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Magnus, Jan R.

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Author ID: magnus.jan-r Recent zbMATH articles by "Magnus, Jan R."
Published as: Magnus, J. R.; Magnus, Jan R.
Documents Indexed: 58 Publications since 1978, including 8 Books

Publications by Year

Citations contained in zbMATH

46 Publications have been cited 1,483 times in 1,251 Documents Cited by Year
Matrix differential calculus with applications in statistics and econometrics. Zbl 0651.15001
Magnus, Jan R.; Neudecker, Heinz
450
1988
Matrix differential calculus with applications in statistics and econometrics. Revised edition. Zbl 0912.15003
Magnus, Jan R.; Neudecker, Heinz
297
1999
The commutation matrix: Some properties and applications. Zbl 0414.62040
Magnus, Jan R.; Neudecker, H.
170
1979
Matrix algebra. Zbl 1084.15001
Abadir, Karim M.; Magnus, Jan R.
52
2005
Linear structures. Zbl 0667.15010
Magnus, Jan R.
52
1988
The elimination matrix: Some lemmas and applications. Zbl 0497.15014
Magnus, Jan R.; Neudecker, H.
50
1980
On the harm that ignoring pretesting can cause. Zbl 1282.91257
Danilov, Dmitry; Magnus, Jan R.
36
2004
L-structured matrices and linear matrix equations. Zbl 0527.15006
Magnus, Jan R.
34
1983
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix. Zbl 0389.62049
Magnus, Jan R.
30
1978
The moments of products of quadratic forms in normal variables. Zbl 0406.62031
Magnus, Jan R.
28
1978
Estimation of regression coefficients of interest when other regression coefficients are of no interest. Zbl 1056.62525
Magnus, Jan R.; Durbin, J.
25
1999
Maximum likelihood estimation of the multivariate normal mixture model. Zbl 1205.62065
Boldea, Otilia; Magnus, Jan R.
20
2009
The traditional pretest estimator. Zbl 1045.62069
Magnus, J. R.
19
1999
Estimation of the mean of a univariate normal distribution with known variance. Zbl 0992.62025
Magnus, Jan R.
17
2002
A comparison of two model averaging techniques with an application to growth empirics. Zbl 1431.62654
Magnus, Jan R.; Powell, Owen; Prüfer, Patricia
15
2010
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products. Zbl 0585.62114
Magnus, Jan R.; Neudecker, H.
15
1985
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
13
2002
The sensitivity of OLS when the variance matrix is (partially) unknown. Zbl 0951.62050
Banerjee, Anurag N.; Magnus, Jan R.
13
1999
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case. Zbl 0659.62127
Heijmans, Risto D. H.; Magnus, Jan R.
12
1986
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations. Zbl 0603.62033
Heijmans, R. D. H.; Magnus, J. R.
12
1986
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood. Zbl 0497.62054
Magnus, Jan R.
12
1982
The expectation of products of quadratic forms in normal variables: the practice. Zbl 0412.60024
Magnus, Jan R.
12
1979
Local sensitivity and diagnostic tests. Zbl 1116.62078
Magnus, Jan R.; Vasnev, Andrey L.
11
2007
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. Zbl 1328.65034
Magnus, Jan R.; Wan, Alan T. K.; Zhang, Xinyu
8
2011
Forecasting the winner of a tennis match. Zbl 1037.90559
Klaassen, Franc J. G. M.; Magnus, Jan R.
8
2003
On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification. Zbl 0970.62042
Banerjee, Anurag N.; Magnus, Jan R.
8
2000
The exact multi-period mean-square forecast error for the first-order autoregressive model. Zbl 0668.62070
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram
8
1988
A representation theorem for (tr \(A^ p)^{1/p}\). Zbl 0632.15011
Magnus, Jan R.
8
1987
