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 6 16
A Comparison of Two Averaging Techniques with an Application to Growth Empirics 0 0 0 10 1 7 14 67
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 4 11
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 1 5 24
A note on instrumental variables and maximum likelihood estimation procedures 0 0 0 1 0 4 5 11
A note on instrumental variables and maximum likelihood estimation procedures 0 0 0 17 1 5 9 87
A representation theorem for (trAp)1/p 0 0 0 0 0 3 5 17
ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 6 1 3 7 25
Adaptation for Mitigation 0 0 0 10 0 2 10 66
Adaptation for Mitigation 0 0 1 2 0 2 11 40
Adaptation for Mitigation 0 0 0 39 0 5 14 85
Adaptation for mitigation 0 0 0 13 0 1 12 60
An experiment in applied econometrics 0 0 0 1 0 3 4 9
Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis 0 0 0 8 0 2 8 64
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis 0 0 1 113 0 5 14 335
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations 0 0 0 1 0 7 12 29
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 5 11
Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala 0 0 0 11 0 3 8 51
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues 0 0 0 36 0 7 15 131
Benzine is al eens duurder geweest 0 0 0 0 0 2 5 13
Burr Utility 0 0 0 5 0 0 5 33
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 4 0 0 3 15
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE 0 0 0 18 0 1 14 59
Climate Change, Economic Growth, and Health 0 0 0 27 0 3 10 107
Climate change, economic growth, and health 0 0 1 68 0 4 15 146
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 1 2 11 174
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 7 1 2 9 44
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 0 0 1 8 15
Consistency of Maximum Likelihood Estimators When Observations Are Dependent 0 1 2 6 1 9 23 47
Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case 0 0 0 2 0 3 9 40
De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007 0 0 0 3 0 1 3 20
Design of the experiment 0 0 1 3 0 0 4 14
EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES 0 0 0 1 0 1 5 275
EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS 0 0 0 0 0 2 3 257
Earthquake risk embedded in property prices: Evidence from five Japanese cities 0 1 1 24 0 5 12 87
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 3 0 3 6 42
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 0 0 3 4 9
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples 0 0 0 5 0 2 2 17
Evaluation of moments of quadratic forms in normal variables 0 0 0 1 0 2 11 21
Evaluation of moments of quadratic forms in normal variables 0 0 0 0 0 3 6 8
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 1 7 10
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 1 3 17
Expected Utility and Catastrophic Risk 0 0 1 42 2 6 18 112
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 13 1 6 17 88
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 0 0 0 9 19
FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) 0 0 0 0 0 4 9 341
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 5 0 3 7 36
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 1 0 2 7 15
Forecasting the Winner of a Tennis Match 0 0 0 47 0 2 9 181
Forecasting the Winner of a Tennis Match 0 0 0 2 1 3 15 40
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 1 0 3 8 14
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 4 0 4 12 30
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 0 1 8 72
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 0 0 3 9 26
Grade Expectations: Rationality and Overconfidence 0 0 1 90 1 10 24 217
How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon 0 0 0 5 0 4 14 49
Inter-fuel substitution in Dutch manufacturing 0 0 0 3 0 2 9 40
L-structured matrices and linear matrix equations 0 0 0 3 0 1 2 11
Least squares autoregression with near-unit root 0 0 0 0 0 1 1 5
Local Sensitivity and Diagnostic Tests 0 0 0 7 0 2 9 54
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 3 13 16
MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory 0 1 2 8 0 4 13 37
Macro accounts estimation using indicator ratios 0 0 0 0 0 1 6 10
Matrix differential calculus and static optimization Part III- differentials: Practice 0 0 1 8 1 6 16 38
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products 0 0 1 12 0 4 11 58
