13
H index
16
i10 index
1480
Citations
Georgetown University | 13 H index 16 i10 index 1480 Citations RESEARCH PRODUCTION: 21 Articles 26 Papers 2 Chapters RESEARCH ACTIVITY: 19 years (2001 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko295 |
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: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Econometrics | 5 |
Econometric Theory | 4 |
The Review of Economic Studies | 3 |
Econometrica | 2 |
Year | Title of citing document | |
---|---|---|
2023 | . Full description at Econpapers || Download paper | |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2023 | Identifying 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. Full description at Econpapers || Download paper | |
2024 | Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545. Full description at Econpapers || Download paper | |
2023 | Scoring 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. Full description at Econpapers || Download paper | |
2024 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2024 | Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper | |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper | |
2024 | Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds. (2023). Lee, Sokbae (Simon) ; Feng, Junlong. In: Papers. RePEc:arx:papers:2304.01921. Full description at Econpapers || Download paper | |
2023 | Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340. Full description at Econpapers || Download paper | |
2024 | Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062. Full description at Econpapers || Download paper | |
2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper | |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper | |
2023 | Modeling economies of scope in joint production: Convex regression of input distance function. (2023). Kuosmanen, Timo ; Dai, Sheng. In: Papers. RePEc:arx:papers:2311.11637. Full description at Econpapers || Download paper | |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Technology 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. Full description at Econpapers || Download paper | |
2023 | Estimation 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Immigration 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. Full description at Econpapers || Download paper | |
2023 | Firm 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232808. Full description at Econpapers || Download paper | |
2023 | Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model. (2023). Zheng, Xin ; Wang, XI ; Kwok, Simon ; Jin, Tao ; Hsiao, Cody Yu-Ling. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23000913. Full description at Econpapers || Download paper | |
2024 | Gains from market integration: Welfare effects of new rural roads in Ethiopia. (2024). Kebede, Hundanol. In: Journal of Development Economics. RePEc:eee:deveco:v:168:y:2024:i:c:s0304387824000014. Full description at Econpapers || Download paper | |
2024 | Estimating the effects of demographics on interest rates: A robust Bayesian perspective. (2024). Ho, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001781. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Diligent 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. Full description at Econpapers || Download paper | |
2024 | Structural gravity and the gains from trade under imperfect competition: Quantifying the effects of the European Single Market. (2024). Stähler, Frank ; Heid, Benedikt ; Stahler, Frank. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004169. Full description at Econpapers || Download paper | |
2023 | Monetary 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. Full description at Econpapers || Download paper | |
2024 | Functional coefficient cointegration models with Box–Cox transformation. (2024). Tu, Yundong ; Lin, Yingqian. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004986. Full description at Econpapers || Download paper | |
2023 | Identification 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. Full description at Econpapers || Download paper | |
2023 | Identification 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. Full description at Econpapers || Download paper | |
2023 | Indirect 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. Full description at Econpapers || Download paper | |
2023 | Global 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Comparing forecasting performance in cross-sections. (2023). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002256. Full description at Econpapers || Download paper | |
2023 | Semiparametric modeling of multiple quantiles. (2023). Luati, Alessandra ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002044. Full description at Econpapers || Download paper | |
2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
2024 | Nonparametric Gini-Frisch bounds. (2024). Chalak, Karim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002762. Full description at Econpapers || Download paper | |
2024 | Nonparametric estimation of stochastic frontier models with weak separability. (2024). Centorrino, Samuele ; Parmeter, Christopher F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003573. Full description at Econpapers || Download paper | |
2023 | Comparative 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. Full description at Econpapers || Download paper | |
2023 | Asymmetry 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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2023 | Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | Gains 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
2023 | A simple method to ex-ante quantify the unobservable effects of trade liberalization and trade protection. (2023). Yotov, Yoto ; Tan, Shawn ; Larch, Mario. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:4:p:1200-1213. Full description at Econpapers || Download paper | |
2023 | The emergence of social inequality: A Co-Evolutionary analysis. (2023). Oliveira, Fernando S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:192-206. Full description at Econpapers || Download paper | |
2023 | Assessment 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. Full description at Econpapers || Download paper | |
2023 | Precious 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. Full description at Econpapers || Download paper | |
