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 1 2 4 13
A Comparison of Two Averaging Techniques with an Application to Growth Empirics 0 0 0 10 1 2 3 56
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance 0 0 0 0 1 2 3 9
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance 0 0 0 1 2 3 3 22
A note on instrumental variables and maximum likelihood estimation procedures 0 0 1 1 0 0 3 6
A note on instrumental variables and maximum likelihood estimation procedures 0 0 0 17 1 1 2 79
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 2 2 3 20
Adaptation for Mitigation 0 0 0 10 2 3 3 59
Adaptation for Mitigation 0 0 0 39 2 2 2 73
Adaptation for Mitigation 0 0 0 1 2 5 6 35
Adaptation for mitigation 0 0 0 13 2 7 7 55
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 4 58
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis 1 1 1 113 2 4 8 327
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations 0 0 0 1 1 3 4 20
Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix 0 0 0 0 1 1 4 8
Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala 0 0 0 11 0 1 1 44
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues 0 0 0 36 2 4 6 121
Benzine is al eens duurder geweest 0 0 0 0 2 2 2 10
Burr Utility 0 0 0 5 0 2 2 30
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 4 1 1 2 13
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE 0 0 0 18 1 4 7 50
Climate Change, Economic Growth, and Health 0 0 0 27 1 4 4 101
Climate change, economic growth, and health 0 1 2 68 1 4 8 136
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 2 4 7 168
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 7 2 3 6 41
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 0 3 4 4 11
Consistency of Maximum Likelihood Estimators When Observations Are Dependent 0 0 1 4 1 6 16 33
Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case 0 0 0 2 2 2 2 33
De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007 0 0 0 3 0 1 2 19
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 1 1 271
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 2 2 6 78
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 3 0 1 1 37
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 1 15
Evaluation of moments of quadratic forms in normal variables 0 0 0 0 0 0 0 2
Evaluation of moments of quadratic forms in normal variables 0 0 0 1 0 5 6 16
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 2 2 3 16
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 2 4 4 7
Expected Utility and Catastrophic Risk 0 1 1 42 2 6 8 102
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 13 3 5 7 78
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 0 0 3 6 16
FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) 0 0 0 0 2 3 4 336
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 5 0 0 2 30
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 1 2 3 3 11
Forecasting the Winner of a Tennis Match 0 0 0 47 1 4 5 176
Forecasting the Winner of a Tennis Match 0 0 0 2 3 7 9 33
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 4 2 5 5 23
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 1 0 2 3 8
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 3 3 6 68
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 0 1 3 4 21
Grade Expectations: Rationality and Overconfidence 0 1 1 90 0 5 7 198
How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon 0 0 0 5 6 6 8 41
Inter-fuel substitution in Dutch manufacturing 0 0 0 3 2 2 4 33
L-structured matrices and linear matrix equations 0 0 0 3 1 1 1 10
Least squares autoregression with near-unit root 0 0 0 0 0 0 0 4
Local Sensitivity and Diagnostic Tests 0 0 0 7 2 2 2 47
Local Sensitivity and Diagnostic Tests 0 0 0 0 0 2 3 6
MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory 0 0 2 7 0 1 5 27
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 5 7 28
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products 0 0 1 12 2 4 8 53
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 85 1 4 5 385
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 1 1 2 23
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 3 3 7 36
Maximum likelihood estimation of the multivariate normal mixture model 0 0 0 1 0 1 2 25
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 2 0 1 3 46
Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) 0 0 0 0 0 1 1 6
Notation in Econometrics: A Proposal for a Standard 0 0 0 1 2 4 4 8
Notation in Econometrics: A Proposal for a Standard 0 0 0 39 3 7 7 184
ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 1 3 4 11
ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 1 1 3 14
On Theil's Errors 0 1 1 4 1 2 2 31
On Theil's Errors 0 1 1 2 1 4 4 10
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 1 3 86
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 0 1 2 3 24
On some definitions in matrix algebra 0 0 0 106 1 1 1 263
On tests and significance in econometrics 0 0 0 18 2 3 3 62
On tests and significance in econometrics 0 0 0 7 1 1 1 58
On tests and significance in econometrics 0 0 0 0 1 2 2 5
On the Ambiguous Consequences of Omitting Variables 0 0 0 49 2 2 3 88
On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations 0 0 0 4 0 3 5 18
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 0 1 3 7
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 2 3 4 79
On the Harm that Pretesting Does 0 0 0 0 1 1 1 6
