Ivana Komunjer

发表

Existence and Uniqueness of Semiparametric Projections

Giuseppe Ragusa, Ivana Komunjer, 2009 .

Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?

Allan Timmermann, Ivana Komunjer, Graham Elliott, 2008 .

Estimation and Testing of Forecast Rationality under Flexible Loss

Allan Timmermann, Ivana Komunjer, Graham Elliott, 2005 .

NBER WORKING PAPER SERIES WHAT GOODS DO COUNTRIES TRADE? A QUANTITATIVE EXPLORATION OF RICARDO'S IDEAS

D. Donaldson, Ivana Komunjer, 2011 .

EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS

Giuseppe Ragusa, Ivana Komunjer, 2016, Econometric Theory.

Chapter 17 - Quantile Prediction

Ivana Komunjer, Ivana Komunjer, 2013 .

Semi�?Parametric Estimation of Non�?Separable Models: A Minimum Distance from Independence Approach

Ivana Komunjer, 2009 .

Efficient estimation in dynamic conditional quantile models

Q. Vuong, Ivana Komunjer, 2010 .

Efficientt Conditional Quantile Estimation: The Time Series Case

Q. Vuong, Ivana Komunjer, 2006 .

WHAT GOODS DO COUNTRIES TRADE ? A STRUCTURAL RICARDIAN MODEL

Ivana Komunjer, Arnaud Costinot, 2008 .

Evaluation and Combination of Conditional Quantile Forecasts ¤ Ra ¤ aella Giacomini

Ivana Komunjer, 2002 .

UC San Diego Recent Work Title Existence and Uniqueness of Semiparametric Projections Permalink

Giuseppe Ragusa, Ivana Komunjer, 2009 .

SEMIPARAMETRIC EFFICIENT ESTIMATION IN STRUCTURAL TIME SERIES CROSS

B. Hansen, P. Schmidt, N. Meddahi, 2007 .

Global Identification In Nonlinear Semiparametric Models

Ivana Komunjer, 2008 .

Learning from a Piece of Pie

P. Chiappori, Ivana Komunjer, Olivier Donni, 2012 .

What Goods Do Countries Trade? New Ricardian Predictions

Ivana Komunjer, Arnaud Costinot, 2006 .

Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models

Ivana Komunjer, Yinchu Zhu, 2020 .

What Goods Do Countries Trade? A Quantitative Exploration of Ricardo&Apos;S Ideas

D. Donaldson, Ivana Komunjer, Arnaud Costinot, 2010 .

Minimum Distance Estimation of Dynamic Models with Errors-in-Variables

Serena Ng, Nikolay Gospodinov, Ivana Komunjer, 2014 .

The Federal Reserve's Forecast Asymmetries Over the Business Cycle

Michael T. Owyang, Ivana Komunjer, J. Caunedo, 2011 .

MEASUREMENT ERRORS IN DYNAMIC MODELS

Serena Ng, Ivana Komunjer, 2013, Econometric Theory.

A Perturbation Approach to Nonlinear Filtering : The Case of Stochastic Volatility

Natalia Sizova, Ivana Komunjer, N. Sizova, 2022 .

SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES

Quang Vuong, Ivana Komunjer, Q. Vuong, 2009, Econometric Theory.

Nonparametric identification and estimation of transformation models

P. Chiappori, Dennis Kristensen, Ivana Komunjer, 2015 .

Dynamic Identification of Dynamic Stochastic General Equilibrium Models

Serena Ng, Ivana Komunjer, 2011 .

Dynamic Identification of DSGE Models

Serena Ng, Ivana Komunjer, Serena Ng, 2009 .

A Test For Monotone Comparative Statics

F. Echenique, Ivana Komunjer, 2007 .

Testing Models With Multiple Equilibria by Quantile Methods

F. Echenique, Ivana Komunjer, 2009 .

Multivariate Forecast Evaluation and Rationality Testing

Michael T. Owyang, Ivana Komunjer, 2007, Review of Economics and Statistics.

Multivariate Forecast Evaluation and Rationality Testing

Michael T. Owyang, Ivana Komunjer, 2007, Review of Economics and Statistics.

Consistent Estimation for Aggregated GARCH Processes

Ivana Komunjer, 2001 .

Asymmetric power distribution: Theory and applications to risk measurement

Ivana Komunjer, Ivana Komunjer, 2007 .

Evaluation and Combination of Conditional Quantile Forecasts

Ivana Komunjer, Raffaella Giacomini, R. Giacomini, 2002 .

Indirect Estimation of Panel Models With Time Varying Latent Components

Serena Ng, Ivana Komunjer, Serena Ng, 2010 .

GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS

Ivana Komunjer, 2012, Econometric Theory.

Global identification of the semiparametric Box-Cox model

Ivana Komunjer, Ivana Komunjer, 2009 .

Quasi-maximum likelihood estimation for conditional quantiles

Ivana Komunjer, Ivana Komunjer, 2005 .

Consistent Estimation for Aggregated GARCH

Ivana Komunjer, 2001 .

ON THE NONPARAMETRIC IDENTIFICATION OF MULTIPLE CHOICE MODELS

P. Chiappori, Ivana Komunjer, 2009 .

Correct Specification and Identification of Nonparametric Transformation Models

P. Chiappori, Ivana Komunjer, 2008 .

IDENTIFICATION , ESTIMATION , AND SPECIFICATION TESTING OF NONPARAMETRIC TRANSFORMATION MODELS

P. Chiappori, Dennis Kristensen, Ivana Komunjer, 2009 .

NONPARAMETRIC IDENTIFICATION IN NONLINEAR SIMULTANEOUS EQUATIONS MODELS : THE CASE OF COVARIANCE RESTRICTIONS

P. Chiappori, Dennis Kristensen, Ivana Komunjer, 2017 .

Simulated minimum distance estimation of dynamic models with errors-in-variables

Nikolay Gospodinov, Serena Ng, Ivana Komunjer, 2017 .

Small Sample Properties of Likelihood Ratio Tests in Linear State Space Models: An Application to DSGE Model Validation

Ivana Komunjer, Yinchu Zhu, 2016 .

On the Identification of DSGE Models

Serena Ng, Ivana Komunjer, 2009 .

Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts

Michael T. Owyang, Ivana Komunjer, J. Caunedo, 2018, Journal of Money, Credit and Banking.

Estimating Loss Function Parameters

Allan Timmermann, Ivana Komunjer, Graham Elliott, 2003 .

Semiparametric Efficiency Bound and M-Estimation in Time-Series Models for Conditional Quantiles

Q. Vuong, Ivana Komunjer, 2006 .