Research Staff

Roger Koenker

UCL

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

Selected Publications

Unobserved heterogeneity in income dynamics: an empirical Bayes perspective

Empirical Bayes methods for Gaussian compound decision problems involving longitudinal data are considered. The new convex […]

Jiaying Gu, Roger Koenker
4 November 2014 | CWP43/14

Latest version

Unobserved heterogeneity in income dynamics: an empirical Bayes perspective
Jiaying Gu, Roger Koenker
11 June 2015 | Journal Article
Testing for homogeneity in mixture models

Statistical models of unobserved heterogeneity are typically formalised as mixtures of simple parametric models and interest […]

Jiaying Gu, Roger Koenker, Stanislav Volgushev
12 March 2013 | CWP09/13
Additive models for quantile regression: model selection and confidence bandaids

Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on […]

Roger Koenker
6 November 2010 | CWP33/10

Latest version

The median is the message: Wilson and Hilferty’s reanalysis of C.S. Peirce’s experiments on the law of errors

Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce […]

Roger Koenker
1 February 2009 | Journal Article

Previous version

Copula-based nonlinear quantile autoregression

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]

Xiaohong Chen, Roger Koenker, Zhijie Xiao
1 January 2009 | Journal Article

Previous version

Copula-based nonlinear quantile autoregression
Xiaohong Chen, Roger Koenker, Zhijie Xiao
23 October 2008 | CWP27/08
The median is the message: Wilson and Hilferty’s reanalysis of C.S. Peirce’s experiments on the law of errors

Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce […]

Roger Koenker
23 October 2008 | CWP28/08

Latest version

Copula-based nonlinear quantile autoregression

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. […]

Xiaohong Chen, Roger Koenker, Zhijie Xiao
23 October 2008 | CWP27/08

Latest version

Copula-based nonlinear quantile autoregression
Xiaohong Chen, Roger Koenker, Zhijie Xiao
1 January 2009 | Journal Article
Quantile regression methods for recursive structural equation models

Two classes of quantile regression estimation methods for the recursive structural equation models of Chesher (2003) […]

Lingjie Ma, Roger Koenker
1 October 2006 | Journal Article

Previous version

Quantile regression methods for recursive structural equation models
Lingjie Ma, Roger Koenker
1 February 2004 | CWP01/04
Pessimistic portfolio allocation and Choquet expected utility

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]

Gilbert W. Bassett Jr Bassett, Roger Koenker
1 September 2004 | Journal Article

Previous version

Pessimistic portfolio allocation and Choquet expected utility
Gilbert W. Bassett Jr Bassett, Roger Koenker, Gregory Kordas
7 June 2004 | CWP09/04
Pessimistic portfolio allocation and Choquet expected utility

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory […]

Gilbert W. Bassett Jr Bassett, Roger Koenker, Gregory Kordas
7 June 2004 | CWP09/04

Latest version

Pessimistic portfolio allocation and Choquet expected utility
Gilbert W. Bassett Jr Bassett, Roger Koenker
1 September 2004 | Journal Article