J.R. Magnus

Vrije Universiteit Amsterdam, School of Business and Economics

Professor

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

SCHOLARLY PAPERS

38

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2,563

CITATIONS
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75

Scholarly Papers (38)

1.

Records in Athletics Through Extreme-Value Theory

CentER Discussion Paper Series No. 2006-83
Number of pages: 17 Posted: 12 Oct 2006
John H. J. Einmahl and J.R. Magnus
Tilburg University - Department of Econometrics & Operations Research and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 534 (50,577)
Citation 1

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Endpoint estimation, exceedance probability, ranking, statistics of extremes, world record

2.

Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues

CentER Working Paper Series No. 2011-082
Number of pages: 31 Posted: 25 Jul 2011
Giuseppe De Luca and J.R. Magnus
University of Palermo - d/SEAS and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 435 (65,329)
Citation 8

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model uncertainty, model averaging, Bayesian analysis, exact computation

3.

Are Economic Agents Successful Optimizers? An Analysis Through Service Strategy in Tennis

Tinbergen Institute Discussion Paper No. 06-048/2
Number of pages: 34 Posted: 08 Jun 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 131 (216,766)

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Inefficiency, Frontier, Optimal strategy, Tennis

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 18 Posted: 23 Oct 2013 Last Revised: 01 Sep 2014
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 70 (331,068)
Citation 1

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forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Tinbergen Institute Discussion Paper 14-127/III
Number of pages: 20 Posted: 20 Sep 2014
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR)
Downloads 37 (443,774)
Citation 1

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forecast combination, optimal weights, model selection

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Number of pages: 22 Posted: 05 Mar 2016
KU Leuven - Department of Economics, Vrije Universiteit Amsterdam, School of Business and Economics, University of Sydney and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 16 (562,471)
Citation 2

Abstract:

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forecast combination, optimal weights

5.

A Comparison of Two Averaging Techniques with an Application to Growth Empirics

CentER Discussion Paper Series No. 2008-39
Number of pages: 42 Posted: 17 Apr 2008
J.R. Magnus, Owen Powell and Patricia Prufer
Vrije Universiteit Amsterdam, School of Business and Economics, University of Vienna - Department of Economics and CentERdata
Downloads 99 (265,219)
Citation 3

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model averaging, Bayesian analysis, growth determinants

6.

Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

CentER Discussion Paper Series No. 2010-122
Number of pages: 42 Posted: 05 Dec 2010
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), affiliation not provided to SSRN and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 94 (274,324)
Citation 3

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Economy-climate models, Catastrophe, Expected utility, Heavy tails, Power utility

7.

On the Choice of Prior in Bayesian Model Averaging

CentER Working Paper No. 2011-003
Number of pages: 29 Posted: 31 May 2011 Last Revised: 26 Apr 2017
Tilburg University - Department of Econometrics & Operations Research, Durham University, Business School, Department of Economics and Finance, Students and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 90 (282,008)
Citation 2

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Model averaging, Bayesian analysis, Subbotin prior

8.
Downloads 72 (322,201)
Citation 5

Local Sensitivity and Diagnostic Tests

CentER Discussion Paper No. 2004-105
Number of pages: 29 Posted: 07 Dec 2004
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 45 (410,872)

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Maximum likelihood, sensitivity, diagnostic test, regression

Local Sensitivity and Diagnostic Tests

Econometrics Journal, Vol. 10, No. 1, pp. 166-192, March 2007
Number of pages: 27 Posted: 08 Mar 2007
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 27 (493,207)
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9.

Climate Change, Economic Growth, and Health

CentER Discussion Paper Series No. 2010-86
Number of pages: 40 Posted: 25 Aug 2010
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
University of Tsukuba, Vrije Universiteit Amsterdam, School of Business and Economics and Kyoto University - Department of Economics
Downloads 70 (327,316)
Citation 1

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Climate Change, Health, Economic Growth, Local Dimming, Cobenefits

10.

Resource Abundance and Resource Dependence in China

CentER Discussion Paper Series No. 2010-109
Number of pages: 43 Posted: 14 Oct 2010
J.R. Magnus, Kan Ji and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics, affiliation not provided to SSRN and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 69 (329,890)
Citation 1

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Natural resource curse, Economic growth, China, Institutional quality, Resource abundance, Resource dependence, Regional differences, Policy change

11.

The Perception of Small Crime

CentER Discussion Paper Series No. 2010-115
Number of pages: 32 Posted: 09 Nov 2010
J.R. Magnus, Arthur van Soest and Salima Douhou
Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg University and Tilburg University - Center for Economic Research (CentER)
Downloads 59 (357,446)

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Crime Seriousness, Social Norms, Vignettes

12.

Weitzman Meets Nordhaus: Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model

ISER Discussion Paper No. 825
Number of pages: 36 Posted: 20 Dec 2011
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN
Downloads 54 (372,997)
Citation 2

Abstract:

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economy-climate models, catastrophe, expected utility, heavytails, power utility

13.