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 0 85 0 2 15 396
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 0 1 4 26
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 0 0 13 46
Maximum likelihood estimation of the multivariate normal mixture model 0 0 0 1 0 2 13 36
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 2 0 1 5 50
Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) 0 0 0 0 0 3 5 10
Notation in Econometrics: A Proposal for a Standard 0 0 0 1 0 0 8 12
Notation in Econometrics: A Proposal for a Standard 0 0 0 39 0 1 11 188
ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 2 8 16
ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 4 6 19
On Theil's Errors 0 0 1 4 0 4 6 35
On Theil's Errors 0 0 1 2 0 4 15 21
On Theils' errors 0 0 0 1 0 2 4 10
On certain moments relating to ratios of quadratic forms in normal variables: Further results 0 0 0 0 0 0 0 5
On differentiating eigenvalues and eigenvectors 0 0 0 33 2 6 13 98
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 0 0 2 6 28
On some definitions in matrix algebra 0 0 0 106 0 4 10 272
On tests and significance in econometrics 0 0 0 0 0 1 4 7
On tests and significance in econometrics 0 0 0 7 0 0 2 59
On tests and significance in econometrics 0 0 0 18 0 2 7 66
On the Ambiguous Consequences of Omitting Variables 0 0 0 49 0 4 12 98
On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations 0 0 0 4 0 2 6 21
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 0 1 7 83
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 0 0 2 8
On the Harm that Pretesting Does 0 0 0 0 1 1 7 12
On the Harm that Pretesting Does 0 0 0 3 0 2 8 37
On the Independence and Identical Distribution of Points in Tennis 0 0 0 13 0 2 10 54
On the Independence and Identical Distribution of Points in Tennis 0 0 0 3 0 2 6 16
On the Unbiasedness of Iterated GLS Estimators 0 0 0 2 0 3 9 31
On the ambiguous consequences of omitting variables 0 0 0 17 0 3 8 84
On the estimation of a large sparse Bayesian system: the Snaer program 0 0 0 36 1 3 10 143
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations 0 0 0 1 0 1 8 23
On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations 0 0 0 2 0 1 3 14
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 0 3 9
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 1 8 12
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 3 0 1 5 24
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 1 0 2 4 11
On the sensitivity of the t-statistic 0 0 0 1 1 1 3 7
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 6 6 7
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 4 5 18
On the unbiasedness of iterated GLS estimators 0 0 0 1 0 4 5 13
Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 0 0 0 0 0 4 7 17
Organization of the experiment 0 0 0 0 0 2 3 13
Peer Reporting and the Perception of Fairness 0 0 0 0 0 0 7 12
Peer Reporting and the Perception of Fairness 0 0 0 3 0 1 6 61
Posterior moments and quantiles for the normal location model with Laplace prior 0 0 0 13 0 4 11 75
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 8 26
Records in Athletics through Extreme-Value Theory 0 0 0 2 0 6 10 24
Records in Athletics through Extreme-Value Theory 0 0 1 11 2 7 18 97
Resource Abundance and Resource Dependence in China 0 0 0 0 0 3 7 13
Resource Abundance and Resource Dependence in China 0 0 0 32 0 7 11 165
SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW 0 0 0 3 0 4 11 32
Sampling properties of the Bayesian posterior mean with an application to WALS estimation 0 0 0 26 0 2 4 36
Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation 0 0 0 10 1 3 12 49
Scrap Value Functions in Dynamic Decision Problems 0 0 0 7 1 3 7 78
Scrap Value Functions in Dynamic Decision Problems 0 0 0 0 0 8 14 20
Separability and aggregation 0 0 0 2 0 1 5 17
Separability and aggregation 0 0 0 0 0 3 5 10
Some properties of a generalized two-error components matrix (problem 01.5.1) 0 0 0 0 0 5 6 21
Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 0 0 0 2 0 0 5 18
Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 0 0 0 4 0 1 6 22
Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems 0 0 0 1 0 4 6 14
Symmetry, 0-1 matrices and Jacobians: A review 0 0 0 4 0 3 8 29
Testing some common hypotheses: Four years at Wimbledon 0 0 0 3 0 2 3 15
