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Ivana Komunjer
Ivana Komunjer
Professor of Economics, Georgetown University
Verified email at georgetown.edu
Title
Cited by
Cited by
Year
What goods do countries trade? A quantitative exploration of Ricardo's ideas
A Costinot, D Donaldson, I Komunjer
The Review of economic studies 79 (2), 581-608, 2012
6952012
Estimation and testing of forecast rationality under flexible loss
G Elliott, A Timmermann, I Komunjer
The Review of Economic Studies 72 (4), 1107-1125, 2005
3852005
Evaluation and combination of conditional quantile forecasts
R Giacomini, I Komunjer
Journal of Business & Economic Statistics 23 (4), 416-431, 2005
3502005
Biases in macroeconomic forecasts: irrationality or asymmetric loss?
G Elliott, I Komunjer, A Timmermann
Journal of the European Economic Association 6 (1), 122-157, 2008
3292008
Dynamic identification of dynamic stochastic general equilibrium models
I Komunjer, S Ng
Econometrica 79 (6), 1995-2032, 2011
2552011
Quasi-maximum likelihood estimation for conditional quantiles
I Komunjer
Journal of Econometrics 128 (1), 137-164, 2005
1782005
Quasi-maximum likelihood estimation for conditional quantiles
I Komunjer
California Institute of Technology, 2002
1782002
Asymmetric power distribution: Theory and applications to risk measurement
I Komunjer
Journal of applied econometrics 22 (5), 891-921, 2007
1712007
Multivariate forecast evaluation and rationality testing
I Komunjer, MT Owyang
Review of Economics and Statistics 94 (4), 1066-1080, 2012
762012
Nonparametric identification and estimation of transformation models
PA Chiappori, I Komunjer, D Kristensen
Journal of Econometrics 188 (1), 22-39, 2015
652015
Global identification in nonlinear models with moment restrictions
I Komunjer
Econometric Theory 28 (4), 719-729, 2012
512012
Testing models with multiple equilibria by quantile methods
F Echenique, I Komunjer
Econometrica 77 (4), 1281-1297, 2009
482009
On the nonparametric identification of multiple choice models
P Chiappori, I Komunjer
Manuscript, Columbia University, 2009
422009
Quantile prediction
I Komunjer
Handbook of economic forecasting 2, 961-994, 2013
412013
Learning from a piece of pie
PA Chiappori, O Donni, I Komunjer
The Review of Economic Studies 79 (1), 162-195, 2012
362012
What goods do countries trade? New Ricardian predictions
A Costinot, I Komunjer
National Bureau of Economic Research, 2007
352007
Estimating loss function parameters
G Elliott, A Timmermann, I Komunjer
Available at SSRN 404700, 2003
332003
Semiparametric efficiency bound in time-series models for conditional quantiles
I Komunjer, Q Vuong
Econometric Theory 26 (2), 383-405, 2010
312010
Dynamic identification of DSGE models
I Komunjer, S Ng
Unpublished manuscript, University of California, San Diego and Columbia …, 2009
292009
Efficient estimation in dynamic conditional quantile models
I Komunjer, Q Vuong
Journal of Econometrics 157 (2), 272-285, 2010
282010
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Articles 1–20