Jan R. Magnus

Tinbergen Institute — Netherlands

Mathematics · Physical Sciences

42h-index7.6kcitations429works0.52yr avg
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Research Topics

Advanced Statistical Methods and Models(74), Statistical Methods and Inference(54), Monetary Policy and Economic Impact(52), Matrix Theory and Algorithms(48), Forecasting Techniques and Applications(40)

Publications405 total

Weighted-Average Least Squares Estimation of Panel Data Models
Emerging topics in statistics and biostatistics·2026
Weighted-average least squares: Beyond the classical linear regression model
The Stata Journal Promoting communications on statistics and Stata·2025
The role of data and priors in estimating climate sensitivity
Journal of the Royal Statistical Society Series C (Applied Statistics)·2025Open Access
Weighted-average least squares: Improvements and extensions
The Stata Journal Promoting communications on statistics and Stata·2025· 1 cited
Bayesian Estimation of the Normal Location Model: A Non‐Standard Approach
Oxford Bulletin of Economics and Statistics·2025· 3 citedOpen Access
Maximum likelihood estimation of the linear model with equicorrelated errors
Communication in Statistics- Theory and Methods·2025Open Access
A gentle introduction to matrix calculus
Journal of Econometrics·2024Open Access
A Gentle Introduction to Matrix Calculus
SSRN Electronic Journal·2024Open Access
Revealing priors from posteriors with an application to inflation forecasting in the UK
Econometrics Journal·2023· 2 citedOpen Access
Shrinkage efficiency bounds: An extension
Communication in Statistics- Theory and Methods·2023Open Access
Der Aufsichtsrat in staatlichen Eigen- und Beteiligungsgesellschaften
DUNCKER UND HUMBLOT eBooks·2023
On the uncertainty of a combined forecast: The critical role of correlation
International Journal of Forecasting·2022· 3 citedOpen Access
Statistics and Common Sense
Journal of Statistics and Data Science Education·2022· 1 citedOpen Access
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals
Computational Economics·2022· 10 citedOpen Access
Gauss on least-squares and maximum-likelihood estimation
Archive for History of Exact Sciences·2022· 4 citedOpen Access
A Statistical Explanation of the Dunning–Kruger Effect
Frontiers in Psychology·2022· 35 citedOpen Access
Revealing Priors from Posteriors
SSRN Electronic Journal·2022· 2 citedOpen Access
Weak Versus Strong Dominance of Shrinkage Estimators
Journal of Quantitative Economics·2021· 2 citedOpen Access
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Journal of Econometrics·2021· 8 citedOpen Access
Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
Journal of the American Statistical Association·2021· 10 citedOpen Access
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Frequent Co-authors

Heinz Neudecker(7), Franc Klaassen(4), Karim M. Abadir(3), Andrey L. Vasnev(3), Wendun Wang(3), Mary S. Morgan(3), Gerda Claeskens(2), Dmitri L. Danilov(2), Giuseppe De Luca(2), Anatoly Peresetsky(2), Risto D. H. Heijmans(2), Owen Powell(1), Patricia Prüfer(1), Victor Polterovich(1), Alexei Savvateev(1), Isabella Verdinelli(1), Kan Ji(1), J. Durbin(1), Otilia Boldea(1), Hugo A. Keuzenkamp(1)