J.R. Magnus

Vrije Universiteit Amsterdam, School of Business and Economics

Professor

De Boelelaan 1105

Amsterdam, 1081HV

Netherlands

SCHOLARLY PAPERS

43

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Top 10,205

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85

CROSSREF CITATIONS

38

Scholarly Papers (43)

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 585 (59,565)
Citation 2

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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 515 (69,927)
Citation 17

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model uncertainty, model averaging, Bayesian analysis, exact computation

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 78 (392,360)
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 41 (535,724)
Citation 2

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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 26 (625,081)
Citation 8

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forecast combination, optimal weights

4.

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 142 (258,864)

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Inefficiency, Frontier, Optimal strategy, Tennis

5.

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 115 (302,984)
Citation 7

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

6.

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 111 (310,628)
Citation 27

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model averaging, Bayesian analysis, growth determinants

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 95 (344,414)
Citation 2

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Model averaging, Bayesian analysis, Subbotin prior

8.

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 86 (366,586)
Citation 2

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

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 73 (403,101)

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

10.

The Perception of Small Crime

CentER Discussion Paper Series No. 2010-115
Number of pages: 32 Posted: 09 Nov 2010
Vrije Universiteit Amsterdam, School of Business and Economics, Tilburg UniversityNetspar and Tilburg University - Center for Economic Research (CentER)
Downloads 69 (415,620)

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Crime Seriousness, Social Norms, Vignettes

11.

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 65 (428,851)
Citation 4

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global warming, dimming, aerosols, dynamic panel data

12.

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 - Department of Economics and Finance
Downloads 62 (439,272)
Citation 1

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

13.

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 61 (442,708)

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Inefficiency, Frontier, Optimal strategy, Tennis

14.

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 57 (457,455)

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Model averaging, Model uncertainty, Bayesian analysis, Prediction

15.

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 55 (464,910)
Citation 2

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

16.

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 55 (464,910)
Citation 2

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Scrap value function, Dynamic optimization, Computation, Short horizon

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 54 (468,683)
Citation 1

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

18.

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 51 (480,714)
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 48 (502,113)
Citation 2

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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 (837,405)
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20.
Downloads 48 (493,251)

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 32 (585,588)

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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 16 (702,264)

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Climate change, mitigation, adaptation, human capital

21.

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 47 (497,648)

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Maximum likelihood, sensitivity, diagnostic test, regression

22.

Peer Reporting and the Perception of Fairness

CentER Working Paper Series No. 2011-068
Number of pages: 25 Posted: 11 Jun 2011
Tilburg University - Center for Economic Research (CentER), Vrije Universiteit Amsterdam, School of Business and Economics and Tilburg UniversityNetspar
Downloads 44 (510,920)
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 41 (524,832)

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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 37 (544,532)

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Dynamic models, Factor analysis, Model averaging, Monte

25.

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 36 (549,752)
Citation 1

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

26.

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 - Department of Economics and Finance
Downloads 35 (555,003)
Citation 1

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

27.

Weighted-average Least Squares (WALS): Confidence and Prediction Intervals

Tinbergen Institute Discussion Paper 2021-038/III, d/SEAS Working Paper Forthcoming
Number of pages: 42 Posted: 10 May 2021
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 34 (560,358)
Citation 1

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post-selection estimators; adaptive lasso; frequentist model averaging; WALS; confidence intervals; prediction intervals; Monte Carlo simulations

28.

Sampling Properties of the Bayesian Posterior Mean With an Application to WALS Estimation

Tinbergen Institute Discussion Paper 2020-015/III, d/SEAS Working Paper Forthcoming
Number of pages: 38 Posted: 09 Mar 2020
University of Palermo - d/SEAS, Vrije Universiteit Amsterdam, School of Business and Economics and Georgetown University - Department of Economics
Downloads 34 (560,358)
Citation 1

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Normal Location Model, Posterior Moments and Cumulants, Higher-Order Delta Method Approximations, Double-Shrinkage Estimators, WALS

29.

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 34 (560,358)

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

30.

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 30 (582,664)

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Sensitivity analysis, Forecast combination, Yield curve prediction

31.

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

Number of pages: 5 Posted: 14 May 2003
J.R. Magnus
Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 28 (594,834)
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32.

Weak Versus Strong Dominance of Shrinkage Estimators

Tinbergen Institute Discussion Paper 2021-007/III, d/SEAS Working Paper Forthcoming
Number of pages: 32 Posted: 26 Jan 2021
Giuseppe De Luca and J.R. Magnus
University of Palermo - d/SEAS and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 18 (663,469)
Citation 1

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Shrinkage, Dominance, James-Stein

The Perception of Climate Sensitivity: Revealing Priors from Posteriors

Tinbergen Institute Discussion Paper 2020-046/III
Number of pages: 23 Posted: 04 Sep 2020
Masako Ikefuji and J.R. Magnus
University of Tsukuba and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 11 (744,566)

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revealed prior, climate sensitivity, IPCC

The Perception of Climate Sensitivity: Revealing Priors From Posteriors

ISEr DP No. 1111
Number of pages: 25 Posted: 01 Feb 2021
Masako Ikefuji and J.R. Magnus
University of Tsukuba and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 6 (787,616)

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Revealed prior, climate sensitivity, IPCC

34.

The Jacobian of the Exponential Function

Tinbergen Institute Discussion Paper 2020-035/III
Number of pages: 26 Posted: 14 Jul 2020
J.R. Magnus, Henk Pijls and Enrique Sentana
Vrije Universiteit Amsterdam, School of Business and Economics, University of Amsterdam and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 16 (678,025)
Citation 1

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Matrix differential calculus, Orthogonal matrix, Continuous-time Markov chain, Ornstein-Uhlenbeck process

35.

A Statistical Explanation of the Dunning-Kruger Effect

Tinbergen Institute Discussion Paper 2021-092/III
Number of pages: 17 Posted: 02 Nov 2021
J.R. Magnus and Anatoly Peresetsky
Vrije Universiteit Amsterdam, School of Business and Economics and National Research University Higher School of Economics
Downloads 15 (685,539)

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Dunning-Kruger Effect, Boundary Conditions, Tobit Model

36.

Zero-Diagonality as a Linear Structure

Tinbergen Institute Discussion Paper 2020-039/III
Number of pages: 12 Posted: 22 Jul 2020
J.R. Magnus and Enrique Sentana
Vrije Universiteit Amsterdam, School of Business and Economics and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 10 (724,591)
Citation 1

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Diagonality, Networks, Restricted matrices, Structural vector autoregressions

37.

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 (800,684)
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Bias amplification, Inconsistency, Least‐squares estimators, Mean squared error, Omitted variables, Proxy variables

38.

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 (818,047)
Citation 3
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Computing time, Frequentist versus Bayesian, Least squares, Model averaging, Priors

39.

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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40.

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

41.

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

42.

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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43.

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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