Research Staff
Roger Koenker
UCL
McKinley Professor of Economics and Professor of Statistics, University of Illinois
Selected Publications
Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]
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Statistical models of unobserved heterogeneity are typically formalised as mixtures of simple parametric models and interest […]
Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on […]
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Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce […]
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Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]
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Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce […]
Latest version
Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]
Latest version
Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) […]
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Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]
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Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]