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Asymmetric power distribution : theory and applications to risk measurement
Komunjer, Ivana - In: Journal of applied econometrics 22 (2007) 5, pp. 891-921
Persistent link: https://www.econbiz.de/10003550890
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Efficient conditional quantile estimation : the time series case
Komunjer, Ivana (contributor); Vuong, Quang H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003762973
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Semiparametric efficiency bound in time-series models for conditional quantiles
Komunjer, Ivana; Vuong, Quang H. - In: Econometric theory 26 (2010) 2, pp. 383-405
Persistent link: https://www.econbiz.de/10003968595
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Quantile prediction
Komunjer, Ivana - 2013
Persistent link: https://www.econbiz.de/10011507035
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Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana; Zhu, Yinchu - In: Journal of econometrics 218 (2020) 2, pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
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Forecast comparisons in unstable environments
Giacomini, Raffaella; Rossi, Barbara - In: Journal of applied econometrics 25 (2010) 4, pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - In: Annual review of economics 7 (2015), pp. 207-229
Persistent link: https://www.econbiz.de/10011380685
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10011442226
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Forecast comparisons in unstable environments
Giacomini, Raffaella (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003748410
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Forecasting in nonstationary environments : what works and what doesn't in reduced-form and structural models
Giacomini, Raffaella; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10011589604