Details about Roger Koenker

Access statistics for papers by Roger Koenker.

Last updated 2009-11-08. Update your information in the RePEc Author Service.

Short-id: pko146

Working Papers

2009

1. Conditional Quantile Estimation for GARCH Models
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (12)

2004

2. Pessimistic portfolio allocation and Choquet expected utility
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (71)
3. Quantile regression methods for recursive structural equation models
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
   See also Journal Article Quantile regression methods for recursive structural equation models, Journal of Econometrics, Elsevier (2006) View citations (146) (2006)

Journal Articles

2006

1. Quantile Autoregression
   Journal of the American Statistical Association, 2006, 101, 980-990 View citations (302)
2. Quantile regression methods for recursive structural equation models
   Journal of Econometrics, 2006, 134, (2), 471-506 View citations (146)
   See also Working Paper Quantile regression methods for recursive structural equation models, CeMMAP working papers (2004) View citations (2) (2004)

2004

3. Penalized triograms: total variation regularization for bivariate smoothing
   Journal of the Royal Statistical Society Series B, 2004, 66, (1), 145-163 View citations (28)
4. Quantile regression for longitudinal data
   Journal of Multivariate Analysis, 2004, 91, (1), 74-89 View citations (855)
5. Unit Root Quantile Autoregression Inference
   Journal of the American Statistical Association, 2004, 99, 775-787 View citations (217)

2003

6. Uncertainty, Hiring, and Subsequent Performance: The NFL Draft
   Journal of Labor Economics, 2003, 21, (4), 857-886 View citations (49)

2001

7. Quantile Regression
   Journal of Economic Perspectives, 2001, 15, (4), 143-156 View citations (1817)
8. Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments
   Empirical Economics, 2001, 26, (1), 199-220 View citations (69)

1999

9. GMM inference when the number of moment conditions is large
   Journal of Econometrics, 1999, 93, (2), 327-344 View citations (64)

1982

10. Robust Tests for Heteroscedasticity Based on Regression Quantiles
    Econometrica, 1982, 50, (1), 43-61 View citations (424)
11. Tests of Linear Hypotheses and l[subscript]1 Estimation
    Econometrica, 1982, 50, (6), 1577-83 View citations (20)

1979

12. Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment
    International Economic Review, 1979, 20, (3), 707-24 View citations (1)

1977

13. Was Bread Giffen? The Demand for Food in England Circa 1790
    The Review of Economics and Statistics, 1977, 59, (2), 225-29 View citations (6)

Books

2005

1. Quantile Regression
   Cambridge Books, Cambridge University Press View citations (1115)
   Also in Cambridge Books, Cambridge University Press (2005) View citations (1115)