Ivana Komunjer
Names
| first: |
Ivana |
| last: |
Komunjer |
Identifer
Contact
Affiliations
-
Georgetown University
/ Economics Department
Research profile
author of:
- Evaluation and Combination of Conditional Quantile Forecasts (RePEc:bes:jnlbes:v:23:y:2005:p:416-431)
by Giacomini, Raffaella & Komunjer, Ivana - Evaluation and Combination of Conditional Quantile Forecasts (RePEc:boc:bocoec:571)
by Raffaella Giacomini & Ivana Komunjer - Existence and Uniqueness of Semiparametric Projections (RePEc:cdl:ucsdec:qt0wg3j51c)
by Komunjer, Ivana & Ragusa, Giuseppe - Consistent Estimation for Aggregated GARCH (RePEc:cdl:ucsdec:qt1fp2v3q7)
by Komunjer, Ivana - Global Identification In Nonlinear Semiparametric Models (RePEc:cdl:ucsdec:qt2r59d87f)
by Komunjer, Ivana - Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach (RePEc:cdl:ucsdec:qt32k957bp)
by Komunjer, Ivana & Santos, Andres - Evaluation and Combination of Conditional Quantile Forecasts (RePEc:cdl:ucsdec:qt4n99t4wz)
by Giacomini, Raffaella & Komunjer, Ivana - Correct Specification and Identification of Nonparametric Transformation Models (RePEc:cdl:ucsdec:qt4v12m2rg)
by Chiappori, Pierre-Andre & Komunjer, Ivana - A Test For Monotone Comparative Statics (RePEc:cdl:ucsdec:qt76d4p2kb)
by Komunjer, Ivana & Echenique, Federico - Efficientt Conditional Quantile Estimation: The Time Series Case (RePEc:cdl:ucsdec:qt78842570)
by Komunjer, Ivana & Vuong, Quang - Multivariate Forecast Evaluation And Rationality Testing (RePEc:cdl:ucsdec:qt81w8m5sf)
by Komunjer, Ivana & OWYANG, MICHAEL - What Goods Do Countries Trade? New Ricardian Predictions (RePEc:cdl:ucsdec:qt86n316hw)
by Costinot, Arnaud & Komunjer, Ivana - Global Identification In Nonlinear Semiparametric Models (RePEc:cdl:ucsdec:qt8dk0n386)
by Komunjer, Ivana - Global Identification of the Semiparametric Box-Cox Model (RePEc:cdl:ucsdec:qt97s197d4)
by Komunjer, Ivana - What Good Do Countries Trade? New Ricardian Predictions (RePEc:cdl:ucsdec:qt9t9818ng)
by Costinot, Arnaud & Komunjer, Ivana - Quasi-Maximum Likelihood Estimation for Conditional Quantiles (RePEc:clt:sswopa:1139)
by Komunjer, Ivana - Testing Models w/ multiple equilibria by quantile methods (RePEc:clt:sswopa:1244)
by Echenique, Federico & Komunjer, Ivana - A test for monotone comparative statics (RePEc:clt:sswopa:1278)
by Echenique, Federico & Komunjer, Ivana - Estimating Loss Function Parameters (RePEc:cpr:ceprdp:3821)
by Timmermann, Allan & Elliott, Graham & Komunjer, Ivana - Semiparametric Efficiency Bound In Time-Series Models For Conditional Quantiles (RePEc:cup:etheor:v:26:y:2010:i:02:p:383-405_10)
by Komunjer, Ivana & Vuong, Quang - Global Identification In Nonlinear Models With Moment Restrictions (RePEc:cup:etheor:v:28:y:2012:i:04:p:719-729_00)
by Komunjer, Ivana - Measurement Errors In Dynamic Models (RePEc:cup:etheor:v:30:y:2014:i:01:p:150-175_00)
by Komunjer, Ivana & Ng, Serena - Existence And Characterization Of Conditional Density Projections (RePEc:cup:etheor:v:32:y:2016:i:04:p:947-987_00)
by Komunjer, Ivana & Ragusa, Giuseppe - Testing Models With Multiple Equilibria by Quantile Methods (RePEc:ecm:emetrp:v:77:y:2009:i:4:p:1281-1297)
by Federico Echenique & Ivana Komunjer - Dynamic Identification of Dynamic Stochastic General Equilibrium Models (RePEc:ecm:emetrp:v:79:y:2011:i:6:p:1995-2032)
by Ivana Komunjer & Serena Ng - Asymmetric Power Distribution: Theory and Applications to Risk Measurement (RePEc:ecm:latm04:44)
by Ivana Komunjer - Testing Models with Multiple Equilibria by Quantile Methods (RePEc:ecm:nasm04:447)
