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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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Global identification of the semiparametric BoxCox model
Komunjer, Ivana - In: Economics letters 104 (2009) 2, pp. 53-56
Persistent link: https://www.econbiz.de/10003870156
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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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Global identification in nonlinear models with moment restrictions
Komunjer, Ivana - In: Econometric theory 28 (2012) 4, pp. 719-729
Persistent link: https://www.econbiz.de/10009669750
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Quasi-maximum likelihood estimation for conditional quantiles
Komunjer, Ivana - In: Journal of econometrics 128 (2005) 1, pp. 137-164
Persistent link: https://www.econbiz.de/10003002294
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Economic theory and forecasting : lessons from the literature
Giacomini, Raffaella - In: The econometrics journal 18 (2015) 2, pp. 22-41
Persistent link: https://www.econbiz.de/10011378469
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Testing models with multiple equilibria by quantile methods
Echenique, Federico; Komunjer, Ivana - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1281-1297
Persistent link: https://www.econbiz.de/10003881964
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Efficient estimation in dynamic conditional quantile models
Komunjer, Ivana; Vuong, Quang H. - In: Journal of econometrics 157 (2010) 2, pp. 272-285
Persistent link: https://www.econbiz.de/10008663018
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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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Semi-parametric estimation of non-separable models : a minimum distance from independence approach
Komunjer, Ivana; Santos, Andres - In: The econometrics journal 13 (2010) 3, pp. 28-55
Persistent link: https://www.econbiz.de/10009007401