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A note on studentizing a test for heteroscedasticity
Koenker, Roger - In: Journal of econometrics 17 (1981) 1, pp. 107-112
Persistent link: https://www.econbiz.de/10002236031
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - In: Journal of econometrics 95 (2000) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10001436005
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Parametric links for binary choice models : a Fisherian-Bayesian colloquy
Koenker, Roger; Yoon, Jungmo - In: Journal of econometrics 152 (2009) 2, pp. 120-130
Persistent link: https://www.econbiz.de/10003892726
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Quantile regression methods for recursive structural equation models
Ma, Lingjie; Koenker, Roger - In: Journal of econometrics 134 (2006) 2, pp. 471-506
Persistent link: https://www.econbiz.de/10003374335
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Consumption patterns for electricity
Hendricks, Wallace; Koenker, Roger; Podlasek, Robert - In: Journal of econometrics 5 (1977) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10002736929
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An interior point algorithm for nonlinear quantile regression
Koenker, Roger - In: Journal of econometrics 71 (1996) 1, pp. 265-283
Persistent link: https://www.econbiz.de/10001194733
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Special issue: Annals: in honor of Roger Koenker
Galvão Júnior, Antônio Fialho (ed.);  … - Boneyard Conference <6., 2017, Urbana> - 2019
Persistent link: https://www.econbiz.de/10012655574
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Quantile regression methods for recursive structural equation models
Ma, Lingjie; Koenker, Roger - In: Journal of econometrics 134 (2006) 2, pp. 471-506
Persistent link: https://www.econbiz.de/10007279805
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An interior point algorithm for nonlinear quantile regression
Koenker, Roger; Park, Beum J. - In: Journal of econometrics 71 (1996) 1-2, pp. 265-284
Persistent link: https://www.econbiz.de/10006794476