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Conditional quantile estimation and inference for ARCH models
Koenker, Roger - In: Econometric theory 12 (1996) 5, pp. 793-813
Persistent link: https://www.econbiz.de/10001214300
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Momentary lapses : moment expansions and the robustness of minimum distance estimation
Koenker, Roger (contributor) - In: Econometric theory 10 (1994) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10001163332
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Testing for homogeneity in mixture models
Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - In: Econometric theory 34 (2018) 4, pp. 850-895
Persistent link: https://www.econbiz.de/10011951435
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Conditional Quantile Estimation and Inference for ARCH Models
Koenker, Roger; Zhao, Quanshui - In: Econometric theory 12 (1996) 5, pp. 793-813
Persistent link: https://www.econbiz.de/10007002487
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Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
Koenker, Roger; Machado, José A.F.; Skeels, Christopher L. - In: Econometric theory 10 (1994) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10007014697
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When are Expectiles Percentiles?
Koenker, Roger - In: Econometric theory 9 (1993) 3, pp. 526
Persistent link: https://www.econbiz.de/10007019273