Records in athletics through extreme-value theory. Zbl 1286.62047
Einmahl, John H. J.; Magnus, Jan R.
7
2008
Matrix differential calculus with applications in statistics and econometrics. 3rd updated edition. Zbl 1411.15003
Magnus, Jan R.; Neudecker, Heinz
5
2019
On the concept of matrix derivative. Zbl 1196.15025
Magnus, Jan R.
4
2010
On the unbiasedness of iterated GLS estimators. Zbl 0432.62045
Don, F. J. Henk; Magnus, Jan R.
4
1980
Expected utility and catastrophic consumption risk. Zbl 1348.91152
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris
3
2015
The third special issue on computational econometrics. Zbl 1161.62447
Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Magnus, Jan R. (ed.)
3
2007
On Theil’s errors. Zbl 1085.62074
Magnus, Jan R.; Sinha, Ashoke K.
3
2005
Methodology and tacit knowledge: two experiments in econometrics. Zbl 0924.62120
Magnus, Jan R.; Morgan, Mary S.
3
1999
A characterization of Bayesian robustness for a normal location parameter. Zbl 1294.62007
Kumar, Kamlesh; Magnus, Jan R.
2
2013
Pareto utility. Zbl 1273.91173
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris
2
2013
Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
2
2011
The asymptotic variance of the pseudo maximum likelihood estimator. Zbl 1237.62071
Magnus, Jan R.
2
2007
On certain moments relating to ratios of quadratic forms in normal variables: Further results. Zbl 0717.62047
Magnus, Jan R.
2
1990
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Zbl 0692.62075
Magnus, Jan R.; Pesaran, Bahram
2
1989
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
1
2018
Global warming and local dimming: the statistical evidence. Zbl 1232.62159
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
1
2011
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples. Zbl 0775.62127
Magnus, J. R.; Pesaran, B.
1
1993
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components. Zbl 0687.62042
Magnus, Jan R.; Woodland, Alan D.
1
1988
Matrix differential calculus with applications in statistics and econometrics. 3rd updated edition. Zbl 1411.15003
Magnus, Jan R.; Neudecker, Heinz
5
2019
Statistics. Zbl 1401.62001
Abadir, Karim M.; Heijmans, Risto D. H.; Magnus, Jan R.
1
2018
Expected utility and catastrophic consumption risk. Zbl 1348.91152
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris
3
2015
A characterization of Bayesian robustness for a normal location parameter. Zbl 1294.62007
Kumar, Kamlesh; Magnus, Jan R.
2
2013
Pareto utility. Zbl 1273.91173
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris
2
2013
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. Zbl 1328.65034
Magnus, Jan R.; Wan, Alan T. K.; Zhang, Xinyu
8
2011
Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
2
2011
Global warming and local dimming: the statistical evidence. Zbl 1232.62159
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
1
2011
A comparison of two model averaging techniques with an application to growth empirics. Zbl 1431.62654
Magnus, Jan R.; Powell, Owen; Prüfer, Patricia
15
2010
On the concept of matrix derivative. Zbl 1196.15025
Magnus, Jan R.
4
2010
Maximum likelihood estimation of the multivariate normal mixture model. Zbl 1205.62065
Boldea, Otilia; Magnus, Jan R.
20
2009
Records in athletics through extreme-value theory. Zbl 1286.62047
Einmahl, John H. J.; Magnus, Jan R.
7
2008
Local sensitivity and diagnostic tests. Zbl 1116.62078
Magnus, Jan R.; Vasnev, Andrey L.
11
2007
The third special issue on computational econometrics. Zbl 1161.62447
Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Magnus, Jan R. (ed.)
