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Research Output 2014 2019

  • 11 Article
  • 7 Working paper
  • 1 Comment / Letter to the editor
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”

De Luca, G., Magnus, J. R. & Peracchi, F., 3 Apr 2019, In : Journal of Business and Economic Statistics. 37, 2, p. 217-222 6 p.

Research output: Contribution to JournalComment / Letter to the editorAcademic

stability theory
Causal Effect
Misspecification
Stability Theory
Restriction

Expected utility and catastrophic risk in a stochastic economy–climate model

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C., 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to JournalArticleAcademicpeer-review

Catastrophic risk
Stochastic model
Expected utility
Uncertainty
Climate change

The estimation of normal mixtures with latent variables

Magnus, G. & Magnus, J. R., 8 Feb 2019, In : Communications in Statistics - Theory and Methods. 48, 5, p. 1255-1269 15 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Normal Mixture
Latent Variables
Factor Models
Second derivative
Posterior distribution
2018

BALANCED VARIABLE ADDITION IN LINEAR MODELS

De Luca, G., Magnus, J. R. & Peracchi, F., Sep 2018, In : Journal of Economic Surveys. 32, 4, p. 1183-1200 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Least squares estimator
Inconsistency
Misspecification

Earthquake risk embedded in property prices: Evidence from five Japanese cities

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Yue, Y., 2018, Amsterdam: Tinbergen Institute, 43 p. (TI Discussion Paper Series; vol. 18-061/III).

Research output: Working paperAcademic

Grade expectations: Rationality and overconfidence

Magnus, J. R. & Peresetsky, A. A., 12 Jan 2018, In : Frontiers in Psychology. 8, 2346, p. 1-10 10 p., 2346.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Students
Moscow

Weighted-average least squares estimation of generalized linear models

De Luca, G., Magnus, J. R. & Peracchi, F., 1 May 2018, In : Journal of Econometrics. 204, 1, p. 1-17 17 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Estimator
Least squares
Uncertainty
Generalized linear model
Monte Carlo experiment
2017

Grade Expectations: Rationality and Overconfidence

Magnus, J. R. & Peresetsky, A. A., 2017, Amsterdam: Tinbergen Institute, 28 p. (TI Discussion Paper Series; vol. 17, no. 054/III).

Research output: Working paperProfessional

Weighted-Average Least Squares Estimation of Generalized Linear Models

de Luca, G., Magnus, J. R. & Peracchi, F., 2017, Amsterdam: Tinbergen Institute, 36 p. (TI Discussion Paper Series; no. 17-029/III ).

Research output: Working paperAcademic

2016

The forecast combination puzzle: A simple theoretical explanation

Claeskens, G., Magnus, J. R., Vasnev, A. L. & Wang, W., 2016, In : International Journal of Forecasting. 32, 3, p. 754-762 9 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Forecast combination
Optimality
Guarantee
Stylized facts

Weighted-Average Least Squares Prediction

Magnus, J. R., Wang, W. & Zhang, X., 2 Jul 2016, In : Econometric Reviews. 35, 6, p. 1040-1074 35 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Least squares
Prediction
Predictors
Model uncertainty
Uncertainty
2015

Expected utility and catastrophic consumption risk

Ikefuji, M., Laeven, R. J. A., Magnus, J. R. & Muris, C., 2015, In : Insurance Mathematics & Economics. 64, p. 306-312

Research output: Contribution to JournalArticleAcademicpeer-review

Expected Utility
Cost-benefit Analysis
Utility Function
Insurance
Substitution

Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations

Magnus, J. R. & Vasnev, A. L., 2015, In : International Journal of Forecasting. 31, 3, p. 769-781

Research output: Contribution to JournalArticleAcademicpeer-review

Forecast combination
Econometrics
Sensitivity analysis
Random walk
Autocorrelation

On the Ambiguous Consequences of Omitting Variables

De Luca, G., Magnus, J. R. & Peracchi, F., 2015, Amsterdam: Tinbergen Institute, 24 p. (TI Discussion Paper; no. 15-061/III).

Research output: Working paperProfessional

2014

Adaptation for Mitigation

Ikefuji, M., Magnus, J. R. & Sakamoto, H., 2014, Amsterdam: Tinbergen Institute, 42 p. (TI Discussion Paper; no. 14-126/III).

Research output: Working paperProfessional

Concept-Based Bayesian Model Averaging and Growth Empirics

Magnus, J. R. & Wang, W., 2014, In : Oxford Bulletin of Economics and Statistics. 76, 6, p. 874-897

Research output: Contribution to JournalArticleAcademicpeer-review

Bayesian Model Averaging
empirics
Regression
uncertainty
Uncertainty

Expected Utility and Catastrophic Risk

Ikefuji, M., Laeven, R., Magnus, J. R. & Muris, C., 2014, Amsterdam: Tinbergen Institute, 18 p. (TI Discussion Paper; no. 14-133/III).

Research output: Working paperProfessional

The effect of health benefits on climate change mitigation policies

Ikefuji, M., Magnus, J. R. & Sakamoto, H., 2014, In : Climatic Change. 126, 1-2, p. 229-243

Research output: Contribution to JournalArticleAcademicpeer-review

Health benefits
Climate change mitigation
China
Africa
Economics

The Forecast Combination Puzzle: A Simple Theoretical Explanation

Claeskens, G., Magnus, J. R., Vasnev, A. & Wang, W., 2014, Amsterdam: Tinbergen Institute, 20 p. (TI Discussion Paper; no. 14-127/III).

Research output: Working paperProfessional