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~subject:"Time series analysis"
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Time series analysis
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Giacomini, Raffaella
7
Rossi, Barbara
6
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2
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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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2
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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3
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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4
Quantile prediction
Komunjer, Ivana
-
2013
Persistent link: https://www.econbiz.de/10011507035
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5
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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6
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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7
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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8
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
Saved in:
9
Forecast comparisons in unstable environments
Giacomini, Raffaella
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003748410
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10
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
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