WorldCat Identities

Koenker, Roger 1947-

Overview
Works: 66 works in 148 publications in 1 language and 1,229 library holdings
Roles: Author, Editor
Publication Timeline
.
Most widely held works by Roger Koenker
Quantile regression by Roger Koenker( )

18 editions published between 1996 and 2008 in English and held by 678 WorldCat member libraries worldwide

"This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods are illustrated with a variety of applications from economics, biology, ecology, and finance. The treatment will find its core audiences in econometrics, statistics, and biostatistics."--Jacket
Economic applications of quantile regression by Bernd Fitzenberger( Book )

10 editions published between 2001 and 2002 in English and held by 198 WorldCat member libraries worldwide

This volume collects 12 empirical contributions in economics and offers an introduction to interpretation, implementation, and inference aspects of quantile regression
Handbook of quantile regression by Roger Koenker( )

10 editions published between 2017 and 2018 in English and held by 145 WorldCat member libraries worldwide

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss. Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide variety of data analytic settings including time series, survival analysis, and longitudinal data. By focusing attention on local slices of the conditional distribution of response variables it is capable of providing a more complete, more nuanced view of heterogeneous covariate effects. Applications of quantile regression can now be found throughout the sciences, including astrophysics, chemistry, ecology, economics, finance, genomics, medicine, and meteorology. Software for quantile regression is now widely available in all the major statistical computing environments. The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.--
Quantile regression by Roger Koenker( Book )

10 editions published between 2005 and 2009 in English and held by 71 WorldCat member libraries worldwide

A note on Amemiya's form of the weighted least squares estimator by Roger Koenker( Book )

6 editions published between 1990 and 1992 in English and held by 14 WorldCat member libraries worldwide

Residential demand for electricity by time of day : an econometric approach by University of Illinois (Urbana-Champaign campus)( Book )

1 edition published in 1978 in English and held by 9 WorldCat member libraries worldwide

Asymptotic theory and econometric practice by Roger Koenker( )

6 editions published between 1986 and 1988 in English and held by 8 WorldCat member libraries worldwide

M-Estimation of multivariate regressions by Roger Koenker( )

6 editions published between 1988 and 1990 in English and held by 8 WorldCat member libraries worldwide

Reappraising medfly longevity : a quantile regression survival analysis by Roger Koenker( Book )

3 editions published in 1999 in English and held by 8 WorldCat member libraries worldwide

Chaudhuri, Doksum and Samarov (1997) have recently stressed the usefulness of the quantile regression formulation for survival analysis and for transformation models, more generally. In this paper, we explore the use of quantile regression in survival analysis by reanalysing a large experimental study by Carey, Liedo, Orozco, and Vaupel (1992), that monitored age-specific mortality in a population of roughly 1.2 million Mediterranean fruit flies (Ceratitis Capitata). The quantile regression approach appears useful in refining several of the conclusions drawn from this study including the apparent decline in mortality rates at advanced ages, and the gender cross-over effect in survival functions for medflies
Stochastic parameter models for panel data : an application to the Connecticut peak load pricing experiment by Wallace Hendricks( Book )

1 edition published in 1979 in English and held by 6 WorldCat member libraries worldwide

Momentary lapses : moment expansions and the robustness of minimum distance estimation by Roger Koenker( )

3 editions published in 1991 in English and held by 5 WorldCat member libraries worldwide

Quantile regression models for global temperature change by Roger Koenker( )

3 editions published in 1993 in English and held by 5 WorldCat member libraries worldwide

A note on computing dual regression quantiles and regression rank scores remark on Algorithm 229 by Roger Koenker( )

3 editions published in 1990 in English and held by 4 WorldCat member libraries worldwide

L-estimation for linear models by Roger Koenker( )

3 editions published in 1986 in English and held by 4 WorldCat member libraries worldwide

Computing regression quantiles by Roger Koenker( )

3 editions published in 1985 in English and held by 4 WorldCat member libraries worldwide

Generalized sample quantile estimators for the linear model by Gilbert Bassett( Book )

3 editions published between 1974 and 1975 in English and held by 4 WorldCat member libraries worldwide

Copula-based nonlinear quantile autoregression by Xiaohong Chen( )

4 editions published in 2008 in English and held by 3 WorldCat member libraries worldwide

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 asymptotic normality of the proposed quantile estimators are established under mild conditions, allowing for global misspecification of parametric copulas and marginals, and without assuming any mixing rate condition. These results lead to a general framework for inference and model specification testing of extreme conditional value-at-risk for financial time series data. -- Quantile autoregression ; Copula ; Ergodic nonlinear Markov data
The estimation of input demand functions and the relative economic efficiency of regulated trucking firms by Roger Koenker( )

3 editions published in 1974 in English and held by 3 WorldCat member libraries worldwide

Robust Estimation of the Cross-Sections of United States Wages and Stock Returns by Carole Marie Amidon( )

1 edition published in 2003 in English and held by 2 WorldCat member libraries worldwide

Hierarchical spline models for conditional quantiles and the demand for electricity by Wallace E Hendricks( Book )

2 editions published in 1990 in English and held by 2 WorldCat member libraries worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.49 (from 0.32 for Quantile r ... to 0.97 for Copula-bas ...)

Quantile regression Quantile regression
Covers
Economic applications of quantile regressionQuantile regression
Alternative Names
Koenker, Roger William 1947-

Roger Koenker American econometrician

Languages
English (99)