Selected publications (in chronological order)
Magnus, J.R., and Durbin, J. (1999). Estimation of regression coefficients of interest when other regression coefficients are of no interest. Econometrica, 67, 639-643.
Magnus, J. R. (2002). Estimation of the mean of a univariate normal distribution with known variance. The Econometrics Journal, 5, 225-236.
Danilov, D. (2005). Estimation of the mean of a univariate normal distribution when the variance is not known. The Econometrics Journal, 8, 277-291.
Magnus, J. R., Powell, O., and Prüfer, P. (2010). A comparison of two model averaging techniques with an application to growth empirics. Journal of Econometrics, 154, 139-153.
Magnus, J. R., Wan, A. T. K., and Zhang, X. (2011). Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. Computational Statistics & Data Analysis, 55, 1331-1341.
Magnus, J. R., and De Luca, G. (2016). Weighted-average least squares: A review. Journal of Economic Surveys, 30, 117-148.
De Luca, G., Magnus, J. R., and Peracchi, F. (2018). Weighted-average least squares estimation of generalized linear models. Journal of Econometrics, 204, 1-17.
De Luca, G., Magnus, J. R., and Peracchi, F. (2022). Sampling properties of the Bayesian posterior mean with an application to WALS estimation. Journal of Econometrics, 230, 299-317.
De Luca, G., Magnus, J. R., and Peracchi, F. (2023). Weighted-average least squares (WALS): Confidence and prediction intervals. Computational Economics, 61, 1637-1664.
De Luca, G., Magnus, J. R., and Peracchi, F. (2025). Bayesian estimation of the normal location model: A non-standard approach. Oxford Bulletin of Economics and Statistics, 87, 913-923.
De Luca, G., and Magnus, J. R. (2025a). Weighted-average least squares estimation of panel data models. In: M. Arashi, A., and Norouzirad, M. (eds), Advances in Shrinkage and Penalized Estimation Strategies: Honoring the Contributions of A. K. Md. Ehsanes Saleh, Emerging Topics in Statistics and Biostatistics. Springer, New York.
De Luca, G., and Magnus, J. R. (2025b). Weighted-average least squares: improvements and extensions. The Stata Journal, 25(3), 587-626.
De Luca, G., and Magnus, J. R. (2025c). Weighted-average least squares: Beyond the simple linear regression model. The Stata Journal, 25(4), 1-40.