3
2007
The asymptotic variance of the pseudo maximum likelihood estimator. Zbl 1237.62071
Magnus, Jan R.
2
2007
Matrix algebra. Zbl 1084.15001
Abadir, Karim M.; Magnus, Jan R.
52
2005
On Theil’s errors. Zbl 1085.62074
Magnus, Jan R.; Sinha, Ashoke K.
3
2005
On the harm that ignoring pretesting can cause. Zbl 1282.91257
Danilov, Dmitry; Magnus, Jan R.
36
2004
Forecasting the winner of a tennis match. Zbl 1037.90559
Klaassen, Franc J. G. M.; Magnus, Jan R.
8
2003
Estimation of the mean of a univariate normal distribution with known variance. Zbl 0992.62025
Magnus, Jan R.
17
2002
Notation in econometrics: A proposal for a standard. Zbl 1037.62502
Abadir, Karim M.; Magnus, Jan R.
13
2002
On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification. Zbl 0970.62042
Banerjee, Anurag N.; Magnus, Jan R.
8
2000
Matrix differential calculus with applications in statistics and econometrics. Revised edition. Zbl 0912.15003
Magnus, Jan R.; Neudecker, Heinz
297
1999
Estimation of regression coefficients of interest when other regression coefficients are of no interest. Zbl 1056.62525
Magnus, Jan R.; Durbin, J.
25
1999
The traditional pretest estimator. Zbl 1045.62069
Magnus, J. R.
19
1999
The sensitivity of OLS when the variance matrix is (partially) unknown. Zbl 0951.62050
Banerjee, Anurag N.; Magnus, Jan R.
13
1999
Methodology and tacit knowledge: two experiments in econometrics. Zbl 0924.62120
Magnus, Jan R.; Morgan, Mary S.
3
1999
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples. Zbl 0775.62127
Magnus, J. R.; Pesaran, B.
1
1993
On certain moments relating to ratios of quadratic forms in normal variables: Further results. Zbl 0717.62047
Magnus, Jan R.
2
1990
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept. Zbl 0692.62075
Magnus, Jan R.; Pesaran, Bahram
2
1989
Matrix differential calculus with applications in statistics and econometrics. Zbl 0651.15001
Magnus, Jan R.; Neudecker, Heinz
450
1988
Linear structures. Zbl 0667.15010
Magnus, Jan R.
52
1988
The exact multi-period mean-square forecast error for the first-order autoregressive model. Zbl 0668.62070
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram
8
1988
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components. Zbl 0687.62042
Magnus, Jan R.; Woodland, Alan D.
1
1988
A representation theorem for (tr \(A^ p)^{1/p}\). Zbl 0632.15011
Magnus, Jan R.
8
1987
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case. Zbl 0659.62127
Heijmans, Risto D. H.; Magnus, Jan R.
12
1986
On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations. Zbl 0603.62033
Heijmans, R. D. H.; Magnus, J. R.
12
1986
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products. Zbl 0585.62114
Magnus, Jan R.; Neudecker, H.
15
1985
L-structured matrices and linear matrix equations. Zbl 0527.15006
Magnus, Jan R.
34
1983
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood. Zbl 0497.62054
Magnus, Jan R.
12
1982
The elimination matrix: Some lemmas and applications. Zbl 0497.15014
Magnus, Jan R.; Neudecker, H.
50
1980
On the unbiasedness of iterated GLS estimators. Zbl 0432.62045
Don, F. J. Henk; Magnus, Jan R.
4
1980
The commutation matrix: Some properties and applications. Zbl 0414.62040
Magnus, Jan R.; Neudecker, H.
170
1979
The expectation of products of quadratic forms in normal variables: the practice. Zbl 0412.60024
Magnus, Jan R.
12
1979
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix. Zbl 0389.62049
Magnus, Jan R.
30
1978
The moments of products of quadratic forms in normal variables. Zbl 0406.62031
Magnus, Jan R.
28
1978
all top 5

