Roger Koenker
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American econometrician
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Roger Koenkereconomics Degrees
Economics
#1632
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#1876
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#691
USA Rank
Econometrics
#41
World Rank
#43
Historical Rank
#17
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Economics
Roger Koenker's Degrees
- PhD Economics University of California, Berkeley
- Bachelors Economics University of California, Berkeley
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Why Is Roger Koenker Influential?
(Suggest an Edit or Addition)According to Wikipedia, Roger William Koenker is an American econometrician mostly known for his contributions to quantile regression. He is currently a Honorary Professor of Economics at University College London. Education and career He finished his degree at Grinnell College in 1969 and obtained his Ph.D. in Economics from the University of Michigan in 1974. In the same year, he was employed as an assistant professor at UIUC. By 1976, he left the university to work as part of the technical staff at Bell Telephone Laboratories. He came back to UIUC in 1983 to teach as a William B. McKinley Professor of Economics and Statistics before becoming a Honorary Professor of Economics at UCL in 2018.
Roger Koenker's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Regression Quantiles (2007) (9070)
- Quantile Regression: Name Index (2005) (2074)
- Robust Tests for Heteroscedasticity Based on Regression Quantiles (1982) (1659)
- Quantile regression for longitudinal data (2004) (1514)
- Goodness of Fit and Related Inference Processes for Quantile Regression (1999) (1251)
- Quantile smoothing splines (1994) (640)
- Computing regression quantiles (1987) (631)
- Asymptotic Theory of Least Absolute Error Regression (1978) (614)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators (1997) (563)
- A note on studentizing a test for heteroscedasticity (1981) (555)
- Quantile Regression: Fundamentals of Quantile Regression (2005) (444)
- Inference on the Quantile Regression Process (2000) (415)
- Quantile Autoregression (2006) (405)
- Unit Root Quantile Autoregression Inference (2004) (382)
- Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity (1990) (336)
- An interior point algorithm for nonlinear quantile regression (1992) (325)
- Quantile regression methods for reference growth charts (2006) (322)
- Conditional Quantile Estimation and Inference for Arch Models (1996) (278)
- Confidence Intervals for Regression Quantiles (1994) (240)
- An empirical quantile function for linear models with iid errors (1981) (221)
- Tests of Linear Hypotheses and l[subscript]1 Estimation (1982) (202)
- Quantile autoregression. Commentary (2006) (195)
- Tests of linear hypotheses based on regression rank scores (1993) (195)
- Quantile regression methods for recursive structural equation models (2004) (189)
- Quantile regression 40 years on (2017) (178)
- Reappraising Medfly Longevity (2001) (176)
- L-Estimation for Linear Models (1987) (174)
- Regression depth. Commentaries. Rejoinder (1999) (171)
- A Remark on Algorithm as 229: Computing Dual Regression Quantiles and Regression Rank Scores (1994) (157)
- Quantile Regression: Quantile Regression in R: A Vignette (2005) (153)
- Pessimistic Portfolio Allocation and Choquet Expected Utility (2004) (152)
- Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments (2001) (150)
- Quantile Regression by Roger Koenker (2005) (145)
- Handbook of quantile regression (2017) (139)
- Penalized triograms: total variation regularization for bivariate smoothing (2004) (138)
- Additive models for quantile regression: Model selection and confidence bandaids (2010) (135)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (2000) (134)
- Censored Quantile Regression Redux (2008) (128)
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors (1982) (127)
- Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (2009) (122)
- Residential demand for electricity : An econometric approach (1979) (111)
- Adaptive $L$-Estimation for Linear Models (1989) (111)
- Uncertainty, Hiring and Subsequent Performance: The NFL Draft (2003) (105)
- A note on L-estimates for linear models (1984) (103)
