Information about:
Roger Koenker

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.uiuc.edu/~roger
Postal Address:
Phone:

Affiliation

• Department of Economics
  University of Illinois at Urbana-Champaign

  Location: Urbana-Champaign, Illinois (United States)
  Homepage: http://www.economics.uiuc.edu/
  Email:
  Phone: (217) 333-0120
  Fax:
  Postal: 330 Wohlers Hall, 1206 S. Sixth Street, Champaign, Illinois 61820
  Handle: RePEc:edi:deuiuus (registered authors at this institution)

Working papers

1. Zhijie Xiao & Roger Koenker, 2009. "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics 725, Boston College Department of Economics. [Downloadable!]

2. Gilbert W. Bassett Jr & Roger Koenker & Gregory Kordas, 2004. "Pessimistic portfolio allocation and Choquet expected utility," CeMMAP working papers CWP09/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   Published as:
   • Gilbert W. Bassett, 2004. "Pessimistic Portfolio Allocation and Choquet Expected Utility," Journal of Financial Econometrics, Oxford University Press, vol. 2(4), pages 477-492. [Downloadable!] (restricted)

3. Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   Published as:
   • Ma, Lingjie & Koenker, Roger, 2006. "Quantile regression methods for recursive structural equation models," Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October. [Downloadable!] (restricted)

1. Ma, Lingjie & Koenker, Roger, 2006. "Quantile regression methods for recursive structural equation models," Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October. [Downloadable!] (restricted)
   Other versions:
   • Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

2. Koenker, Roger & Xiao, Zhijie, 2006. "Quantile Autoregression," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 980-990, September. [Downloadable!] (restricted)

3. Roger Koenker & Zhijie Xiao, 2004. "Unit Root Quantile Autoregression Inference," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 775-787, January. [Downloadable!] (restricted)

4. Roger Koenker & Ivan Mizera, 2004. "Penalized triograms: total variation regularization for bivariate smoothing," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 145-163. [Downloadable!] (restricted)

5. Koenker, Roger, 2004. "Quantile regression for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 91(1), pages 74-89, October. [Downloadable!] (restricted)

6. Wallace Hendricks & Lawrence DeBrock & Roger Koenker, 2003. "Uncertainty, Hiring, and Subsequent Performance: The NFL Draft," Journal of Labor Economics, University of Chicago Press, vol. 21(4), pages 857-886, October. [Downloadable!]

7. Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220. [Downloadable!] (restricted)

8. Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall. [Downloadable!] (restricted)

9. Koenker, Roger & Machado, Jose A. F., 1999. "GMM inference when the number of moment conditions is large," Journal of Econometrics, Elsevier, vol. 93(2), pages 327-344, December. [Downloadable!] (restricted)

10. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Robust Tests for Heteroscedasticity Based on Regression Quantiles," Econometrica, Econometric Society, vol. 50(1), pages 43-61, January. [Downloadable!] (restricted)

11. Koenker, Roger & Bassett, Gilbert, Jr, 1982. "Tests of Linear Hypotheses and l[subscript]1 Estimation," Econometrica, Econometric Society, vol. 50(6), pages 1577-83, November. [Downloadable!] (restricted)

12. Hendricks, Wallace & Koenker, Roger & Poirier, Dale, 1979. "Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 707-24, October. [Downloadable!] (restricted)

13. Koenker, Roger, 1977. "Was Bread Giffen? The Demand for Food in England Circa 1790," The Review of Economics and Statistics, MIT Press, vol. 59(2), pages 225-29, May. [Downloadable!] (restricted)

1. NEP-ECM: Econometrics (2) 2004-02-08 2009-11-21 Author is listed
2. NEP-ETS: Econometric Time Series (1) 2009-11-21 Author is listed
3. NEP-ORE: Operations Research (1) 2009-11-21 Author is listed
4. NEP-RMG: Risk Management (2) 2005-06-14 2009-11-21 Author is listed

This page was last updated on 2009-12-1.