Global Warming and Local Dimming: The Statistical Evidence

CentER Discussion Paper Series No. 2011-004
Number of pages: 33 Posted: 21 Jul 2011
J.R. Magnus, Bertrand Melenberg and Chris Muris
Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg University - Center for Economic Research (CentER) and affiliation not provided to SSRN
Downloads 54 (372,997)
Citation 1

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global warming, dimming, aerosols, dynamic panel data

14.

Are Economic Agents Successful Optimizers?: An Analysis Through Strategy in Tennis

CentER Discussion Paper No. 2006-52
Number of pages: 32 Posted: 26 Jul 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 54 (372,997)

Abstract:

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Inefficiency, Frontier, Optimal strategy, Tennis

15.

WALS Prediction

CentER Discussion Paper Series No. 2012-043
Number of pages: 38 Posted: 01 Jun 2012
J.R. Magnus, Wendun Wang and Xinyu Zhang
Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 53 (376,140)

Abstract:

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Model averaging, Model uncertainty, Bayesian analysis, Prediction

16.

Weighted-Average Least Squares Estimation of Generalized Linear Models

Tinbergen Institute Discussion Paper 2017-029/III
Number of pages: 36 Posted: 28 Feb 2017
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads 51 (382,653)

Abstract:

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WALS, model averaging, generalized linear models, Monte Carlo, attrition

17.

Climate Change, Economic Growth, and Health

ISER Discussion Paper No. 785
Number of pages: 40 Posted: 18 Sep 2010 Last Revised: 18 Nov 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
University of Tsukuba, Vrije Universiteit Amsterdam, School of Business and Economics and Kyoto University - Department of Economics
Downloads 50 (385,960)
Citation 1

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Climate change, health, economic growth, local dimming, co-benefits

18.

Scrap Value Functions in Dynamic Decision Problems

CentER Discussion Paper Series No. 2010-77
Number of pages: 18 Posted: 30 Jul 2010
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN
Downloads 49 (389,334)
Citation 2

Abstract:

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Scrap value function, Dynamic optimization, Computation, Short horizon

19.

Expected Utility and Catastrophic Risk

Tinbergen Institute Discussion Paper 14-133/III
Number of pages: 18 Posted: 07 Oct 2014
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and Simon Fraser University (SFU)
Downloads 45 (403,300)
Citation 3

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Expected utility, Catastrophe, Cost-benefit analysis, Risk management, Power utility, Exponential utility, Heavy tails

Concept-Based Bayesian Model Averaging and Growth Empirics

CentER Discussion Paper Series No. 2012-017
Number of pages: 39 Posted: 17 Feb 2012
J.R. Magnus and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 44 (414,729)
Citation 1

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Hierarchical model averaging, Growth determinants, Measurement

Concept‐Based Bayesian Model Averaging and Growth Empirics

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 6, pp. 874-897, 2014
Number of pages: 24 Posted: 28 Oct 2014
J.R. Magnus and Wendun Wang
Vrije Universiteit Amsterdam, School of Business and Economics and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1 (680,350)
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21.
Downloads 42 (414,260)

Adaptation for Mitigation

FEEM Working Paper No. 102.2014
Number of pages: 45 Posted: 11 Dec 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
University of Tsukuba, Vrije Universiteit Amsterdam, School of Business and Economics and Waseda University - School of Social Science
Downloads 27 (493,207)

Abstract:

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Climate Change, Mitigation, Adaptation, Human Capital

Adaptation for Mitigation

Tinbergen Institute Discussion Paper 14-126/III
Number of pages: 42 Posted: 20 Sep 2014
Masako Ikefuji, J.R. Magnus and Hiroaki Sakamoto
University of Tsukuba, Vrije Universiteit Amsterdam, School of Business and Economics and Waseda University - School of Social Science
Downloads 15 (569,000)

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Climate change, mitigation, adaptation, human capital

22.

Peer Reporting and the Perception of Fairness

CentER Working Paper Series No. 2011-068
Number of pages: 25 Posted: 11 Jun 2011
Salima Douhou, J.R. Magnus and Arthur van Soest
Tilburg University - Center for Economic Research (CentER), Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg University
Downloads 42 (414,260)
Citation 1

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Peer reporting, Perception, Social norms, Fairness, Employee theft, Victimization

23.

Grade Expectations: Rationality and Overconfidence

Tinbergen Institute Discussion Paper 17-054/III
Number of pages: 28 Posted: 29 Jun 2017
J.R. Magnus and Anatoly Peresetsky
Vrije Universiteit Amsterdam, School of Business and Economics and National Research University Higher School of Economics
Downloads 39 (425,830)

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Rational expectations, Classroom experiment, Overconfidence, Gender difference, Persistence

24.

WALS Estimation and Forecasting in Factor-Based Dynamic Models with an Application to Armenia

CentER Discussion Paper Series No. 2011-054
Number of pages: 20 Posted: 10 May 2011
J.R. Magnus and Karen Poghosyan
Vrije Universiteit Amsterdam, School of Business and Economics and Government of the Republic of Armenia - Central Bank of the Republic of Armenia
Downloads 32 (455,198)

Abstract:

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Dynamic models, Factor analysis, Model averaging, Monte

25.

Bayesian Integration of Large SNA Data Frameworks with an Application to Guatemala

CentER Discussion Paper No. 2011-022
Number of pages: 47 Posted: 06 Mar 2011 Last Revised: 20 Apr 2011
Jan W. van Tongeren and J.R. Magnus
Tilburg University and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 30 (464,618)

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Macro accounts, system of national accounts, data frameworks, ratios, reliability, Bayesian estimation, sensitivity analysis, aggregation

26.

Practical Use of Sensitivity in Econometrics with an Illustration to Forecast Combinations

Number of pages: 22 Posted: 07 Mar 2013
J.R. Magnus and Andrey L. Vasnev
Vrije Universiteit Amsterdam, School of Business and Economics and University of Sydney
Downloads 29 (469,379)

Abstract:

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Sensitivity analysis, Forecast combination, Yield curve prediction

27.

On the Ambiguous Consequences of Omitting Variables

Tinbergen Institute Discussion Paper 15-061/III
Number of pages: 24 Posted: 22 May 2015
University of Palermo, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Centre for International Studies on Economic Growth (CEIS)
Downloads 28 (474,379)

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Omitted variables, Misspecification, Least-squares estimators, Bias, Mean squared error

28.

The Missing Tablet: Comment on Peter Kennedy's Ten Commandments

Journal of Economic Surveys, Vol. 16, pp. 605-609, 2002
Number of pages: 5 Posted: 14 May 2003
J.R. Magnus
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 28 (474,379)
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29.

Estimation of the Mean of a Univariate Normal Distribution with Known Variance

Econometrics Journal, Vol. 5, pp. 225-236, 2002
Number of pages: 12 Posted: 02 Dec 2002
J.R. Magnus
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 21 (512,982)
Citation 1
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Pretest, Laplace distribution, Regret, Neutral Prior

30.

Notation in Econometrics: A Proposal for a Standard

The Econometrics Journal, Vol. 5, pp. 76-90, 2002
Number of pages: 15 Posted: 31 Dec 2002
Karim M. Abadir and J.R. Magnus
Imperial College Business School and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 18 (530,411)
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31.

Earthquake Risk Embedded in Property Prices: Evidence from Five Japanese Cities

Tinbergen Institute Discussion Paper 2018-061/III
Number of pages: 43 Posted: 01 Aug 2018
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 13 (559,853)
Citation 1

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Earthquake risk, House price, Seismic excitation, Probability weighting, Hedonic pricing, Multivariate error components

32.
Downloads 9 (584,819)

On Theil's Errors

Econometrics Journal, Vol. 8, No. 1, pp. 39-54, March 2005
Number of pages: 16 Posted: 15 Mar 2005
J.R. Magnus and Ashoke Sinha
Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 9 (609,880)
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On Theil's Errors

CentER Working Paper No. 2003-18
Posted: 26 May 2004
J.R. Magnus and Ashoke Sinha
Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg University - Center for Economic Research (CentER)

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BLUS residuals, Recursive residuals, Power comparisons

33.

Balanced Variable Addition in Linear Models

Journal of Economic Surveys, Vol. 32, Issue 4, pp. 1183-1200, 2018
Number of pages: 18 Posted: 20 Aug 2018
University of Palermo, Vrije Universiteit Amsterdam, School of Business and Economics and Georgetown University - Department of Economics
Downloads 1 (648,213)
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Bias amplification, Inconsistency, Least‐squares estimators, Mean squared error, Omitted variables, Proxy variables

34.

Weighted‐Average Least Squares (WALS): A Survey

Journal of Economic Surveys, Vol. 30, Issue 1, pp. 117-148, 2016
Number of pages: 32 Posted: 06 Jan 2016
J.R. Magnus and Giuseppe De Luca
Vrije Universiteit Amsterdam, School of Business and Economics and University of Palermo
Downloads 0 (666,167)
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Computing time, Frequentist versus Bayesian, Least squares, Model averaging, Priors

35.

A Statistical Proof of the Transformation Theorem

Posted: 19 Mar 2012
Karim M. Abadir and J.R. Magnus
Imperial College Business School and Vrije Universiteit Amsterdam, School of Business and Economics

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36.

Burr Utility

CentER Discussion Paper Series No. 2010-81
Posted: 08 Aug 2010
University of Tsukuba, University of Amsterdam - Department of Quantitative Economics (KE), Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN

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Cardinal scale, Utility function, Harmonic absolute risk aversion

37.

On the Independence and Identical Distribution of Points in Tennis

Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-53
Posted: 18 Dec 1998
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics

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38.

A Classical Problem in Linear Regression or How to Estimate the Mean of a Univariate Normal Distribution with Known Variance

CENTER Working Paper No. 9660
Posted: 22 Oct 1996
J.R. Magnus and J. Durbin
Vrije Universiteit Amsterdam, School of Business and Economics and London School of Economics & Political Science (LSE)

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