Testing some common tennis hypotheses: Four years at Wimbledon 0 0 0 14 0 2 14 127
Testing some common tennis hypotheses: Four years at Wimbledon 0 0 0 0 0 3 5 7
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 1 0 3 5 8
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 0 0 1 13 35
The ET interview: Professor J. Tinbergen 0 0 0 3 0 1 7 24
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 1 2 13 199
The Jacobian of the exponential function 0 0 0 44 0 1 8 53
The Perception of Small Crime 0 0 0 0 1 4 9 17
The Perception of Small Crime 0 0 0 5 0 2 6 60
The asymptotic variance of the pseudo maximum likelihood estimator 0 0 0 63 0 1 6 218
The bias of forecasts from a first-order autoregression 0 0 0 0 0 3 7 16
The bias of forecasts from a first-order autoregression (Revised version) 0 0 0 0 0 1 4 18
The central limit theorem for student's distribution (problem 03.6.1) 0 0 0 0 0 3 4 13
The commutation matrix: Some properties and applications 0 0 1 53 0 3 10 192
The commutation matrix: some theorems and applications 0 0 1 6 2 3 12 47
The data: A brief description 0 0 0 0 0 2 3 9
The elimination matrix: Some lemmas and applications 0 1 2 89 0 5 13 249
The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description 0 0 0 1 0 3 4 13
The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description 0 0 0 2 0 2 2 9
The exact moments of a ratio of quadratic forms in normal variables 0 0 2 16 0 2 11 53
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 0 0 3 6 10
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 1 0 2 6 16
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 0 0 2 8 13
The exact multi-period meansquare forecast error for the first-order autoregressive model 0 0 0 0 0 3 7 13
The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica 0 0 0 2 0 3 5 13
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 2 6 17 66
The maximum number of omitted variables, Problem 00.2.2 0 0 0 0 0 3 5 11
The moments of products of quadratic forms in normal variables 0 0 0 16 1 2 10 52
The perception of climate sensitivity: Revealing priors from posteriors 0 0 0 8 0 0 11 29
The significance of testing in econometrics 0 0 0 3 0 0 1 8
Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet 0 0 0 0 0 3 8 19
WALS Prediction 0 0 0 6 0 3 5 68
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 10 1 2 8 98
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 1 0 0 10 27
Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon 0 0 0 1 0 1 2 16
Weighted-Average Least Squares Estimation of Generalized Linear Models 0 0 0 41 0 2 8 230
Weighted-average least squares estimation of generalized linear models 0 0 0 20 0 2 15 86
Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model 0 0 1 53 1 6 23 144
Zero-diagonality as a linear structure 0 0 0 3 0 4 13 29
Total Working Papers 0 4 23 1,943 30 442 1,386 9,422

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 1 2 46
03.6.1 The Central Limit Theorem for Student's Distribution—Solution 0 0 0 19 0 1 3 79
03.6.1. The Central Limit Theorem for Student's Distribution 0 0 0 6 0 1 3 63
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures 0 0 0 3 0 5 18 39
A comparison of two model averaging techniques with an application to growth empirics 1 2 3 322 3 8 19 836
Adaptation for Mitigation 0 0 2 13 0 1 15 71
Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model 0 1 2 184 5 10 18 451
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations 0 0 0 1 0 2 5 17
BALANCED VARIABLE ADDITION IN LINEAR MODELS 0 0 1 17 0 4 10 66
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues 0 0 0 206 0 1 11 742
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 1 1 10 0 5 12 51
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 1 0 0 6 50
Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case 0 0 0 143 0 7 12 363
Design of the Experiment 0 0 0 62 0 1 8 333
Editors' introduction: The significance of testing in econometrics 0 0 0 22 1 2 4 100
Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest 0 0 0 1 0 0 8 407
Estimation of Variance Components and Applications 0 0 2 9 0 1 7 34
Estimation of the mean of a univariate normal distribution with known variance 0 0 0 122 0 2 5 1,115
Expected utility and catastrophic consumption risk 0 0 0 10 0 2 8 66
Expected utility and catastrophic risk in a stochastic economy–climate model 0 0 2 12 0 3 13 111
