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Rank tests for linear models
Koenker, Roger - 1996
Persistent link: https://www.econbiz.de/10000959826
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Adaptive estimation of regression parameters for the Gaussian scale mixture model
Koenker, Roger - In: Empirical economic and financial research : theory, …, (pp. 373-378). 2015
Persistent link: https://www.econbiz.de/10010490090
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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Koenker, Roger - 1998
Persistent link: https://www.econbiz.de/10000995137
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Asymptotic theory and econometric practice
Koenker, Roger - In: Journal of applied econometrics 3 (1988) 2, pp. 139-147
Persistent link: https://www.econbiz.de/10001078431
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Rank tests for linear models
Koenker, Roger - 1997
Persistent link: https://www.econbiz.de/10001321899
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A note on Amemiya's form of the weighted least squares estimator
Koenker, Roger (contributor) - 1992
Persistent link: https://www.econbiz.de/10013400645
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Hotelling tubes, confidence bands and conformal inference
Koenker, Roger - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2757-2769
Persistent link: https://www.econbiz.de/10014329010
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The Gaussian hare and the Laplacian tortoise : computability of squared-error vs absolute-error estimators
Portnoy, Steven; Koenker, Roger - 1996
Persistent link: https://www.econbiz.de/10000959858
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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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Conditional quantile estimation for GARCH models
Xiao, Zhijie; Koenker, Roger - 2009
Persistent link: https://www.econbiz.de/10003901820