On the Harm that Pretesting Does 0 0 0 3 1 3 4 32
On the Independence and Identical Distribution of Points in Tennis 0 0 0 13 2 3 3 47
On the Independence and Identical Distribution of Points in Tennis 0 0 0 3 0 0 1 11
On the Unbiasedness of Iterated GLS Estimators 0 0 0 2 3 3 4 25
On the ambiguous consequences of omitting variables 0 0 1 17 2 4 7 81
On the estimation of a large sparse Bayesian system: the Snaer program 0 0 0 36 1 2 3 135
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations 0 0 0 1 2 4 4 19
On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations 0 0 0 2 1 2 2 13
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 1 1 7
On the fundamental bordered matrix of linear estimation 0 0 0 2 2 3 3 7
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 3 0 1 1 20
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 1 1 1 1 8
On the sensitivity of the t-statistic 0 0 0 1 0 1 1 5
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 0 0 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 0 8
Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 0 0 0 0 0 2 2 12
Organization of the experiment 0 0 0 0 0 1 1 11
Peer Reporting and the Perception of Fairness 0 0 0 0 4 4 5 9
Peer Reporting and the Perception of Fairness 0 0 0 3 1 1 2 57
Posterior moments and quantiles for the normal location model with Laplace prior 0 0 0 13 3 6 7 70
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 0 1 2 20
Records in Athletics through Extreme-Value Theory 0 1 1 11 0 1 2 80
Records in Athletics through Extreme-Value Theory 0 0 0 2 1 2 3 17
Resource Abundance and Resource Dependence in China 0 0 0 32 1 1 1 155
Resource Abundance and Resource Dependence in China 0 0 0 0 0 0 1 6
SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW 0 0 0 3 2 4 7 26
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 2 2 39
Scrap Value Functions in Dynamic Decision Problems 0 0 0 7 0 1 2 73
Scrap Value Functions in Dynamic Decision Problems 0 0 0 0 1 2 2 8
Separability and aggregation 0 0 0 0 0 1 1 6
Separability and aggregation 0 0 0 2 0 1 1 13
Some properties of a generalized two-error components matrix (problem 01.5.1) 0 0 0 0 1 1 1 16
Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 0 0 0 2 1 3 4 16
Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 0 0 0 4 1 3 4 19
Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems 0 0 0 1 0 2 3 10
Symmetry, 0-1 matrices and Jacobians: A review 0 0 1 4 0 3 6 24
Testing some common hypotheses: Four years at Wimbledon 0 0 0 3 0 0 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 4 6 7 119
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 1 0 0 0 3
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 0 1 3 4 26
The ET interview: Professor J. Tinbergen 0 0 0 3 1 4 5 21
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 0 1 4 189
The Jacobian of the exponential function 0 0 0 44 0 2 4 47
The Perception of Small Crime 0 0 0 0 0 1 2 9
The Perception of Small Crime 0 0 0 5 1 2 2 56
The asymptotic variance of the pseudo maximum likelihood estimator 0 0 1 63 1 3 7 216
The bias of forecasts from a first-order autoregression 0 0 0 0 1 3 3 12
The bias of forecasts from a first-order autoregression (Revised version) 0 0 0 0 1 2 2 16
The central limit theorem for student's distribution (problem 03.6.1) 0 0 0 0 0 1 2 10
The commutation matrix: Some properties and applications 0 0 1 53 1 1 2 184
The commutation matrix: some theorems and applications 0 0 1 6 3 5 9 42
The data: A brief description 0 0 0 0 0 0 1 6
The elimination matrix: Some lemmas and applications 0 1 5 88 0 2 11 240
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 1 4 16 3 6 9 49
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 0 0 0 2 5
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 1 0 0 0 10
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 0 1 2 3 8
The exact multi-period meansquare forecast error for the first-order autoregressive model 0 0 0 0 0 0 0 6
The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica 0 0 0 2 0 0 1 9
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 5 7 54
The maximum number of omitted variables, Problem 00.2.2 0 0 0 0 0 1 2 8
The moments of products of quadratic forms in normal variables 0 0 0 16 1 1 3 43
The perception of climate sensitivity: Revealing priors from posteriors 0 0 0 8 3 5 7 23
The significance of testing in econometrics 0 0 0 3 0 1 1 8
Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet 0 0 0 0 2 3 3 14
WALS Prediction 0 0 0 6 1 1 1 64
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 1 2 2 4 19
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 10 1 2 3 92
Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon 0 0 0 1 0 1 1 15
Weighted-Average Least Squares Estimation of Generalized Linear Models 0 0 0 41 0 0 3 223
Weighted-average least squares estimation of generalized linear models 0 0 1 20 0 4 9 78
Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model 0 0 1 53 3 6 9 129
Zero-diagonality as a linear structure 0 0 0 3 2 3 3 19
Total Working Papers 1 9 31 1,935 166 368 566 8,471

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 0 2 77
03.6.1. The Central Limit Theorem for Student's Distribution 0 0 0 6 1 2 2 62
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures 0 0 0 3 1 3 6 24
A comparison of two model averaging techniques with an application to growth empirics 0 0 2 320 2 5 9 824
