Personal profile

Personal information

Jan magnus is visiting professor at the department of Econometrics and Operations Research of the Vrije Universiteit and he is Emeritus Professor at the Department of Econometrics & Operations Research, Tilburg University. He is research fellow of CentER and the Tinbergen Institute. Magnus is (co)author of nine books and over one hundred scientific papers. 

Research

His current interests are mainly model averaging, sensitivity analysis, catastrophe, and sport statistics.

Ancillary activities

No ancillary activities

Last update Ancillary Activities: Amsterdam (2018-01-24)

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Research Output 2014 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: ProfessionalWorking paper

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: ScientificWorking paper

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: Scientific - peer-reviewArticle

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: Scientific - peer-reviewArticle

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: Scientific - peer-reviewArticle