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Roger Koenker
Roger Koenker
Honorary Professor Economics, UCL
Verifierad e-postadress på uiuc.edu - Startsida
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Regression quantiles
R Koenker, G Bassett Jr
Econometrica: journal of the Econometric Society, 33-50, 1978
197781978
Quantile regression
R Koenker
Cambridge university press, 2005
15668*2005
Quantile regression for longitudinal data
R Koenker
Journal of multivariate analysis 91 (1), 74-89, 2004
22162004
Goodness of fit and related inference processes for quantile regression
R Koenker, JAF Machado
Journal of the american statistical association 94 (448), 1296-1310, 1999
16781999
Robust tests for heteroscedasticity based on regression quantiles
R Koenker, G Bassett Jr
Econometrica: Journal of the Econometric Society, 43-61, 1982
15991982
Algorithm AS 229: Computing regression quantiles
RW Koenker, V d'Orey
Applied statistics, 383-393, 1987
9111987
A note on studentizing a test for heteroscedasticity
R Koenker
Journal of econometrics 17 (1), 107-112, 1981
8671981
Quantile smoothing splines
R Koenker, P Ng, S Portnoy
Biometrika 81 (4), 673-680, 1994
8501994
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators
S Portnoy, R Koenker
Statistical Science 12 (4), 279-300, 1997
8001997
Asymptotic theory of least absolute error regression
G Bassett Jr, R Koenker
Journal of the American Statistical Association 73 (363), 618-622, 1978
7721978
Quantile autoregression
R Koenker, Z Xiao
Journal of the American statistical association 101 (475), 980-990, 2006
7152006
quantreg: Quantile Regression. R package version 5.05
R Koenker
R Foundation for Statistical Computing: Vienna) Available at: http://CRAN. R …, 2013
5702013
Inference on the quantile regression process
R Koenker, Z Xiao
Econometrica 70 (4), 1583-1612, 2002
5552002
Unit root quantile autoregression inference
R Koenker, Z Xiao
Journal of the American statistical association 99 (467), 775-787, 2004
4932004
An interior point algorithm for nonlinear quantile regression
R Koenker, BJ Park
Journal of Econometrics 71 (1-2), 265-283, 1996
4271996
Hierarchical spline models for conditional quantiles and the demand for electricity
W Hendricks, R Koenker
Journal of the American statistical Association 87 (417), 58-68, 1992
4101992
An empirical quantile function for linear models with iid errors
G Bassett Jr, R Koenker
Journal of the American Statistical Association 77 (378), 407-415, 1982
3891982
Quantile regression methods for reference growth charts
Y Wei, A Pere, R Koenker, X He
Statistics in medicine 25 (8), 1369-1382, 2006
3832006
Reappraising medfly longevity: a quantile regression survival analysis
R Koenker, O Geling
Journal of the American Statistical Association 96 (454), 458-468, 2001
3602001
Conditional quantile estimation and inference for ARCH models
R Koenker, Q Zhao
Econometric theory 12 (5), 793-813, 1996
3481996
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Artiklar 1–20