Adaptation for Mitigation 0 1 1 12 0 3 7 61
Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model 0 0 0 182 1 3 9 437
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations 0 0 0 1 0 1 3 15
BALANCED VARIABLE ADDITION IN LINEAR MODELS 0 1 3 17 0 2 6 58
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues 0 0 0 206 2 4 8 737
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 1 2 4 43
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 1 1 1 1 45
Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case 0 0 0 143 2 2 4 354
Design of the Experiment 0 0 0 62 1 2 2 327
Editors' introduction: The significance of testing in econometrics 0 0 0 22 0 0 1 97
Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest 0 0 0 1 2 2 2 401
Estimation of Variance Components and Applications 0 0 3 8 1 3 6 31
Estimation of the mean of a univariate normal distribution with known variance 0 0 0 122 1 1 3 1,112
Expected utility and catastrophic consumption risk 0 0 0 10 2 3 7 62
Expected utility and catastrophic risk in a stochastic economy–climate model 0 1 2 12 2 4 5 103
Forecast accuracy after pretesting with an application to the stock market 0 0 1 48 3 3 5 244
Forecasting the winner of a tennis match 0 0 1 124 1 5 12 358
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 13 2 2 2 92
HANDBOOK OF MATRICES 0 0 1 59 0 2 5 216
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 1 2 4 37
Local sensitivity and diagnostic tests 0 0 0 49 1 1 1 367
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 10 0 1 3 66
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 1 220 4 6 9 1,073
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 108 0 3 5 305
NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS 0 0 0 2 2 3 4 12
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 14 1 1 3 50
Natural Resources, Institutional Quality, and Economic Growth in China 0 0 0 51 3 8 13 189
Notation in econometrics: a proposal for a standard 0 0 0 309 2 4 10 1,455
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 1 3 17
On Differentiating Eigenvalues and Eigenvectors 0 0 2 59 1 6 13 168
On Theil's errors 0 0 0 48 0 0 1 250
On Using the t -Ratio as a Diagnostic 0 0 0 9 1 1 1 23
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 3 6 8 12 63
On tests and significance in econometrics 0 0 0 142 0 1 4 600
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components 0 0 0 144 1 2 3 471
On the concept of matrix derivative 0 0 1 23 2 3 6 132
On the estimation of a large sparse Bayesian system: The Snaer program 0 0 0 3 2 2 3 38
On the harm that ignoring pretesting can cause 0 0 0 48 1 2 4 154
On the sensitivity of the usual t- and F-tests to covariance misspecification 0 0 0 17 0 2 2 163
Organization of the Experiment 0 0 0 8 0 1 3 177
Pareto utility 0 0 0 17 2 6 11 106
Peer Reporting and the Perception of Fairness 0 0 0 5 7 11 13 81
Records in Athletics Through Extreme-Value Theory 0 0 0 48 0 0 2 144
Rejoinder 0 0 0 3 1 3 3 56
SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS 0 0 0 39 1 2 6 102
Some equivalences in linear estimation (in Russian) 0 0 0 17 1 2 2 97
Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 0 0 0 35 0 0 1 116
Symmetry, 0-1 Matrices and Jacobians: A Review 0 0 0 19 1 2 7 68
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR 0 0 0 6 1 4 5 42
The Bias of Forecasts from a First-Order Autoregression 0 0 0 3 1 2 4 19
The Data: A Brief Description 0 0 0 28 0 1 2 240
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables 0 0 2 28 3 5 12 93
The Third Special Issue on Computational Econometrics 0 0 0 46 1 1 3 140
The effect of health benefits on climate change mitigation policies 0 0 0 9 4 6 7 45
The efficiency of top agents: An analysis through service strategy in tennis 0 0 2 41 2 4 9 238
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 23 0 2 3 110
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 10 3 5 5 67
The expectation of products of quadratic forms in normal variables: the practice 0 0 0 1 0 0 1 6
The final set in a tennis match: Four years at Wimbledon 0 0 0 197 0 3 5 828
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 0 1 139
The moments of products of quadratic forms in normal variables* 0 0 0 3 3 6 9 19
The perception of small crime 0 0 0 17 1 2 5 124
The price of Moscow apartments 0 2 3 191 6 14 19 529
The sensitivity of OLS when the variance matrix is (partially) unknown 0 0 0 24 2 2 3 194
Tolerance of Cheating: An Analysis Across Countries 0 1 4 115 1 5 28 455
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 0 1 82
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia 0 0 1 16 3 3 14 211
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 8 11 12 170
Weighted-Average Least Squares Prediction 0 0 0 1 2 3 6 42
Weighted-average least squares estimation of generalized linear models 0 0 0 18 0 4 13 100
Weighted-average least squares: Beyond the classical linear regression model 2 2 2 2 7 7 7 7
Weighted-average least squares: Improvements and extensions 0 3 3 3 2 6 7 7
Total Journal Articles 2 11 38 3,724 117 235 447 16,380

Book File Downloads Abstract Views
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Analyzing Wimbledon: The Power of Statistics 0 0 0 0 3 6 9 118
Matrix Algebra 0 0 0 0 8 11 16 331
Statistics 0 0 0 0 0 0 0 25
Statistics 0 0 0 0 1 1 3 14
Total Books 0 0 0 0 12 18 28 488

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