Access Statistics for Ivana Komunjer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test For Monotone Comparative Statics 0 0 1 3 0 2 6 36
A test for monotone comparative statics 0 0 0 32 0 0 0 84
Asymmetric Power Distribution: Theory and Applications to Risk Measurement 0 2 6 276 2 17 47 1,504
Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts 0 0 0 47 0 1 3 108
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 2 164 1 2 11 337
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 0 263 1 4 14 696
Consistent Estimation for Aggregated GARCH 0 0 0 4 0 1 3 30
Correct Specification and Identification of Nonparametric Transformation Models 0 0 0 7 0 0 9 56
Efficientt Conditional Quantile Estimation: The Time Series Case 1 1 1 9 2 2 4 38
Estimating Loss Function Parameters 1 1 1 271 1 3 19 1,199
Evaluation and Combination of Conditional Quantile Forecasts 0 0 4 362 1 3 17 973
Evaluation and Combination of Conditional Quantile Forecasts 0 0 1 8 1 2 10 62
Existence and Uniqueness of Semiparametric Projections 0 0 0 12 0 0 0 29
Global Identification In Nonlinear Semiparametric Models 0 0 0 5 0 0 2 30
Global Identification In Nonlinear Semiparametric Models 0 0 0 0 0 1 3 23
Global Identification of the Semiparametric Box-Cox Model 0 0 1 4 0 0 3 27
Minimum Distance Estimation of Dynamic Models with Errors-In-Variables 0 0 0 22 0 0 5 94
Multivariate Forecast Evaluation And Rationality Testing 0 0 0 9 0 0 6 52
Multivariate forecast evaluation and rationality testing 0 1 4 119 0 1 9 280
Nonparametric Identification and Estimation of Transformation Models 0 0 0 259 0 0 11 562
Quasi-Maximum Likelihood Estimation for Conditional Quantiles 0 0 0 276 0 1 7 628
Semiparametric Estimation of Nonseparable Models: A Minimum Distance from Independence Approach 0 0 1 8 1 2 8 50
Testing Models w/ multiple equilibria by quantile methods 0 0 0 122 1 1 1 285
Testing Models with Multiple Equilibria by Quantile Methods 0 0 0 0 0 0 4 340
The Alpha-Quantile Distribution Function and its Applications to Financial Modeling 0 0 0 0 0 2 8 1,004
What Good Do Countries Trade? New Ricardian Predictions 0 0 0 5 1 3 13 83
What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas 1 3 5 225 3 12 23 696
What Goods Do Countries Trade? New Ricardian Predictions 0 0 1 137 1 4 18 634
What Goods Do Countries Trade? New Ricardian Predictions 0 0 1 8 1 4 13 63
Total Working Papers 3 8 29 2,657 17 68 277 10,003

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric power distribution: Theory and applications to risk measurement 0 0 1 176 0 1 6 1,108
Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts 0 1 1 1 0 7 9 9
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 4 149 1 2 19 436
Dynamic Identification of Dynamic Stochastic General Equilibrium Models 0 0 4 95 2 7 31 309
EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS 0 0 1 3 0 3 5 34
Efficient estimation in dynamic conditional quantile models 1 1 2 42 1 1 8 160
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 1 155 1 3 10 380
Evaluation and Combination of Conditional Quantile Forecasts 0 0 4 119 2 3 15 284
GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS 0 0 2 91 1 2 7 171
Global identification of the semiparametric Box-Cox model 0 0 0 19 0 0 1 60
Learning from a Piece of Pie 0 0 0 36 2 4 15 146
Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models 0 1 1 1 2 8 9 9
MEASUREMENT ERRORS IN DYNAMIC MODELS 0 0 1 14 0 1 6 54
Multivariate Forecast Evaluation and Rationality Testing 1 2 7 44 2 7 18 155
Nonparametric identification and estimation of transformation models 0 0 6 47 1 8 29 171
Quasi-maximum likelihood estimation for conditional quantiles 0 0 7 95 0 3 21 219
SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES 0 0 0 26 0 1 2 68
Semi-parametric estimation of non-separable models: a minimum distance from independence approach 0 0 0 21 0 0 1 127
Simulated minimum distance estimation of dynamic models with errors-in-variables 0 0 2 12 3 3 16 117
Testing Models With Multiple Equilibria by Quantile Methods 0 0 0 43 0 2 5 158
What Goods Do Countries Trade? A Quantitative Exploration of Ricardo's Ideas 0 2 7 134 7 42 105 644
Total Journal Articles 2 7 51 1,323 25 108 338 4,819

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Quantile Prediction 1 1 14 119 1 10 55 268
Total Chapters 1 1 14 119 1 10 55 268

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2021-01-03