2024 | European highway networks, transportation costs, and regional income. (2024). Ignatov, Augustin. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:104:y:2024:i:c:s0166046223001047. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Herding 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. Full description at Econpapers || Download paper | |
2023 | Penalized 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. Full description at Econpapers || Download paper | |
2023 | Penalized 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Search Frictions in International Goods Markets. (2023). Mejean, Isabelle ; Martin, Julien ; Lenoir, Clemence. In: Journal of the European Economic Association. RePEc:oup:jeurec:v:21:y:2023:i:1:p:326-366.. Full description at Econpapers || Download paper | |
2023 | Measuring 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.. Full description at Econpapers || Download paper | |
2024 | Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7. Full description at Econpapers || Download paper | |
2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2005 | Evaluation and Combination of Conditional Quantile Forecasts In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 180 |
2003 | Evaluation and Combination of Conditional Quantile Forecasts.(2003) In: Boston College Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
2002 | Evaluation and Combination of Conditional Quantile Forecasts.(2002) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
2009 | Existence and Uniqueness of Semiparametric Projections In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2001 | Consistent Estimation for Aggregated GARCH In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2008 | Global Identification In Nonlinear Semiparametric Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Global Identification In Nonlinear Semiparametric Models.(2007) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | Semi-parametric estimation of non-separable models: a minimum distance from independence approach.(2010) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2008 | Correct Specification and Identification of Nonparametric Transformation Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | A Test For Monotone Comparative Statics In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Test for Monotone Comparative Statics.(2013) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2006 | Efficientt Conditional Quantile Estimation: The Time Series Case In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2007 | Multivariate Forecast Evaluation And Rationality Testing In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 51 |
2007 | Multivariate forecast evaluation and rationality testing.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2012 | Multivariate Forecast Evaluation and Rationality Testing.(2012) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
2006 | What Goods Do Countries Trade? New Ricardian Predictions In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
2006 | What Good Do Countries Trade? New Ricardian Predictions.(2006) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2007 | What Goods Do Countries Trade? New Ricardian Predictions.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2008 | Global Identification of the Semiparametric Box-Cox Model In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Global identification of the semiparametric Box-Cox model.(2009) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2003 | Estimating Loss Function Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2012 | GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
2014 | MEASUREMENT ERRORS IN DYNAMIC MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
2016 | EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2009 | Testing Models With Multiple Equilibria by Quantile Methods In: Econometrica. [Full Text][Citation analysis] | article | 23 |
2004 | Testing Models with Multiple Equilibria by Quantile Methods.(2004) In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2011 | Dynamic Identification of Dynamic Stochastic General Equilibrium Models In: Econometrica. [Full Text][Citation analysis] | article | 135 |
2004 | Asymmetric Power Distribution: Theory and Applications to Risk Measurement In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 45 |
2007 | Asymmetric power distribution: Theory and applications to risk measurement.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 194 |
2005 | BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | paper | |
2008 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 194 | article | |
2013 | Quantile Prediction In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 5 |
2005 | Quasi-maximum likelihood estimation for conditional quantiles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 78 |
2010 | Efficient estimation in dynamic conditional quantile models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2015 | Nonparametric identification and estimation of transformation models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
2011 | Nonparametric Identification and Estimation of Transformation Models.(2011) In: CAM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2017 | Simulated minimum distance estimation of dynamic models with errors-in-variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
2020 | Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2014 | Minimum Distance Estimation of Dynamic Models with Errors-In-Variables In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 2 |
2017 | Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2010 | What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas In: NBER Working Papers. [Full Text][Citation analysis] | paper | 352 |
2012 | What Goods Do Countries Trade? A Quantitative Exploration of Ricardos Ideas.(2012) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 352 | article | |
2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 227 |
2012 | Learning from a Piece of Pie In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 17 |
2002 | The Alpha-Quantile Distribution Function and its Applications to Financial Modeling In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team