Cited by 1,716 Authors

36 Neudecker, Heinz
25 Liu, Shuangzhe
25 Magnus, Jan R.
21 Yuan, Kehai
18 Bentler, Peter M.
13 Mukaidani, Hiroaki
12 Yuan, Shifang
12 Zou, Guohua
11 Boik, Robert J.
11 Wan, Alan T. K.
10 Wansbeek, Tom J.
10 Zhang, Xinyu
9 Díaz-García, José A.
9 Schott, James R.
9 von Rosen, Dietrich
8 Duong, Tarn
8 Inoue, Atsushi
8 Kano, Yutaka
8 Sentana, Enrique
8 Tracy, Derrick Shannon
7 Galea, Manuel
7 Harrar, Solomon W.
7 Hayashi, Kentaro
7 Hermoso-Carazo, Aurora
7 Kollo, Tõnu
7 Liao, Anping
7 Linares-Pérez, Josefa
7 Ogasawara, Haruhiko
7 Galvão Patriota, Alexandre
7 Potscher, Benedikt M.
7 Satorra, Albert
7 Wang, Qingwen
6 Arellano-Valle, Reinaldo Boris
6 Baltagi, Badi H.
6 Bao, Yong
6 Caballero-Águila, Raquel
6 Caswell, Hal
6 Klein, André
6 Krijnen, Wim P.
6 Pesaran, M. Hashem
6 Polasek, Wolfgang
6 Stahlecker, Peter
6 Taniguchi, Masanobu
6 Trenkler, Götz
6 van Dijk, Herman K.
6 Wand, Matthew P.
6 Zadrozny, Peter A.
5 Cheng, Daizhan
5 Ji, Jun
5 Jinadasa, Kankanam G.
5 Kuersteiner, Guido M.
5 Nott, David J.
5 Phillips, Peter Charles Bonest
5 Smith, Richard J.
5 Tian, Yongge
5 Ullah, Aman
5 Yang, Bo
4 Abadir, Karim M.
4 Ahmed, Syed Ejaz
4 Banerjee, Anurag N.
4 Biscay, Rolando J.
4 Boswijk, H. Peter
4 Cavicchioli, Maddalena
4 Chacón, José E.
4 Chan, Wai
4 Colombi, Roberto
4 Cordeiro, Gauss Moutinho
4 Don, F. J. Henk
4 Fëdorov, Valeriĭ V.
4 Fiorentini, Gabriele
4 Francq, Christian
4 Gupta, Arjun Kumar
4 Hahn, Jinyong
4 Holmquist, Björn
4 Hu, Xiyan
4 Jimenez, Juan Carlos
4 Kakizawa, Yoshihide
4 Kapetanios, George
4 Kilian, Lutz
4 Lachos Dávila, Víctor Hugo
4 Leeb, Hannes
4 Leonov, Sergei L.
4 Liang, Hua
4 Lütkepohl, Helmut
4 Muris, Chris
4 Nakamori, Seiichi
4 Paindaveine, Davy
4 Paula, Gilberto A.
4 Pollock, D. Stephen G.
4 Schmid, Wolfgang
4 Sultan, Shagufta A.
4 Tan, Linda S. L.
4 Wang, Haiying
4 Wang, Wan-Lun
4 Wiens, Douglas P.
4 Zhadan, Vitaliǐ Grigor’evich
3 Adachi, Kohei
3 Al Zhour, Zeyad Abdel Aziz
3 Amman, Hans M.
3 Bar-Hen, Avner
...and 1,616 more Authors
all top 5

Cited in 209 Serials

152 Journal of Econometrics
94 Journal of Multivariate Analysis
77 Linear Algebra and its Applications
68 Computational Statistics and Data Analysis
47 Psychometrika
41 Communications in Statistics. Theory and Methods
34 Journal of Statistical Planning and Inference
33 Statistics & Probability Letters
33 Econometric Theory
31 Economics Letters
25 Statistics
23 Automatica
21 Applied Mathematics and Computation
20 Statistical Papers
19 Journal of Economic Dynamics & Control
18 The Annals of Statistics
13 The Econometrics Journal
12 Computers & Mathematics with Applications
11 Journal of Applied Statistics
11 Electronic Journal of Statistics
10 Linear and Multilinear Algebra
10 Journal of Statistical Computation and Simulation
9 Annals of the Institute of Statistical Mathematics
8 Journal of Computational and Applied Mathematics
8 Journal of Time Series Analysis
8 Econometric Reviews
8 Computational Statistics
8 Communications in Statistics. Simulation and Computation
8 Bernoulli
7 The Canadian Journal of Statistics
7 Metrika
7 Stochastic Analysis and Applications
7 Signal Processing
7 European Journal of Operational Research
7 Journal of Nonparametric Statistics
7 Statistics and Computing
6 Biometrics
6 Journal of Mathematical Psychology
6 Machine Learning
6 Statistische Hefte
5 International Journal of Control
5 Journal of the Franklin Institute
5 Journal of Mathematical Analysis and Applications
5 Test
5 Australian & New Zealand Journal of Statistics
5 Extremes
5 Journal of Systems Science and Complexity
5 Journal of Applied Mathematics
4 Journal of Optimization Theory and Applications
4 Statistica Neerlandica
4 Mathematical and Computer Modelling
4 Journal of Mathematical Imaging and Vision
4 Statistical Methods and Applications
4 Statistical Methodology
4 Journal of the Korean Statistical Society
3 Computer Physics Communications
3 International Journal of Mathematical Education in Science and Technology
3 Journal of Computational Physics
3 Scandinavian Journal of Statistics
3 Bulletin of Mathematical Biology
3 Kybernetika
3 Metron
3 Theoretical Population Biology
3 American Journal of Mathematical and Management Sciences
3 SIAM Journal on Matrix Analysis and Applications
3 Neural Computation
3 Applications of Mathematics
3 Automation and Remote Control
3 International Journal of Computer Mathematics
3 Pattern Recognition
3 Stochastic Processes and their Applications
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Journal of Geodesy
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Statistical Modelling
3 Journal of Forecasting
3 Advances in Data Analysis and Classification. ADAC
3 The Annals of Applied Statistics
3 Journal of the Italian Statistical Society
3 Science China. Mathematics
3 Bayesian Analysis
2 Journal of Mathematical Biology
2 Lithuanian Mathematical Journal
2 Mathematical Biosciences
2 Biometrical Journal
2 Computing
2 International Journal of Mathematics and Mathematical Sciences
2 Journal of the American Statistical Association
2 Journal of Differential Equations
2 The Journal of Mathematical Sociology
2 Optimal Control Applications & Methods
2 Insurance Mathematics & Economics
2 Acta Applicandae Mathematicae
2 Physica D
2 Applied Numerical Mathematics
2 Computers & Operations Research
2 Multidimensional Systems and Signal Processing
2 Applied Mathematical Modelling
2 International Journal of Robust and Nonlinear Control
2 SIAM Journal on Optimization
...and 109 more Serials
all top 5

Cited in 43 Fields

930 Statistics (62-XX)
164 Linear and multilinear algebra; matrix theory (15-XX)
160 Numerical analysis (65-XX)
122 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
83 Probability theory and stochastic processes (60-XX)
69 Systems theory; control (93-XX)
50 Operations research, mathematical programming (90-XX)
30 Computer science (68-XX)
26 Information and communication theory, circuits (94-XX)
23 Calculus of variations and optimal control; optimization (49-XX)
18 Real functions (26-XX)
17 Biology and other natural sciences (92-XX)
16 Ordinary differential equations (34-XX)
10 Dynamical systems and ergodic theory (37-XX)
9 Combinatorics (05-XX)
8 Operator theory (47-XX)
7 Special functions (33-XX)
6 Geophysics (86-XX)
5 Quantum theory (81-XX)
4 General and overarching topics; collections (00-XX)
4 Partial differential equations (35-XX)
4 Difference and functional equations (39-XX)
4 Approximations and expansions (41-XX)
4 Mechanics of deformable solids (74-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 Differential geometry (53-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Fluid mechanics (76-XX)
2 Mathematical logic and foundations (03-XX)
2 Field theory and polynomials (12-XX)
2 Algebraic geometry (14-XX)
2 Associative rings and algebras (16-XX)
2 Nonassociative rings and algebras (17-XX)
2 Functional analysis (46-XX)
1 History and biography (01-XX)
1 Commutative algebra (13-XX)
1 Measure and integration (28-XX)
1 Functions of a complex variable (30-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Algebraic topology (55-XX)
1 Mechanics of particles and systems (70-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Citations by Year