Forecast accuracy after pretesting with an application to the stock market 0 0 0 48 0 5 9 250
Forecasting the winner of a tennis match 0 0 1 124 2 13 29 378
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 13 0 4 8 98
HANDBOOK OF MATRICES 0 0 1 59 0 4 10 223
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 0 2 11 46
Local sensitivity and diagnostic tests 0 0 0 49 1 7 13 379
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 10 0 1 8 71
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 1 220 0 4 12 1,077
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 108 0 2 8 310
NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS 0 0 0 2 1 3 7 15
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 14 0 2 5 54
Natural Resources, Institutional Quality, and Economic Growth in China 0 1 2 53 0 5 22 200
Notation in econometrics: a proposal for a standard 0 0 0 309 0 1 8 1,457
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 2 6 22
On Differentiating Eigenvalues and Eigenvectors 0 0 3 62 0 4 17 179
On Theil's errors 0 0 0 48 0 5 7 257
On Using the t -Ratio as a Diagnostic 0 0 0 9 0 2 6 28
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 3 0 0 13 65
On tests and significance in econometrics 0 0 0 142 0 1 7 605
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components 0 0 0 144 0 1 7 475
On the concept of matrix derivative 0 0 0 23 0 3 9 138
On the estimation of a large sparse Bayesian system: The Snaer program 0 0 0 3 0 2 15 51
On the harm that ignoring pretesting can cause 0 0 0 48 0 3 12 163
On the sensitivity of the usual t- and F-tests to covariance misspecification 0 0 0 17 0 2 11 172
Organization of the Experiment 0 0 0 8 0 1 4 180
Pareto utility 0 0 0 17 0 2 16 112
Peer Reporting and the Perception of Fairness 0 0 0 5 0 1 15 83
Records in Athletics Through Extreme-Value Theory 0 0 0 48 1 5 9 151
Rejoinder 0 0 0 3 0 5 9 62
SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS 0 0 0 39 0 1 12 109
Some equivalences in linear estimation (in Russian) 0 0 0 17 0 0 8 103
Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 0 0 0 35 0 0 4 119
Symmetry, 0-1 Matrices and Jacobians: A Review 0 0 1 20 0 1 8 73
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR 0 0 0 6 0 0 8 46
The Bias of Forecasts from a First-Order Autoregression 0 0 0 3 0 2 8 24
The Data: A Brief Description 0 0 0 28 0 0 2 241
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables 0 0 1 28 0 3 11 97
The Third Special Issue on Computational Econometrics 0 0 0 46 0 3 10 149
The effect of health benefits on climate change mitigation policies 0 0 0 9 0 6 15 54
The efficiency of top agents: An analysis through service strategy in tennis 0 0 1 42 1 3 18 249
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 23 1 2 12 120
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 10 0 1 9 71
The expectation of products of quadratic forms in normal variables: the practice 0 0 0 1 0 1 3 8
The final set in a tennis match: Four years at Wimbledon 0 0 0 197 1 6 19 844
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 2 8 10 149
The moments of products of quadratic forms in normal variables* 0 0 0 3 0 2 11 22
The perception of small crime 0 0 0 17 0 3 10 129
The price of Moscow apartments 1 1 5 194 4 13 41 555
The sensitivity of OLS when the variance matrix is (partially) unknown 0 0 0 24 0 0 5 196
Tolerance of Cheating: An Analysis Across Countries 0 1 3 117 4 16 31 480
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 1 4 86
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia 0 0 0 16 0 1 10 216
WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY 0 0 0 11 0 0 4 73
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 0 6 26 184
Weighted-Average Least Squares Prediction 0 0 0 1 1 2 10 47
Weighted-average least squares estimation of generalized linear models 0 0 0 18 0 3 17 110
Weighted-average least squares: Beyond the classical linear regression model 0 0 4 4 2 5 18 18
Weighted-average least squares: Improvements and extensions 0 0 3 3 0 5 20 20
Total Journal Articles 2 7 40 3,745 30 243 864 16,933

Book File Downloads Abstract Views
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Analyzing Wimbledon: The Power of Statistics 0 0 0 0 3 6 24 133
Matrix Algebra 0 0 0 0 2 9 32 349
Statistics 0 0 0 0 0 4 9 34
Total Books 0 0 0 0 5 19 65 516
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