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Quantile prediction
Komunjer, Ivana - 2013
Persistent link: https://www.econbiz.de/10011507035
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - 2002
Persistent link: https://www.econbiz.de/10001683584
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana; Owyang, Michael T. - In: The review of economics and statistics 94 (2012) 4, pp. 1066-1080
Persistent link: https://www.econbiz.de/10009668433
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Estimating loss function pararmeters
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001748802
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Federal reserve forecasts : asymmetry and state-dependence
Caunedo, Julieta; DiCecio, Riccardo; Komunjer, Ivana; … - 2013
Persistent link: https://www.econbiz.de/10009722026
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003741004
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Evaluation and combination of conditional quantile forecasts
Giacomini, Raffaella; Komunjer, Ivana - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 416-431
Persistent link: https://www.econbiz.de/10003193455
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820
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Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002911904
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003781743