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Details about Roger Koenker

Homepage:http://www.econ.uiuc.edu/~roger
Workplace:Department of Economics, University of Illinois at Urbana-Champaign, (more information at EDIRC)

Access statistics for papers by Roger Koenker.

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

Short-id: pko146


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Working Papers

2009

  1. Conditional Quantile Estimation for GARCH Models
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)

2004

  1. Pessimistic portfolio allocation and Choquet expected utility
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (31)
  2. Quantile regression methods for recursive structural equation models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2006)

Journal Articles

2006

  1. Quantile Autoregression
    Journal of the American Statistical Association, 2006, 101, 980-990 Downloads View citations (108)
  2. Quantile regression methods for recursive structural equation models
    Journal of Econometrics, 2006, 134, (2), 471-506 Downloads View citations (58)
    See also Working Paper (2004)

2004

  1. Penalized triograms: total variation regularization for bivariate smoothing
    Journal of the Royal Statistical Society Series B, 2004, 66, (1), 145-163 Downloads View citations (13)
  2. Quantile regression for longitudinal data
    Journal of Multivariate Analysis, 2004, 91, (1), 74-89 Downloads View citations (253)
  3. Unit Root Quantile Autoregression Inference
    Journal of the American Statistical Association, 2004, 99, 775-787 Downloads View citations (62)

2003

  1. Uncertainty, Hiring, and Subsequent Performance: The NFL Draft
    Journal of Labor Economics, 2003, 21, (4), 857-886 Downloads View citations (20)

2001

  1. Quantile Regression
    Journal of Economic Perspectives, 2001, 15, (4), 143-156 Downloads View citations (771)
    See also Book (2005)
  2. Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments
    Empirical Economics, 2001, 26, (1), 199-220 Downloads View citations (55)

1999

  1. GMM inference when the number of moment conditions is large
    Journal of Econometrics, 1999, 93, (2), 327-344 Downloads View citations (36)

1982

  1. Robust Tests for Heteroscedasticity Based on Regression Quantiles
    Econometrica, 1982, 50, (1), 43-61 Downloads View citations (234)
  2. Tests of Linear Hypotheses and l[subscript]1 Estimation
    Econometrica, 1982, 50, (6), 1577-83 Downloads View citations (7)

1979

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

1977

  1. Was Bread Giffen? The Demand for Food in England Circa 1790
    The Review of Economics and Statistics, 1977, 59, (2), 225-29 Downloads View citations (3)

Books

2005

  1. Quantile Regression
    Cambridge Books, Cambridge University Press View citations (786)
    Also in Cambridge Books, Cambridge University Press (2005) View citations (786)

    See also Journal Article in Journal of Economic Perspectives (2001)
 
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