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 5 14
A Comparison of Two Averaging Techniques with an Application to Growth Empirics 0 0 0 10 2 5 7 60
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 3 5 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 3 4 23
A note on instrumental variables and maximum likelihood estimation procedures 0 0 0 17 1 3 4 81
A note on instrumental variables and maximum likelihood estimation procedures 0 0 1 1 1 1 4 7
A representation theorem for (trAp)1/p 0 0 0 0 1 2 2 14
ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 6 0 3 3 21
Adaptation for Mitigation 1 1 1 2 2 5 9 38
Adaptation for Mitigation 0 0 0 10 1 6 7 63
Adaptation for Mitigation 0 0 0 39 1 8 8 79
Adaptation for mitigation 0 0 0 13 0 6 11 59
An experiment in applied econometrics 0 0 0 1 0 1 1 6
Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis 0 0 0 8 1 4 6 62
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis 0 1 1 113 1 5 11 330
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations 0 0 0 1 1 3 6 22
Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix 0 0 0 0 1 3 5 10
Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala 0 0 0 11 1 3 4 47
Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues 0 0 0 36 1 5 9 124
Benzine is al eens duurder geweest 0 0 0 0 1 3 3 11
Burr Utility 0 0 0 5 0 2 4 32
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS 0 0 0 4 0 2 2 14
CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE 0 0 0 18 3 9 13 58
Climate Change, Economic Growth, and Health 0 0 0 27 1 4 7 104
Climate change, economic growth, and health 0 0 1 68 1 6 10 141
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 6 9 172
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 7 0 2 6 41
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 0 1 6 7 14
Consistency of Maximum Likelihood Estimators When Observations Are Dependent 0 1 2 5 0 5 17 37
Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case 0 0 0 2 0 4 4 35
De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007 0 0 0 3 0 0 2 19
Design of the experiment 0 0 0 2 0 3 3 13
EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES 0 0 0 1 0 3 4 274
EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS 0 0 0 0 0 1 1 255
Earthquake risk embedded in property prices: Evidence from five Japanese cities 0 0 0 23 1 5 7 81
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 3 0 1 2 38
Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known 0 0 0 0 0 1 2 6
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples 0 0 0 5 0 0 0 15
Evaluation of moments of quadratic forms in normal variables 0 0 0 0 0 3 3 5
Evaluation of moments of quadratic forms in normal variables 0 0 0 1 0 3 9 19
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 4 6 9
Evaluation of moments of ratios of quadratic forms in normal variables and related statistics 0 0 0 0 0 2 2 16
Expected Utility and Catastrophic Risk 0 0 1 42 1 5 11 105
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 0 0 2 8 18
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 13 0 6 10 81
FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) 0 0 0 0 0 3 5 337
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 1 0 4 5 13
Forecast Accuracy after Pretesting with an Application to the Stock Market 0 0 0 5 1 3 5 33
Forecasting the Winner of a Tennis Match 0 0 0 47 0 2 5 177
Forecasting the Winner of a Tennis Match 0 0 0 2 4 7 12 37
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 4 0 5 8 26
Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) 0 0 0 1 1 3 5 11
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 5 1 6 8 71
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 0 1 3 6 23
Grade Expectations: Rationality and Overconfidence 0 0 1 90 3 8 14 206
How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon 0 0 0 5 0 7 8 42
Inter-fuel substitution in Dutch manufacturing 0 0 0 3 0 7 9 38
L-structured matrices and linear matrix equations 0 0 0 3 0 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 0 7 7 52
Local Sensitivity and Diagnostic Tests 0 0 0 0 1 7 10 13
MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory 0 0 1 7 1 6 9 33
Macro accounts estimation using indicator ratios 0 0 0 0 1 5 5 9
Matrix differential calculus and static optimization Part III- differentials: Practice 0 0 0 7 0 3 9 31
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products 0 0 1 12 0 3 8 54
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 85 0 10 14 394
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 0 11 14 44
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 0 3 1 3 4 25
Maximum likelihood estimation of the multivariate normal mixture model 0 0 0 1 1 9 11 34
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 2 0 3 6 49
Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) 0 0 0 0 0 1 2 7
Notation in Econometrics: A Proposal for a Standard 0 0 0 39 1 6 10 187
Notation in Econometrics: A Proposal for a Standard 0 0 0 1 1 4 6 10
ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 1 4 6 14
ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 2 2 15
On Theil's Errors 0 0 1 4 0 1 2 31
On Theil's Errors 0 0 1 2 0 8 11 17
On Theils' errors 0 0 0 1 1 2 3 8
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 1 6 8 92
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 0 0 3 4 26
On some definitions in matrix algebra 0 0 0 106 1 6 6 268
On tests and significance in econometrics 0 0 0 0 0 2 3 6
On tests and significance in econometrics 0 0 0 18 0 4 5 64
On tests and significance in econometrics 0 0 0 7 0 2 2 59
On the Ambiguous Consequences of Omitting Variables 0 0 0 49 1 7 8 93
On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations 0 0 0 4 0 1 6 19
On the Choice of Prior in Bayesian Model Averaging 0 0 0 0 0 1 3 8
On the Choice of Prior in Bayesian Model Averaging 0 0 0 16 0 4 5 81
On the Harm that Pretesting Does 0 0 0 0 0 5 5 10
On the Harm that Pretesting Does 0 0 0 3 0 4 7 35
On the Independence and Identical Distribution of Points in Tennis 0 0 0 3 0 2 3 13
On the Independence and Identical Distribution of Points in Tennis 0 0 0 13 1 7 8 52
On the Unbiasedness of Iterated GLS Estimators 0 0 0 2 0 6 6 28
On the ambiguous consequences of omitting variables 0 0 1 17 0 2 6 81
On the estimation of a large sparse Bayesian system: the Snaer program 0 0 0 36 4 6 7 140
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations 0 0 0 1 0 4 6 21
On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations 0 0 0 2 0 1 2 13
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 6 7 11
On the fundamental bordered matrix of linear estimation 0 0 0 2 0 2 3 9
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 3 0 3 4 23
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components 0 0 0 1 1 2 2 9
On the sensitivity of the t-statistic 0 0 0 1 0 1 2 6
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 0 0 0 1
On the sensitivity of the usual t-and f-tests to AR(1) misspecification 0 0 0 0 1 1 1 14
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 1 1 3 13
Organization of the experiment 0 0 0 0 0 0 1 11
Peer Reporting and the Perception of Fairness 0 0 0 0 0 7 8 12
Peer Reporting and the Perception of Fairness 0 0 0 3 0 4 5 60
Posterior moments and quantiles for the normal location model with Laplace prior 0 0 0 13 0 3 7 70
Practical use of sensitivity in econometrics with an illustration to forecast combinations 0 0 0 26 2 4 6 24
Records in Athletics through Extreme-Value Theory 0 0 0 2 0 2 4 18
Records in Athletics through Extreme-Value Theory 0 0 1 11 1 8 10 88
Resource Abundance and Resource Dependence in China 0 0 0 32 0 4 4 158
Resource Abundance and Resource Dependence in China 0 0 0 0 0 2 3 8
SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW 0 0 0 3 1 4 8 28
Sampling properties of the Bayesian posterior mean with an application to WALS estimation 0 0 0 26 0 1 1 33
Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation 0 0 0 10 3 6 8 45
Scrap Value Functions in Dynamic Decision Problems 0 0 0 7 0 2 4 75
Scrap Value Functions in Dynamic Decision Problems 0 0 0 0 0 4 5 11
Separability and aggregation 0 0 0 2 0 3 4 16
Separability and aggregation 0 0 0 0 0 1 2 7
Some properties of a generalized two-error components matrix (problem 01.5.1) 0 0 0 0 0 1 1 16
Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 0 0 0 2 0 3 5 18
Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 0 0 0 4 0 3 5 21
Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems 0 0 0 1 0 0 2 10
Symmetry, 0-1 matrices and Jacobians: A review 0 0 1 4 1 1 5 25
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 14 0 9 11 124
Testing some common tennis hypotheses: Four years at Wimbledon 0 0 0 0 0 1 1 3
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 0 1 8 11 33
Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown 0 0 0 1 2 2 2 5
The ET interview: Professor J. Tinbergen 0 0 0 3 0 2 5 22
The Forecast Combination Puzzle: A Simple Theoretical Explanation 0 0 0 101 2 6 9 195
The Jacobian of the exponential function 0 0 0 44 1 3 7 50
The Perception of Small Crime 0 0 0 5 0 3 4 58
The Perception of Small Crime 0 0 0 0 0 3 5 12
The asymptotic variance of the pseudo maximum likelihood estimator 0 0 1 63 0 2 6 217
The bias of forecasts from a first-order autoregression 0 0 0 0 0 2 4 13
The bias of forecasts from a first-order autoregression (Revised version) 0 0 0 0 0 2 3 17
The central limit theorem for student's distribution (problem 03.6.1) 0 0 0 0 0 0 1 10
The commutation matrix: Some properties and applications 0 0 1 53 1 6 7 189
The commutation matrix: some theorems and applications 0 0 1 6 1 5 10 44
The data: A brief description 0 0 0 0 0 1 1 7
The elimination matrix: Some lemmas and applications 0 0 3 88 0 3 11 243
The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description 0 0 0 1 1 1 1 10
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 0 4 16 1 5 11 51
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 0 0 2 3 7
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 1 2 2 2 12
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 0 0 4 6 11
The exact multi-period meansquare forecast error for the first-order autoregressive model 0 0 0 0 0 4 4 10
The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica 0 0 0 2 0 1 2 10
The forecast combination puzzle: a simple theoretical explanation 0 0 0 9 1 5 10 58
The maximum number of omitted variables, Problem 00.2.2 0 0 0 0 0 0 2 8
The moments of products of quadratic forms in normal variables 0 0 0 16 2 8 9 50
The perception of climate sensitivity: Revealing priors from posteriors 0 0 0 8 2 7 11 27
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 4 5 16
WALS Prediction 0 0 0 6 0 2 2 65
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 10 0 4 6 95
WALS estimation and forecasting in factor-based dynamic models with an application to Armenia 0 0 0 1 0 8 10 25
Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon 0 0 0 1 0 0 1 15
Weighted-Average Least Squares Estimation of Generalized Linear Models 0 0 0 41 1 4 6 227
Weighted-average least squares estimation of generalized linear models 0 0 1 20 0 6 14 84
Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model 0 0 1 53 0 10 16 136
Zero-diagonality as a linear structure 0 0 0 3 1 6 7 23
Total Working Papers 1 3 28 1,937 83 606 941 8,911

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 45
03.6.1 The Central Limit Theorem for Student's Distribution—Solution 0 0 0 19 0 1 2 78
03.6.1. The Central Limit Theorem for Student's Distribution 0 0 0 6 0 1 2 62
A Note on Instrumental Variables and Maximum Likelihood Estimation Procedures 0 0 0 3 0 9 14 32
A comparison of two model averaging techniques with an application to growth empirics 0 0 2 320 0 5 12 827
Adaptation for Mitigation 1 1 2 13 1 8 14 69
Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model 0 1 1 183 0 3 9 439
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations 0 0 0 1 0 0 3 15
BALANCED VARIABLE ADDITION IN LINEAR MODELS 0 0 2 17 0 4 8 62
Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues 0 0 0 206 0 6 11 741
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 4 7 46
Concept-Based Bayesian Model Averaging and Growth Empirics 0 0 0 1 1 5 5 49
Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case 0 0 0 143 0 4 5 356
Design of the Experiment 0 0 0 62 4 6 7 332
Editors' introduction: The significance of testing in econometrics 0 0 0 22 0 1 2 98
Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest 0 0 0 1 1 5 5 404
Estimation of Variance Components and Applications 0 1 3 9 0 2 6 32
Estimation of the mean of a univariate normal distribution with known variance 0 0 0 122 0 2 3 1,113
Expected utility and catastrophic consumption risk 0 0 0 10 0 3 6 63
Expected utility and catastrophic risk in a stochastic economy–climate model 0 0 2 12 1 6 9 107
Forecast accuracy after pretesting with an application to the stock market 0 0 1 48 0 4 6 245
Forecasting the winner of a tennis match 0 0 1 124 2 5 16 362
Global Warming and Local Dimming: The Statistical Evidence 0 0 0 13 0 4 4 94
HANDBOOK OF MATRICES 0 0 1 59 0 3 7 219
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations 0 0 0 5 2 6 7 42
Local sensitivity and diagnostic tests 0 0 0 49 0 5 5 371
Maximum Likelihood Estimation of the Multivariate Normal Mixture Model 0 0 1 10 1 4 7 70
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix 0 0 1 220 0 4 9 1,073
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood 0 0 0 108 0 3 7 308
NATIONAL ACCOUNTS ESTIMATION USING INDICATOR RATIOS 0 0 0 2 0 2 4 12
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 14 0 3 5 52
Natural Resources, Institutional Quality, and Economic Growth in China 0 0 0 51 0 6 15 192
Notation in econometrics: a proposal for a standard 0 0 0 309 1 3 10 1,456
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS 0 0 0 1 0 3 4 20
On Differentiating Eigenvalues and Eigenvectors 1 1 2 60 2 6 14 173
On Theil's errors 0 0 0 48 0 2 3 252
On Using the t -Ratio as a Diagnostic 0 0 0 9 1 4 4 26
On levies to reduce the nitrogen surplus: The case of Dutch pig farms 0 0 0 3 0 7 13 64
On tests and significance in econometrics 0 0 0 142 1 4 6 604
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components 0 0 0 144 0 4 6 474
On the concept of matrix derivative 0 0 1 23 1 5 8 135
On the estimation of a large sparse Bayesian system: The Snaer program 0 0 0 3 5 13 14 49
On the harm that ignoring pretesting can cause 0 0 0 48 3 6 9 159
On the sensitivity of the usual t- and F-tests to covariance misspecification 0 0 0 17 0 7 9 170
Organization of the Experiment 0 0 0 8 1 2 3 179
Pareto utility 0 0 0 17 0 3 12 107
Peer Reporting and the Perception of Fairness 0 0 0 5 0 8 14 82
Records in Athletics Through Extreme-Value Theory 0 0 0 48 1 2 4 146
Rejoinder 0 0 0 3 0 2 4 57
SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS 0 0 0 39 0 7 11 108
Some equivalences in linear estimation (in Russian) 0 0 0 17 3 7 8 103
Substitution between Energy and Non-Energy Inputs in the Netherlands, 1950-1976 0 0 0 35 0 3 4 119
Symmetry, 0-1 Matrices and Jacobians: A Review 0 1 1 20 0 4 9 71
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR 0 0 0 6 0 5 9 46
The Bias of Forecasts from a First-Order Autoregression 0 0 0 3 0 3 5 21
The Data: A Brief Description 0 0 0 28 0 1 3 241
The Exact Moments of a Ratio of Quadratic Forms in Normal Variables 0 0 2 28 0 3 11 93
The Third Special Issue on Computational Econometrics 0 0 0 46 2 7 7 146
The effect of health benefits on climate change mitigation policies 0 0 0 9 1 7 10 48
The efficiency of top agents: An analysis through service strategy in tennis 0 1 3 42 0 8 15 244
The exact multi-period mean-square forecast error for the first-order autoregressive model 0 0 0 23 0 5 7 115
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept 0 0 0 10 0 6 8 70
The expectation of products of quadratic forms in normal variables: the practice 0 0 0 1 0 1 2 7
The final set in a tennis match: Four years at Wimbledon 0 0 0 197 2 7 11 835
The forecast combination puzzle: A simple theoretical explanation 0 0 0 17 0 1 1 140
The moments of products of quadratic forms in normal variables* 0 0 0 3 0 4 10 20
The perception of small crime 0 0 0 17 0 2 6 125
The price of Moscow apartments 0 1 4 192 2 14 26 537
The sensitivity of OLS when the variance matrix is (partially) unknown 0 0 0 24 0 4 5 196
Tolerance of Cheating: An Analysis Across Countries 1 1 3 116 2 8 16 462
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS 0 0 0 24 0 3 3 85
WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia 0 0 0 16 0 7 15 215
WEIGHTED-AVERAGE LEAST SQUARES (WALS): A SURVEY 0 0 0 11 1 2 3 71
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 1 16 20 178
Weighted-Average Least Squares Prediction 0 0 0 1 0 3 6 43
Weighted-average least squares estimation of generalized linear models 0 0 0 18 3 6 17 106
Weighted-average least squares: Beyond the classical linear regression model 0 3 3 3 1 12 12 12
Weighted-average least squares: Improvements and extensions 0 0 3 3 1 7 12 12
Total Journal Articles 3 11 39 3,733 49 369 633 16,632

Book File Downloads Abstract Views
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Analyzing Wimbledon: The Power of Statistics 0 0 0 0 0 10 16 125
Matrix Algebra 0 0 0 0 6 17 23 340
Statistics 0 0 0 0 0 4 5 17
Statistics 0 0 0 0 1 3 3 28
Total Books 0 0 0 0 7 34 47 510

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