| Year |
Citation |
Score |
| 2020 |
Komunjer I, Zhu Y. Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models Journal of Econometrics. 218: 561-586. DOI: 10.1016/J.Jeconom.2020.04.029 |
0.426 |
|
| 2017 |
Gospodinov N, Komunjer I, Ng S. Simulated minimum distance estimation of dynamic models with errors-in-variables Journal of Econometrics. 200: 181-193. DOI: 10.1016/J.Jeconom.2017.06.004 |
0.463 |
|
| 2015 |
Komunjer I, Ragusa G. EXISTENCE AND CHARACTERIZATION OF CONDITIONAL DENSITY PROJECTIONS Econometric Theory. DOI: 10.1017/S0266466615000158 |
0.346 |
|
| 2015 |
Chiappori PA, Komunjer I, Kristensen D. Nonparametric identification and estimation of transformation models Journal of Econometrics. 188: 22-39. DOI: 10.1016/J.Jeconom.2015.01.001 |
0.481 |
|
| 2014 |
Komunjer I, Ng S. Measurement errors in dynamic models Econometric Theory. 30: 150-175. DOI: 10.1017/S0266466613000157 |
0.421 |
|
| 2013 |
Caunedo J, Dicecio R, Komunjer I, Owyang MT. Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts Journal of Money, Credit and Banking. 52: 205-228. DOI: 10.1111/Jmcb.12590 |
0.351 |
|
| 2012 |
Komunjer I, Owyang MT. Multivariate forecast evaluation and rationality testing Review of Economics and Statistics. 94: 1066-1080. DOI: 10.1162/Rest_A_00215 |
0.406 |
|
| 2012 |
Costinot A, Donaldson D, Komunjer I. What goods do countries trade? A quantitative exploration of Ricardo's ideas Review of Economic Studies. 79: 581-608. DOI: 10.1093/Restud/Rdr033 |
0.325 |
|
| 2012 |
Chiappori PA, Donni O, Komunjer I. Learning from a piece of pie Review of Economic Studies. 79: 162-195. DOI: 10.1093/Restud/Rdr020 |
0.345 |
|
| 2012 |
Komunjer I. Global identification in nonlinear models with moment restrictions Econometric Theory. 28: 719-729. DOI: 10.1017/S0266466611000776 |
0.397 |
|
| 2011 |
Komunjer I, Ng S. Dynamic identification of dynamic stochastic general equilibrium models Econometrica. 79: 1995-2032. DOI: 10.3982/Ecta8916 |
0.419 |
|
| 2010 |
Komunjer I, Santos A. Semi-parametric estimation of non-separable models: A minimum distance from independence approach Econometrics Journal. 13. DOI: 10.1111/J.1368-423X.2010.00317.X |
0.442 |
|
| 2010 |
Komunjer I, Vuong Q. Semiparametric efficiency bound in time-series models for conditional quantiles Econometric Theory. 26: 383-405. DOI: 10.1017/S0266466609100038 |
0.451 |
|
| 2010 |
Komunjer I, Vuong Q. Efficient estimation in dynamic conditional quantile models Journal of Econometrics. 157: 272-285. DOI: 10.1016/J.Jeconom.2010.01.001 |
0.434 |
|
| 2009 |
Echenique F, Komunjer I. Testing models with multiple equilibria by quantile methods Econometrica. 77: 1281-1297. DOI: 10.3982/Ecta6223 |
0.452 |
|
| 2009 |
Komunjer I. Global identification of the semiparametric Box-Cox model Economics Letters. 104: 53-56. DOI: 10.1016/J.Econlet.2009.03.026 |
0.339 |
|
| 2008 |
Elliott G, Komunjer I, Timmermann A. Biases in macroeconomic forecasts: Irrationality or asymmetric loss? Journal of the European Economic Association. 6: 122-157. DOI: 10.1162/Jeea.2008.6.1.122 |
0.388 |
|
| 2007 |
Costinot A, Komunjer I. What Goods Do Countries Trade? New Ricardian Predictions National Bureau of Economic Research. DOI: 10.3386/W13691 |
0.365 |
|
| 2007 |
Komunjer I. Asymmetric power distribution: Theory and applications to risk measurement Journal of Applied Econometrics. 22: 891-921. DOI: 10.1002/Jae.961 |
0.444 |
|
| 2005 |
Giacomini R, Komunjer I. Evaluation and Combination of Conditional Quantile Forecasts Journal of Business & Economic Statistics. 23: 416-431. DOI: 10.2139/Ssrn.318728 |
0.4 |
|
| 2005 |
Elliott G, Komunjer I, Timmerman A. Estimation and testing of forecast rationality under flexible loss Review of Economic Studies. 72: 1107-1125. DOI: 10.1111/0034-6527.00363 |
0.445 |
|
| 2005 |
Komunjer I. Quasi-maximum likelihood estimation for conditional quantiles Journal of Econometrics. 128: 137-164. DOI: 10.1016/J.Jeconom.2004.08.010 |
0.448 |
|
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