Roger Koenker - Concepedia

Author

Roger Koenker

University of Illinois Urbana-Champaign ORCID

Also Known As

Koenker, Roger, R. Koenker, R. W. Koenker, ROGER KOENKER, Roger Koenker, Roger W. Koenker

258

Publications

38.4K

Citations

H-Index

124

Concepts

All Affiliations

University of Illinois Urbana-Champaign Universidade Nova de Lisboa University of Illinois System University of Illinois Chicago University of Toronto

About

Roger Koenker is an author at University of Illinois Urbana-Champaign specializing in statistics, statistical inference, and econometrics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	27	28	8.9K
2	Engineering	26	34	5.6K
3	Education	4	4	140
4	Humanities	2	2	46
5	Language Studies	1	1	26

Roger Koenker

Publications

30.4K

Citations

H-Index

Page 1

	Year	Citations
Regression Quantiles Roger Koenker, Gilbert W. Bassett Econometrica	1978	12.3K
Quantile Regression Roger Koenker, Kevin F. Hallock The Journal of Economic Perspectives Econometric ModelEconomicsApplied EconomicsQuantile Regression MethodsQuantile Regression	2001	4.2K
Robust Tests for Heteroscedasticity Based on Regression Quantiles Roger Koenker, Gilbert W. Bassett Econometrica Robust TestsRobust StatisticRobustness TestingEconometricsStatistics	1982	1.6K
Goodness of Fit and Related Inference Processes for Quantile Regression Roger Koenker, José A. F. Machado Journal of the American Statistical Association Bessel ProcessesEconomicsLeast Squares RegressionEconometric ModelQuantile Regression	1999	1.4K
Algorithm AS 229: Computing Regression Quantiles Roger Koenker, Vasco d'Orey Journal of the Royal Statistical Society Series C (Applied Statistics) Empirical AlgorithmicsStatistical InferenceStatisticsAlgorithmic DevelopmentRegression Quantiles	1987	659
Quantile Autoregression Roger Koenker, Zhijie Xiao Journal of the American Statistical Association Autoregression Quantile ProcessEconometric ModelEconomicsEngineeringMonotone Functions	2006	611
Quantile smoothing splines Roger Koenker, Pin Ng, Stephen Portnoy Biometrika Parameter EstimationEngineeringConditional Quantile FunctionsBiostatisticsCurve Fitting	1994	589
A note on studentizing a test for heteroscedasticity Roger Koenker Journal of Econometrics Volatility ModelingStatistics	1981	580
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators Stephen Portnoy, Roger Koenker Statistical Science Mathematical ProgrammingComputational SpeedParameter EstimationEngineeringStatistical Foundation	1997	552
Unit Root Quantile Autoregression Inference Roger Koenker, Zhijie Xiao Journal of the American Statistical Association Quantile Autoregression EstimatorEconomicsRelated Time SeriesMacroeconomicsEstimation Statistic	2004	499

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