by Ivana Komunjer & Federico Echenique - Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (RePEc:ecm:nasm04:601)
by Allan Timmermann & Graham Elliott & Ivana Komunjer - Semi-parametric estimation of non-separable models: a minimum distance from independence approach (RePEc:ect:emjrnl:v:13:y:2010:i:3:p:s28-s55)
by Ivana Komunjer & Andres Santos - Quantile Prediction (RePEc:eee:ecofch:2-961)
by Komunjer, Ivana - Global identification of the semiparametric Box-Cox model (RePEc:eee:ecolet:v:104:y:2009:i:2:p:53-56)
by Komunjer, Ivana - Quasi-maximum likelihood estimation for conditional quantiles (RePEc:eee:econom:v:128:y:2005:i:1:p:137-164)
by Komunjer, Ivana - Efficient estimation in dynamic conditional quantile models (RePEc:eee:econom:v:157:y:2010:i:2:p:272-285)
by Komunjer, Ivana & Vuong, Quang - Nonparametric identification and estimation of transformation models (RePEc:eee:econom:v:188:y:2015:i:1:p:22-39)
by Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis - Simulated minimum distance estimation of dynamic models with errors-in-variables (RePEc:eee:econom:v:200:y:2017:i:2:p:181-193)
by Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena - Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models (RePEc:eee:econom:v:218:y:2020:i:2:p:561-586)
by Komunjer, Ivana & Zhu, Yinchu - Biases In Macroeconomic Forecasts: Irrationality Or Asymmetric Loss? (RePEc:een:camaaa:2005-14)
by Graham Elliott & Ivana Komunjer & Allan Timmermann - A Test for Monotone Comparative Statics (RePEc:eme:aecozz:s0731-9053(2013)0000032007)
by Federico Echenique & Ivana Komunjer - Minimum Distance Estimation of Dynamic Models with Errors-In-Variables (RePEc:fip:fedawp:2014-11)
by Nikolay Gospodinov & Ivana Komunjer & Serena Ng - Multivariate forecast evaluation and rationality testing (RePEc:fip:fedlwp:2007-047)
by Ivana Komunjer & Michael T. Owyang - Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts (RePEc:fip:fedlwp:2013-012)
by Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang - Asymmetric power distribution: Theory and applications to risk measurement (RePEc:jae:japmet:v:22:y:2007:i:5:p:891-921)
by Ivana Komunjer - Nonparametric Identification and Estimation of Transformation Models (RePEc:kud:kuieca:2011_01)
by Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen - What Goods Do Countries Trade? New Ricardian Predictions (RePEc:nbr:nberwo:13691)
by Arnaud Costinot & Ivana Komunjer - What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas (RePEc:nbr:nberwo:16262)
by Arnaud Costinot & Dave Donaldson & Ivana Komunjer - Estimation and Testing of Forecast Rationality under Flexible Loss (RePEc:oup:restud:v:72:y:2005:i:4:p:1107-1125)
by Graham Elliott & Allan Timmermann & Ivana Komunjer - Learning from a Piece of Pie (RePEc:oup:restud:v:79:y:2012:i:1:p:162-195)
by Pierre-André Chiappori & Olivier Donni & Ivana Komunjer - What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas (RePEc:oup:restud:v:79:y:2012:i:2:p:581-608)
by Arnaud Costinot & Dave Donaldson & Ivana Komunjer - The Alpha-Quantile Distribution Function and its Applications to Financial Modeling (RePEc:sce:scecf2:288)
by Ivana Komunjer - Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? (RePEc:tpr:jeurec:v:6:y:2008:i:1:p:122-157)
by Graham Elliott & Ivana Komunjer & Allan Timmermann - Multivariate Forecast Evaluation and Rationality Testing (RePEc:tpr:restat:v:94:y:2012:i:4:p:1066-1080)
by Ivana Komunjer & Michael T. Owyang - Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts (RePEc:wly:jmoncb:v:52:y:2020:i:1:p:205-228)
by Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang