Jan R. Magnus
· 16 obras en el catálogo
Obras
Matrix algebra
The bias of forecasts from a first-order autoregression
1987
The exact moments of a ratio of quadratic forms in normal variables
1986
Interfuel substitution and separability in Dutch manufacturing
1984
Least-squares autoregression with near-unit root
1988
Linear structures
1988
On differentiating Eigenvalues and Eigenvectors
1984
Some properties of the bordered Hessian matrix
1985
Symmetry, 0-1 matrices, and Jacobians
1984
The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
1988
Matrix differential calculus with applications in statistics and econometrics
1988
Statistics
Analyzing Wimbledon
Matrix Algebra
Introduction to the Theory of Econometrics
