design of the Experiment 0 0 0 62 0 0 0 325
Editors' introduction: The significance of testing in econometrics 0 0 0 22 0 1 2 97
Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest 0 0 0 1 0 0 0 399
Estimation of Variance Components and Applications 0 1 3 8 0 1 6 28
Estimation of the mean of a univariate normal distribution with known variance 0 0 0 122 1 1 3 1,111
Expected utility and catastrophic consumption risk 0 0 0 10 1 2 5 59
Expected utility and catastrophic risk in a stochastic economy–climate model 0 1 1 11 0 1 2 99
Forecast accuracy after pretesting with an application to the stock market 0 0 1 48 0 0 2 241
Forecasting the winner of a tennis match 0 1 1 124 1 3 6 351
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 13 0 0 0 90
HANDBOOK OF MATRICES 0 0 0 58 0 0 2 213
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 0 3 35
Local sensitivity and diagnostic tests 0 0 0 49 0 0 3 366
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 1 1 1 10 1 1 2 64
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 1 1 220 1 3 4 1,067
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 108 0 1 3 302
NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS 0 0 0 2 0 0 0 8
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 14 0 1 2 49
Natural Resources, Institutional Quality, and Economic Growth in China 0 0 3 51 0 1 8 179
Notation in econometrics: a proposal for a standard 0 0 0 309 0 3 7 1,451
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 0 2 16
On Differentiating Eigenvalues and Eigenvectors 0 0 4 59 0 0 11 162
On Theil's errors 0 0 0 48 0 0 1 250
On Using the t -Ratio as a Diagnostic 0 0 0 9 0 0 0 22
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 3 0 3 4 55
On tests and significance in econometrics 0 0 1 142 0 1 9 599
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components 0 0 0 144 0 1 1 469
On the concept of matrix derivative 0 0 2 23 0 0 5 129
On the estimation of a large sparse Bayesian system: The Snaer program 0 0 0 3 0 1 1 36
On the harm that ignoring pretesting can cause 0 0 0 48 1 1 3 152
On the sensitivity of the usual t- and F-tests to covariance misspecification 0 0 0 17 0 0 2 161
Organization of the Experiment 0 0 0 8 0 0 2 176
Pareto utility 0 0 0 17 2 4 5 100
Peer Reporting and the Perception of Fairness 0 0 0 5 1 1 1 69
Records in Athletics Through Extreme-Value Theory 0 0 0 48 0 0 1 142
Rejoinder 0 0 0 3 0 0 0 53
SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS 0 0 0 39 0 3 4 100
Some equivalences in linear estimation (in Russian) 0 0 0 17 0 0 1 95
Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 0 0 0 35 0 0 0 115
Symmetry, 0-1 Matrices and Jacobians: A Review 0 0 0 19 0 3 5 66
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR 0 0 0 6 0 0 1 38
The Bias of Forecasts from a First-Order Autoregression 0 0 0 3 1 1 2 17
The Data: A Brief Description 0 0 0 28 0 0 1 239
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables 1 1 3 28 1 3 10 88
The Third Special Issue on Computational Econometrics 0 0 0 46 0 0 2 139
The effect of health benefits on climate change mitigation policies 0 0 0 9 0 0 2 39
The efficiency of top agents: An analysis through service strategy in tennis 0 2 2 41 0 4 7 233
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 23 0 0 2 108
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 10 0 0 1 62
The expectation of products of quadratic forms in normal variables: the practice 0 0 0 1 1 1 3 6
The final set in a tennis match: Four years at Wimbledon 0 0 0 197 0 0 2 825
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 0 2 139
The moments of products of quadratic forms in normal variables* 0 0 0 3 0 2 4 12
The perception of small crime 0 0 0 17 2 3 3 122
The price of Moscow apartments 0 0 3 189 0 2 15 515
The sensitivity of OLS when the variance matrix is (partially) unknown 0 0 0 24 0 1 1 192
Tolerance of Cheating: An Analysis Across Countries 0 0 5 114 1 1 32 450
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 3 82
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia 0 0 1 16 0 1 9 206
WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY 0 0 1 11 0 0 2 69
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 0 0 1 158
Weighted-Average Least Squares Prediction 0 0 0 1 1 2 3 39
Weighted-average least squares estimation of generalized linear models 0 0 0 18 2 5 12 96
Total Journal Articles 2 8 45 3,711 21 74 287 16,126

Book File Downloads Abstract Views
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Analyzing Wimbledon: The Power of Statistics 0 0 0 0 0 2 5 111
Matrix Algebra 0 0 0 0 0 2 13 319
Statistics 0 0 0 0 0 1 2 13
Statistics 0 0 0 0 0 0 0 25
Total Books 0 0 0 0 0 5 20 468

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