- Parametric links for binary choice models: A Fisherian-Bayesian colloquy (2009) (101)
- Inequality constrained quantile regression (2005) (99)
- On reproducible econometric research (2009) (98)
- Robust methods in econometrics (1981) (92)
- GMM inference when the number of moment conditions is large (1999) (91)
- Copula-Based Nonlinear Quantile Autoregression (2008) (83)
- Pay and Performance (2004) (83)
- QUASI-CONCAVE DENSITY ESTIMATION (2010) (81)
- Rebayes: an R package for empirical bayes mixture methods (2017) (79)
- SparseM: A Sparse Matrix Package for R (2003) (77)
- Robust rank tests of the unit root hypothesis (1997) (74)
- M Estimation of Multivariate Regressions (1990) (73)
- Product Differentiation, Monopolistic Competition, and Public Policy (1981) (72)
- L-estimatton for linear heteroscedastic models (1994) (71)
- Convex Optimization in R (2014) (61)
- Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules (2014) (61)
- Quantile spline models for global temperature change (1994) (58)
- A Frisch-Newton Algorithm for Sparse Quantile Regression (2005) (58)
- The Economics of Persistence: Graduation Rates of Athletes as Labor Market Choice (1996) (55)
- Strong Consistency of Regression Quantiles and Related Empirical Processes (1986) (54)
- Economic Applications of Quantile Regression (2002) (54)
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective (2014) (53)
- The measurement of specific dynamic action in fishes. (2016) (46)
- AN EMPIRICAL NOTE ON THE ELASTICITY OF SUBSTITUTION BETWEEN LAND AND CAPITAL IN A MONOCENTRIC HOUSING MARKET (1972) (46)
- Was Bread Giffen? The Demand for Food in England Circa 1790 (1977) (39)
- Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data (2017) (38)
- Inference for Quantile Regression (2005) (37)
- DENSITY ESTIMATION BY TOTAL VARIATION REGULARIZATION (2006) (37)
- Econometrics in R: Past, Present, and Future (2008) (37)
- Asymptotic Theory and Econometric Practice (1988) (35)
- Distributional vs. Quantile Regression (2013) (33)
- Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation (1994) (31)
- Costs and benefits of peak-load pricing of electricity: A continuous-time econometric approach (1984) (28)
- When Are Expectiles Percentiles? (1992) (27)
- Quantile Regression Redux (2008) (24)
- Conditional Quantile Estimation for GARCH Models (2009) (23)
- Reproducible Econometric Research. A Critical Review of the State of the Art. (2007) (21)
- Discussion: Living beyond our means (2013) (18)
- An Interior Point Algorithm for (1994) (17)
- On a Problem of Robbins (2016) (17)
- March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis (2010) (16)
- LIVING BEYOND OUR MEANS (2014) (16)
- On Some Analogues to Linear Combinations of Order Statistics in the Linear Model (2007) (15)
- Reply to: Comments on “Invidious Comparisons: Ranking and Selection as Compound Decisions” (2020) (15)
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS (2013) (14)
- Adaptive choice of trimming proportions (1994) (14)
- Additive Models for Quantile Regression: An Analysis of Risk Factors for Malnutrition in India (2010) (13)
- A Gaussian compound decision bakeoff (2014) (13)
- On Boscovich's Estimator (1985) (12)
- Empirical Bayes Estimation and Inference in R (2015) (11)
- Parametric Links for Binary Response (2006) (11)
- THE MEDIAN IS THE MESSAGE : TOWARD THE FRÉCHET MEDIAN (2007) (11)
- Uncertainty, Hiring, and Subsequent Performance: The NFL Draft (2003) (11)
- A note on recent proposals for computing l 1 estimates (1992) (10)
- Pricing Interactive Computer Services (1984) (10)
- Four (Pathological) Examples in Asymptotic Statistics (1984) (9)
- Linear Hypothesis: Regression (Quantile) (2001) (8)
- Tail behavior of the least-squares estimator (2001) (8)
- Optimal peak load pricing with time-additive consumer preferences (1979) (8)
- Quantile RegresssionThis article has been prepared for the Statistical Theory and Methods section of the Encyclopedia of Environmetrics edited by Abdel El‐Shaarawi and Walter Piegorsch. The research was partially supported by NSF grant SES‐0850060. (2013) (8)
- REBayes : Empirical Bayes Mixture Methods in R (2017) (7)
- 8 Rank tests for linear models (1997) (7)
- Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment (1979) (7)
- Computational Methods for Quantile Regression (2017) (7)
- Elastic and Plastic Splines: Some Experimental Comparisons (2002) (7)
