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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

Residential demand for electricity : an econometric approach

Hendricks, Wallace; Koenker, Roger; Poirier, Dale J. - In: Annals of applied econometrics (1979) 1, pp. 33-57

Persistent link: https://www.econbiz.de/10002737080

Pessimistic portfolio allocation and choquet expected utility

Bassett, Gilbert W.; Koenker, Roger; Kordas, Gregory - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 477-492

Persistent link: https://www.econbiz.de/10002349755

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

Quantile autoregression

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 980-990

Persistent link: https://www.econbiz.de/10003375750

Copula-based nonlinear quantile autoregression

Chen, Xiaohong (contributor); Koenker, Roger (contributor); … - 2008

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches. Consistency and...

Persistent link: https://www.econbiz.de/10003765985