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Roger Koenker

Biography

McKinley Professor of Economics and Professor of Statistics, University of Illinois

Selected publications

  

All available outputs

Nonparametric maximum likelihood methods for binary response models with random coefficients, November 2018, (with Jiaying Gu ), Working Paper, CWP65/18, The IFS
Shape constrained density estimation via penalized Rényi divergence, September 2018, (with Ivan Mizera), Working Paper, CWP54/18, The IFS
Testing for homogeneity in mixture models, August 2017, (with Jiaying Gu , Stanislav Volgushev), Working Paper, CWP39/17, The IFS
Bayesian deconvolution: an R vinaigrette, August 2017, Working Paper, CWP38/17, The IFS
Quantile regression 40 years on, August 2017, Working Paper, CWP36/17, The IFS
Rebayes: an R package for empirical bayes mixture methods, August 2017, (with Jiaying Gu ), Working Paper, CWP37/17, The IFS
Unobserved heterogeneity in income dynamics: an empirical Bayes perspective, June 2015, (with Jiaying Gu ), Journal of Business & Economic Statistics, Taylor & Francis Online, Journal article
Previous version:
Jiaying Gu and Roger Koenker November 2014, Unobserved heterogeneity in income dynamics: an empirical Bayes perspective, cemmap Working Paper , CWP43/14
Unobserved heterogeneity in income dynamics: an empirical Bayes perspective, November 2014, (with Jiaying Gu ), Working Paper, CWP43/14, cemmap
Now published:
Testing for homogeneity in mixture models, March 2013, (with Jiaying Gu , Stanislav Volgushev), Working Paper, CWP09/13, cemmap
Additive models for quantile regression: model selection and confidence bandaids, November 2010, Working Paper, CWP33/10
Now published:
November 2011, Additive models for quantile regression: model selection and confidence bandaids, Journal article Brazilian journal of probability and statistics
The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors, February 2009, American Statistician, Vol. 63, No. 1, pp. 20-25, Journal article
Previous version:
Copula-based nonlinear quantile autoregression, January 2009, (with Xiaohong Chen , Zhijie Xiao), Econometrics Journal, Vol. 12 (s1), pp. s50-s67, Journal article
Previous version:
Xiaohong Chen, Roger Koenker and Zhijie Xiao October 2008, Copula-based nonlinear quantile autoregression, cemmap Working Paper , CWP27/08
Copula-based nonlinear quantile autoregression, October 2008, (with Xiaohong Chen , Zhijie Xiao), Working Paper, CWP27/08
Now published:
Xiaohong Chen, Roger Koenker and Zhijie Xiao January 2009, Copula-based nonlinear quantile autoregression, Journal article Econometrics Journal
Quantile regression methods for recursive structural equation models, October 2006, (with Lingjie Ma ), Journal of Econometrics, Vol. 134, No. 2, pp. 471-506, Journal article
Previous version:
Lingjie Ma and Roger Koenker February 2004, Quantile regression methods for recursive structural equation models, cemmap Working Paper , CWP01/04
Pessimistic portfolio allocation and Choquet expected utility, September 2004, (with Gilbert W. Bassett Jr Bassett ), Journal of Financial Econometrics, Vol. 2, No. 4, pp. 477-492, Journal article
Previous version:
Gilbert W. Bassett Jr Bassett, Roger Koenker and Gregory Kordas June 2004, Pessimistic portfolio allocation and Choquet expected utility, cemmap Working Paper , CWP09/04
Pessimistic portfolio allocation and Choquet expected utility, June 2004, (with Gilbert W. Bassett Jr Bassett , Gregory Kordas), Working Paper, CWP09/04, IFS
Now published:
Gilbert W. Bassett Jr Bassett and Roger Koenker September 2004, Pessimistic portfolio allocation and Choquet expected utility, Journal article Journal of Financial Econometrics , 16 pp.
Quantile regression methods for recursive structural equation models, February 2004, (with Lingjie Ma ), Working Paper, CWP01/04
Now published:
Lingjie Ma and Roger Koenker October 2006, Quantile regression methods for recursive structural equation models, Journal article Journal of Econometrics , 36 pp.

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