- Rank tests for heterogeneous treatment effects with covariates (2010) (6)
- Discussion: The Trimmed Mean in the Linear Model (1987) (5)
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients (2018) (5)
- Frailty, profile likelihood, and medfly mortality (2014) (5)
- EMPIRICAL BAYES CONFIDENCE INTERVALS: AN R VINAIGRETTE (2020) (5)
- The alter egos of the regularized maximum likelihood density estimators : deregularized maximum-entropy , Shannon , Rényi , Simpson , Gini , and stretched strings (2006) (5)
- Shape Constrained Density Estimation Via Penalized Rényi Divergence (2018) (5)
- Consumption patterns for electricity (1977) (5)
- PARAMETRIC LINKS FOR BINARY CHOICE MODELS (2006) (4)
- Inequality constrained quantile regression: Working paper series--03-08 (2003) (4)
- $l\sb 1$ computation: an interior monologue (1997) (4)
- The Median Is the Message: Wilson and Hilfertys Experiments on the Law of Errors (2009) (4)
- Economic applications of quantile regression 2.0 (2021) (4)
- Quantile Regression: Nonparametric Quantile Regression (2005) (4)
- ‘‘A note on Laplace regression with censored data’’. (2011) (4)
- Comment: Minimalist $g$-Modeling (2019) (4)
- Generalized Linear Models Extended (2015) (3)
- Comment on "Local quantile regression" (2013) (3)
- A remark on Bartels and Conn's linearly constrained, discrete l1 problems (1996) (3)
- A Quantile Regression Memoir (2017) (3)
- Book Reviews (2018) (3)
- Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model (2015) (3)
- Journal of the American Stastistical Association: Comment (2006) (3)
- Censored quantile regression survival models with a cure proportion (2019) (3)
- Some pathological regression asymptotics under stable conditions (2000) (2)
- Amemiya's form of the weighted least squares estimator (1993) (2)
- Correction: Adaptive $L$-Estimation for Linear Models (1990) (2)
- Likelihood Ratio and Goodness of Fit Processes for Quantile Regression (1998) (2)
- Copula-Based Quantile Autoregression (2008) (2)
- Additive Models for Quantile Regression (2009) (2)
- Regression Depth: Comment (1999) (2)
- [Rank-Based Robust Analysis of Linear Models. I. Exposition and Review]: Comment (1988) (2)
- Graduation rates of NFL players. (1997) (2)
- A note on computing dual regression quantiles and regression rank scores remark on Algorithm 229 / BEBR No.1666 (1990) (2)
- The Falstaff estimator (1998) (2)
- UNOBSERVED HETEROGENEITY IN LONGITUDINAL DATA : AN EMPIRICAL BAYES PERSPECTIVE (2013) (2)
- A Note on Amemiya'a form of the Weighted Least Squares Esrtimator (1992) (2)
- Massachusetts Institute of Technology Department of Economics Working Paper Series Rearranging Edgeworth-cornish-fisher Expansions Rearranging Edgeworth-cornish-fisher Expansions and the Cemmap "measurement Matters" Conference for Helpful (2011) (1)
- Chapter 1 Frailty , Profile Likelihood and Medfly Mortality (2013) (1)
- SparseM: A sparse matrix package for R: Working paper series--02-31 (2002) (1)
- Twilight Zone of Quantile Regression (2005) (1)
- Bayesian deconvolution: an R vinaigrette (2017) (1)
- MEMO-RANDOM NUMBER 1 ON COMONOTONICITY (1)
- Mini-Workshop: Frontiers in Quantile Regression (2012) (1)
- Residential demand for electricity by time of day: an econometric approach. Final report (1978) (1)
- Asymptotic theory and econometric practice / 1426 (1988) (1)
- ADDITIVE MODELS FOR QUANTILE REGRESSION: SOME NEW METHODS FOR R (2010) (1)
- Generalized sample quantile estimators for the linear model / 225 (1974) (1)
- M-Estimation of multivariate regressions / BEBR 1512 (1988) (1)
- PRICING INTERACTIVE COMPUTER SERVICES: A RATIONALE AND SOME PROPOSALS FOR UNIX IMPLEMENTATION. (1982) (1)
- QUANTILE SELECTION MODELS: AN R VIGNETTE (2017) (0)
- Digitized by the Internet Archive in 2011 with Funding from Boston Library Consortium Iviember Libraries Improving Estimates of Monotone Functions by Rearrangement Improving Estimates of Monotone Functions by Rearrangement (2011) (0)
- Lecture 20 A Not Too Random Walk in Markov Chains (2017) (0)
- Lecture 11 “ Asymptotic Theory of Testing ” ( Introduction to the Holy Trinity ) The likelihood ratio test (2017) (0)
- Introduction to Dynamic Simultaneous Equation Models 1 . Structural Equation Models – An Overview (2012) (0)
- Introduction to Non-Stationary Time Series (2016) (0)
