Ivana Komunjer : Citation Profile


Are you Ivana Komunjer?

Georgetown University

13

H index

16

i10 index

1408

Citations

RESEARCH PRODUCTION:

21

Articles

26

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 74
   Journals where Ivana Komunjer has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 13 (0.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko295
   Updated: 2024-01-16    RAS profile: 2023-09-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ivana Komunjer.

Is cited by:

Pierdzioch, Christian (52)

Clements, Michael (29)

Lee, Tae Hwy (29)

Redding, Stephen (28)

GUPTA, RANGAN (24)

de Paula, Aureo (22)

Yotov, Yoto (20)

mayer, thierry (19)

Kim, Tae-Hwan (18)

Rasul, Imran (18)

Manera, Matteo (15)

Cites to:

Newey, Whitney (21)

Diebold, Francis (20)

Powell, James (17)

West, Kenneth (17)

Chernozhukov, Victor (16)

Chen, Xiaohong (15)

McCracken, Michael (10)

Schorfheide, Frank (10)

Sargent, Thomas (9)

Ng, Serena (8)

Bollerslev, Tim (7)

Main data


Where Ivana Komunjer has published?


Journals with more than one article published# docs
Journal of Econometrics5
Econometric Theory4
Review of Economic Studies3
Econometrica2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego13
Econometric Society 2004 North American Summer Meetings / Econometric Society2
Working Papers / Federal Reserve Bank of St. Louis2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Ivana Komunjer (2024 and 2023)


YearTitle of citing document
2023.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2023Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2023Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578.

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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2023). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921.

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2023Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340.

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2023Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Modeling economies of scope in joint production: Convex regression of input distance function. (2023). Kuosmanen, Timo ; Dai, Sheng. In: Papers. RePEc:arx:papers:2311.11637.

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2023From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2023Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023.

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2023.

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2023Technology advantage, terms of trade, and pattern of trade. (2023). Wu, Shangfen ; Lee, Chengte. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:166-174.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2023.

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2023Immigration and the Slope of the Labor Demand Curve: The Role of Firm Heterogeneity in a Model of Regional Labor Markets. (2023). Nguyen, Tuan ; Muller, Tobias ; Ariu, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10344.

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2023Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Information Frictions, Investment Promotion, and Multinational Production: Firm-Level Evidence. (2023). Martincus, Christian Volpe ; de Artinano, Ignacio Marra ; Carballo, Jeronimo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/355528.

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2023Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840.

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2023Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204.

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2023Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597.

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2023Identification of unobserved distribution factors and preferences in the collective household model. (2023). Hubner, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:301-326.

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2023Indirect inference estimation of dynamic panel data models. (2023). Yu, Xuewen ; Bao, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1027-1053.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023A solution to the global identification problem in DSGE models. (2023). Kocięcki, Andrzej ; Kolasa, Marcin ; Kocicki, Andrzej. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001938.

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2023Comparative advantage with many goods: New treatment and results. (2023). Toraubally, Waseem A. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:3:p:1188-1201.

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2023Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. (2023). Petrella, Ivan ; Zhang, Yunyi ; Garratt, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001184.

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2023On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821.

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2023Optimal monetary policy under bounded rationality. (2023). Bounader, Lahcen ; Benchimol, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000517.

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2023Gains from trade and their quantification: Does sectoral disaggregation matter?. (2023). Moramarco, Graziano ; Bolatto, Stefano. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:44-68.

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2023Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331.

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2023Assessment of the importance of climate, land, and soil on the global supply for agricultural products and global food security: Evidence from Madagascar. (2023). Rabezanahary, Mirindra Finaritra ; Yongjian, PU ; Andrianarimanana, Mihasina Harinaivo. In: Food Policy. RePEc:eee:jfpoli:v:115:y:2023:i:c:s0306919223000015.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?. (2023). Nguyen, My T ; Mitchell, James ; Filippou, Ilias. In: Working Papers. RePEc:fip:fedcwq:96636.

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2023.

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2023The Economies’ Ability to Produce Diversified and Complex Goods to Meet the Global Competition: Role of Gross Value Chain, Institutional Quality, and Human Capital. (2023). Imran, Muhammad ; Nadeem, Muhammad ; Ul, Shamsheer ; Shahbaz, Pomi ; Nan, Ding. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6513-:d:1121252.

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2023Herding in Probabilistic Forecasts. (2023). Satopaa, Ville ; Keppo, Jussi ; Jia, Yanwei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2713-2732.

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2023Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023The European carbon border adjustment mechanism: a small step in the right direction. (2023). Stollinger, Roman ; Larch, Mario ; Korpar, Niko. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:20:y:2023:i:1:d:10.1007_s10368-022-00550-9.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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2023Counterfactual Sensitivity and Robustness. (2023). Connault, Benjamin ; Christensen, Timothy. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:1:p:263-298.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023HIGHWAYS AND GLOBALIZATION. (2023). Kitchens, Carl ; Jaworski, Taylor ; Nigai, Sergey. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1615-1648.

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2023Raiders of the lost high?frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667.

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2023A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007.

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2023Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach. (2023). Wang, Chao ; Storti, Giuseppe. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1648-1663.

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2023On FIRE, news, and expectations. (2023). Enders, Zeno ; Muller, Gernot J ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:42.

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2023Firm expectations and news: Micro v macro. (2023). Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Menkhoff, Manuel ; Born, Benjamin. In: Working Papers. RePEc:zbw:pp1859:43.

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Works by Ivana Komunjer:


YearTitleTypeCited
2005Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics.
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article166
2003Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics.
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This paper has nother version. Agregated cites: 166
paper
2002Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 166
paper
2009Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series.
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paper1
2001Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series.
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paper3
2008Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2009Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach In: University of California at San Diego, Economics Working Paper Series.
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paper5
2010Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 5
article
2008Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series.
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paper0
2007A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series.
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paper0
2013A Test for Monotone Comparative Statics.(2013) In: Advances in Econometrics.
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This paper has nother version. Agregated cites: 0
chapter
2006Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series.
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paper8
2007Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series.
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paper50
2007Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers.
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paper
2012Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 50
article
2006What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series.
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paper26
2006What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 26
paper
2007What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26
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2008Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series.
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paper0
2009Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters.
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article
2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
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paper12
2010SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory.
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article6
2012GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory.
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article20
2014MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory.
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article9
2016EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory.
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article10
2009Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica.
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article23
2004Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has nother version. Agregated cites: 23
paper
2011Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica.
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article130
2004Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings.
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paper45
2007Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics.
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article
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
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paper187
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
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2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
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This paper has nother version. Agregated cites: 187
article
2013Quantile Prediction In: Handbook of Economic Forecasting.
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chapter4
2005Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics.
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article73
2010Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics.
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article10
2015Nonparametric identification and estimation of transformation models In: Journal of Econometrics.
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article37
2011Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers.
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This paper has nother version. Agregated cites: 37
paper
2017Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics.
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article9
2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics.
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article1
2014Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper.
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paper2
2017Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers.
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paper8
2020Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts.(2020) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 8
article
2010What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers.
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paper331
2012What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 331
article
2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
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article217
2012Learning from a Piece of Pie In: Review of Economic Studies.
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article15
2002The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002.
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paper0

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