Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):1--23.
Jan Magnus
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometrics
Website
Key publications
De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.
De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
List of publications
Ikefuji, M., Magnus, JanR. and Yamagata, T. (2024). Revealing priors from posteriors with an application to inflation forecasting in the UK Econometrics Journal, 27(1):151--170.
Magnus, JanR. (2024). A gentle introduction to matrix calculus Journal of Econometrics, 244(1):1--23.
Magnus, JanR. and Vasnev, AndreyL. (2023). On the uncertainty of a combined forecast: The critical role of correlation International Journal of Forecasting, 39(4):1895--1908.
De Luca, G., Magnus, JanR. and Peracchi, F. (2023). Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals Computational Economics, 61(4):1637--1664.
De Luca, G., Magnus, JanR. and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation Journal of Econometrics, 230(2):299--317.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Yue, Y. (2022). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities Journal of the American Statistical Association, 117(537):82--93.
Magnus, JanR., Pijls, HenkG.J. and Sentana, E. (2021). The Jacobian of the exponential function Journal of Economic Dynamics and Control, 127:1--15.
Sakamoto, H., Ikefuji, M. and Magnus, JanR. (2020). Adaptation for Mitigation Environmental and Resource Economics, 75(3):457--484.
Magnus, JanR. and Sentana, E. (2020). Zero-diagonality as a linear structure Economics Letters, 196:1--4.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.
De Luca, G., Magnus, JanR. and Peracchi, F. (2019). Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” Journal of Business and Economic Statistics, 37(2):217--222.
De Luca, G., Magnus, JanR. and Peracchi, F. (2018). BALANCED VARIABLE ADDITION IN LINEAR MODELS Journal of Economic Surveys, 32(4):1183--1200.
De Luca, G., Magnus, JanR. and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models Journal of Econometrics, 204(1):1--17.
Magnus, JanR., Wang, W. and Zhang, X. (2016). Weighted-Average Least Squares Prediction Econometric Reviews, 35(6):1040--1074.
Magnus, JanR. and De Luca, G. (2016). Weighted-average least squares (WALS): A survey Journal of Economic Surveys, 30(1):117--148.
Claeskens, G., Magnus, JanR., Vasnev, AndreyL. and Wang, W. (2016). The forecast combination puzzle: A simple theoretical explanation International Journal of Forecasting, 32(3):754--762.
Magnus, J. and Vasnev, A. (2015). Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations International Journal of Forecasting, 31(3):769--781.
Magnus, J. and Wang, W. (2014). Concept-Based Bayesian Model Averaging and Growth Empirics Oxford Bulletin of Economics and Statistics, 76(6):874--897.
Ji, K., Magnus, JanR. and Wang, W. (2014). Natural Resources, Institutional Quality, and Economic Growth in China Environmental and Resource Economics, 57(3):323--343.
Ikefuji, M., Laeven, RogerJ.A., Magnus, JanR. and Muris, C. (2013). Pareto utility Theory and Decision, 75(1):43--57.
Douhou, S., Magnus, JanR. and van Soest, A. (2012). Peer Reporting and the Perception of Fairness De Economist, 160(3):289--310.