Books by Jan R. Magnus

16 books found

Matrix differential calculus with applications in statistics and econometrics

Matrix differential calculus with applications in statistics and econometrics

19886 ed.
Introduction to the Theory of Econometrics

Introduction to the Theory of Econometrics

20171 ed.
The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept

The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept

19882 ed.
Linear structures

Linear structures

19881 ed.
Symmetry, 0-1 matrices, and Jacobians

Symmetry, 0-1 matrices, and Jacobians

19841 ed.
Interfuel substitution and separability in Dutch manufacturing

Interfuel substitution and separability in Dutch manufacturing

19841 ed.
On differentiating Eigenvalues and Eigenvectors

On differentiating Eigenvalues and Eigenvectors

19841 ed.
Least-squares autoregression with near-unit root

Least-squares autoregression with near-unit root

19881 ed.
The exact moments of a ratio of quadratic forms in normal variables

The exact moments of a ratio of quadratic forms in normal variables

19861 ed.
The bias of forecasts from a first-order autoregression

The bias of forecasts from a first-order autoregression

19871 ed.
Some properties of the bordered Hessian matrix

Some properties of the bordered Hessian matrix

19851 ed.
Analyzing Wimbledon

Analyzing Wimbledon

20135 ed.
Matrix Algebra

Matrix Algebra

20055 ed.
Methodology and tacit knowledge

Methodology and tacit knowledge

19991 ed.
Matrix algebra

Matrix algebra

20051 ed.
Statistics

Statistics

20183 ed.