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Pessimistic portfolio allocation and choquet expected utility
Bassett, Gilbert W. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144575
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Inference on the quantile regression process
Koenker, Roger; Xiao, Zhijie - 2000
Persistent link: https://www.econbiz.de/10001500704
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Inference on the quantile regression process
Koenker, Roger; Xiao, Zhijie - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1583-1612
Persistent link: https://www.econbiz.de/10001688095
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Quantile regression
Koenker, Roger; Hallock, Kevin F. - In: The journal of economic perspectives : EP ; a journal … 15 (2001) 4, pp. 143-156
Persistent link: https://www.econbiz.de/10001639343
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Uncertainty, hiring, and subsequent performance : the NFL draft
Hendricks, Wallace E.; DeBrock, Lawrence Marvin; … - In: Journal of labor economics 21 (2003) 4, pp. 857-886
Persistent link: https://www.econbiz.de/10001841571
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Quantile regression methods for recursive structural equation models
Ma, Lingjie (contributor); Koenker, Roger (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001921073
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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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Robust rank tests of the unit root hypothesis
Hasan, M. N. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 133-161
Persistent link: https://www.econbiz.de/10001217063
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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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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