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Timmermann, Allan
63
Elliott, Graham
27
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14
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11
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6
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Journal of econometrics
22
International journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The journal of finance : the journal of the American Finance Association
5
Journal of economic dynamics & control
4
Working paper / National Bureau of Economic Research, Inc
4
Journal of empirical finance
3
Nationaløkonomisk tidsskrift
3
Economics letters
2
International economic review
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Journal of applied econometrics
2
Journal of economic literature
2
Journal of financial economics
2
Journal of money, credit and banking : JMCB
2
Journal of the American Statistical Association : JASA
2
The economic journal : the journal of the Royal Economic Society
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The review of economic studies
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Economic policy : a European forum
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Economica
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IMF staff papers
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Journal of development economics
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Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham
;
Komunjer, Ivana
;
Timmermann, Allan
- In:
The review of economic studies
72
(
2005
)
253
,
pp. 1107-1126
Persistent link: https://www.econbiz.de/10007638911
Saved in:
2
Optimal forecast combinations under general loss functions and forecast error distributions
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10006756218
Saved in:
3
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING
Elliott, Graham
;
Timmermann, Allan
- In:
International economic review
46
(
2005
)
4
,
pp. 1081-1102
Persistent link: https://www.econbiz.de/10006013988
Saved in:
4
Economic Forecasting
Elliott, Graham
;
Timmermann, Allan
- In:
Journal of economic literature
46
(
2008
)
1
,
pp. 3-56
Persistent link: https://www.econbiz.de/10007989505
Saved in:
5
Quasi-maximum likelihood estimation for conditional quantiles
Komunjer, Ivana
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 137-164
Persistent link: https://www.econbiz.de/10006751474
Saved in:
6
Dynamic Identification of Dynamic Stochastic General Equilibrium Models
Komunjer, Ivana
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1995-2033
Persistent link: https://www.econbiz.de/10009802523
Saved in:
7
Evaluation and Combination of Conditional Quantile Forecasts
Giacomini, Raffaella
;
Komunjer, Ivana
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 416-431
Persistent link: https://www.econbiz.de/10008223082
Saved in:
8
Asymmetric power distribution: Theory and applications to risk measurement
Komunjer, Ivana
- In:
Journal of applied econometrics
22
(
2007
)
5
,
pp. 891-922
Persistent link: https://www.econbiz.de/10007763162
Saved in:
9
WHAT GOODS DO COUNTRIES TRADE? NEW RICARDIAN PREDICTIONS
Costinot, Arnaud
;
Komunjer, Ivana
-
2007
Persistent link: https://www.econbiz.de/10007902870
Saved in:
10
Global identification of the semiparametric Box–Cox model
Komunjer, Ivana
- In:
Economics letters
104
(
2009
)
2
,
pp. 53-56
Persistent link: https://www.econbiz.de/10008270151
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