- The δ-Method and the Bootstrap Introduction to Nonlinear Inference (2012) (0)
- Quantile regression models for global temperature change (1993) (0)
- TRANSPORT ECONOMICS AND POLICY (2016) (0)
- Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis (2021) (0)
- Preliminary Program for Quantile Regression and Data Heterogeneity Workshop (2022) (0)
- Testing stationarity using M-Estimation (2006) (0)
- Nonuniform Pricing Structures in Electricity (2019) (0)
- Functions of first Baire class (2017) (0)
- Lecture 21 “ Treating the Treated : Varieties of Causal Inference ” (2017) (0)
- Sierpiński’s partition of the Euclidean plane (2017) (0)
- 2 Transformations and the Specification of Econometric Models (2012) (0)
- How to be Pessimistic: Choquet Risk and Portfolio Optimization (2002) (0)
- How to be Pessimistic: Choquet Risk and Portfolio Optimization (2002) (0)
- Discussion (2016) (0)
- Lecture 10 “ Maximum Likelihood Asymptotics under Non-standard Conditions : A Heuristic Introduction to Sandwiches ” (2012) (0)
- Generalized Linear Models Extended [R package glmx version 0.1-1] (2015) (0)
- Quantile Regression: L-Statistics and Weighted Quantile Regression (2005) (0)
- Cantor and Peano type functions (2017) (0)
- Lecture 7 “ By Shape of likelihood the news was told ” Henry IV . part 1 Introduction to the MLE via Sufficiency (2017) (0)
- Digitized by the Internet Archive in 2011 with Funding from Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Discussions and from Whom I Learned a Great Deal; and Also Friends (2011) (0)
- MEDDE: MAXIMUM ENTROPY DEREGULARIZED DENSITY ESTIMATION (2018) (0)
- 1 “ 13 ways of looking at a random variable ” 0 (2015) (0)
- Asymptotic Relative Efficiency of Tests : ARE on a G String (2017) (0)
- The median is the message: Wilson and Hilferty's reanalysis of C.S. Peirce's experiments on the law of errors (2008) (0)
- Massachusetts Institute of Technology Department of Economics Working Paper Series Quantile Regression under Misspecification with an Application to the Libraries Quantile Regression under Misspecification, with an Application Wage Structure (2011) (0)
- Lecture 5 Design of Experiments and Confidence Ellipses (2006) (0)
- Quantile Regression: Asymptotic Theory of Quantile Regression (2005) (0)
- Roger Koenker Lecture 9 “ Consistency and Asymptotic Efficiency of the MLE ” (2017) (0)
- A conversation with Estate V. Khmaladze (2016) (0)
- Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment (1988) (0)
- SparseM : A Sparse Matrix Package for R ∗ Roger Koenker and Pin Ng April 8 , 2006 (2006) (0)
- Quantile Regression (2007) (0)
- SparseM : A Sparse Matrix Package for R ∗ Roger Koenker and Pin Ng November 16 , 2005 (2005) (0)
- IDENTIFICATION AND ESTIMATION OF STRUCTURAL FUNCTIONS VIA IMPLICIT CONDITIONING (2012) (0)
- Letter to the Editor (2011) (0)
- Hotelling tubes, confidence bands and conformal inference (2023) (0)
- The estimation of input demand functions and the relative economic efficiency of regulated trucking firms (1974) (0)
- Lecture 23 Introduction to Modern Survival Models (2017) (0)
- Spline adaptation in extended linear models - Comments and rejoinder (2002) (0)
- Binary Prediction (1992) (0)
- Random Coefficient Binary Response Estimation [R package RCBR version 0.5.9] (2020) (0)
- What Do Kernel Density Estimators Optimize? (2012) (0)
- METHOD OF QUANTILES (2010) (0)
- MINIMALIST G-MODELING: A COMMENT ON EFRON (2019) (0)
- NOTES ON THE IMPLEMENTATION OF RÉNYI PENALIZED DENSITY ESTIMATION (2019) (0)
- Economic applications of quantile regression 2.0 (2021) (0)
- The ignorant monopolist redux (2019) (0)
- Empirical Bayes Estimation and Inference [R package REBayes version 2.2] (2020) (0)
- A sparse implementation of the Frisch-Newton algorithm for 1uantile regression: Working paper series--03-03 (2003) (0)
- FINAL REPORT on BIRS 5-day workshop Regularization in Statistics (0)
- Minimalist G-modelling: A comment on Efron (2019) (0)
- Quantile Regression: Computational Aspects of Quantile Regression (2005) (0)
- Rejoinder (2006) (0)
- Quantile Regression: Asymptotic Critical Values (2005) (0)
- Working Paper 92-0148 A Moving-Estimates Test for Parameter Stability and its Boundary-Crossing Probability (2011) (0)
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What Schools Are Affiliated With Roger Koenker?
Roger Koenker is affiliated with the following schools:
