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Disambiguation of "Magnus, Jan R."

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On Differentiating Eigenvalues and Eigenvectors

. Econometric Theory, 1 (2): pp. 179-191 (1985)

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Jan Magnus Lauerbach

Jan Magnus Guldbakke

Jan R Krezer

Jan R Okrasiński

Jan R Westphal

 

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The exact multi-period mean-square forecast error for the first-order autoregressive model, , and . Journal of Econometrics, 39 (3): 327--346 (November 1988)Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest, and . Econometrica, 67 (3): 639--643 (121 05 1999)doi: 10.1111/1468-0262.00040.Forecasting the winner of a tennis match., and . Eur. J. Oper. Res., 148 (2): 257-267 (2003)The exact moments of a ratio of quadratic forms in normal variables. Annales D'Économie et de statistique, (1986)Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case, and . Journal of Econometrics, 32 (2): 253--285 (July 1986)The sensitivity of OLS when the variance matrix is (partially) unknown, and . Journal of Econometrics, 92 (2): 295--323 (October 1999)Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market., , and . Comput. Stat. Data Anal., 55 (3): 1331-1341 (2011)On Differentiating Eigenvalues and Eigenvectors. Econometric Theory, 1 (2): pp. 179-191 (1985)The Missing Tablet: Comment on Peter Kennedy's Ten Commandments. Journal of Economic Surveys, 16 (4): 605--609 (244 09 2002)doi: 10.1111/1467-6419.00181.Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix. Journal of Econometrics, 7 (3): 281--312 (April 1978)