← All authors Roger Koenker University College London (from arXiv:2112.11064, 2021) · ORCID · OpenAlex
110 papers in scope · 109 published · 3 on the econ.EM arXiv · 32,163 citations · h-index 51 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Danil Fedchenko Dillon Bowen Jiaying Gu Kenneth E. Hung Dominic Coey Christopher Walters Nikolaos Ignatiadis Sergei Bazylik Evan K. Rose Andreas Petrou-Zeniou Hangcheng Zhao Ron Berman Timothy Sudijono Seungjin Han Magne Mogstad Federico Crippa Tian Xie Zhen Xie Martin P. Tingley Sid Kankanala Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 110)
working paper 2026 · arXiv
Hotelling tubes, confidence bands and conformal inference
published 2023 · Empirical Economics
published 2023 · Econometrica · 35 citations · first circulated 2020
Reply to: Comments on “Invidious Comparisons: Ranking and Selection as Compound Decisions”
published 2023 · Econometrica
published 2022 · AEA Papers and Proceedings · 5 citations · first circulated 2021
Economic applications of quantile regression 2.0
published 2021 · Empirical Economics · 122 citations · first circulated 2002
Censored quantile regression survival models with a cure proportion
published 2021 · Journal of Econometrics · 13 citations · first circulated 2019
with Naveen N. Narisetty
published 2020 · Journal of the American Statistical Association · 7 citations · first circulated 2018
The ignorant monopolist redux
published 2019 · Econometrics Journal
Comment: Minimalist $g$-Modeling
published 2019 · Statistical Science · 8 citations
Shape Constrained Density Estimation Via Penalized Rényi Divergence
published 2018 · Statistical Science · 5 citations
with Ivan Mizera
Quantile Regression: 40 Years On
published 2017 · Annual Review of Economics · 93 citations
TESTING FOR HOMOGENEITY IN MIXTURE MODELS
published 2017 · Econometric Theory · 8 citations · first circulated 2013
REBayes : An R Package for Empirical Bayes Mixture Methods
published 2017 · Journal of Statistical Software · 27 citations
A Conversation with Estate V. Khmaladze
published 2016 · Statistical Science
with Hira L. Koul
Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data
published 2016 · Journal of Applied Econometrics · 37 citations
Discussion
published 2015 · International Statistical Review
Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
published 2015 · Journal of Business and Economic Statistics · 67 citations
On a Problem of Robbins
published 2015 · International Statistical Review · 18 citations
Quantile Regression
published 2014 · Wiley StatsRef: Statistics Reference Online · 10 citations
A Gaussian compound decision bakeoff
published 2014 · Stat · 10 citations
Convex Optimization in R
published 2014 · Journal of Statistical Software · 50 citations
with Ivan Mizera
Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
published 2013 · Journal of the American Statistical Association · 188 citations
with Ivan Mizera
Frailty, Profile Likelihood, and Medfly Mortality
published 2013 · Springer proceedings in mathematics & statistics · 4 citations
Mini-Workshop: Frontiers in Quantile Regression
published 2013 · Oberwolfach Reports
Discussion: Living beyond our means
published 2013 · Statistical Modelling · 26 citations
Comment on “Local quantile regression”
published 2013 · Journal of Statistical Planning and Inference · 7 citations
What Do Kernel Density Estimators Optimize?
published 2012 · Journal of Econometric Methods · 3 citations
with Ivan Mizera, Jungmo Yoon
Additive models for quantile regression: Model selection and confidence bandaids
published 2011 · Brazilian Journal of Probability and Statistics · 103 citations · first circulated 2010
Letter to the Editor
published 2011 · Biometrical Journal · 3 citations
March Madness, Quantile Regression Bracketology, and the Hayek Hypothesis
published 2009 · Journal of Business and Economic Statistics · 15 citations
with Gilbert W. Bassett
Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
published 2009 · Journal of the American Statistical Association · 167 citations
On reproducible econometric research
published 2009 · Journal of Applied Econometrics · 95 citations · first circulated 1998
with Achim Zeileis
The Median Is the Message: Wilson and Hilfertys Experiments on the Law of Errors
published 2009 · The American Statistician · 3 citations · first circulated 2008
Parametric links for binary choice models: A Fisherian–Bayesian colloquy
published 2009 · Journal of Econometrics · 102 citations
with Jungmo Yoon
Copula-based nonlinear quantile autoregression
published 2009 · Econometrics Journal · 91 citations · first circulated 2008
with Xiaohong Chen, Zhijie Xiao
Censored Quantile Regression Redux
published 2008 · Journal of Statistical Software · 121 citations
Econometrics in R : Past, Present, and Future
published 2008 · Journal of Statistical Software · 36 citations
with Achim Zeileis
Quantile Autoregression
published 2006 · Journal of the American Statistical Association · 631 citations
Rejoinder
published 2006 · Journal of the American Statistical Association · 1 citations
Quantile regression methods for recursive structural equation models
published 2005 · Journal of Econometrics · 213 citations · first circulated 2004
with Lingjie Ma
Quantile regression methods for reference growth charts
published 2005 · Statistics in Medicine · 324 citations
A Frisch-Newton Algorithm for Sparse Quantile Regression
published 2005 · Acta Mathematicae Applicatae Sinica English Series · 59 citations
with Pin Ng
Unit Root Quantile Autoregression Inference
published 2004 · Journal of the American Statistical Association · 514 citations
Quantile regression for longitudinal data
published 2004 · Journal of Multivariate Analysis · 2125 citations
Pay and Performance
published 2004 · Journal of Sports Economics · 97 citations
with Lawrence M DeBrock, Wallace Hendricks
Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
published 2003 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 129 citations
with Ivan Mizera
Uncertainty, Hiring, and Subsequent Performance: The NFL Draft
published 2003 · Journal of Labor Economics · 112 citations · first circulated 2001
with Wallace Hendricks, Lawrence M DeBrock
SparseM : A Sparse Matrix Package for R
published 2003 · Journal of Statistical Software · 57 citations
with Pin Ng
Inference on the Quantile Regression Process
published 2002 · Econometrica · 15 citations
Tail behavior of the least-squares estimator
published 2001 · Statistics & Probability Letters · 8 citations
with Jana Jurečková, Stephen Portnoy
Quantile Regression
published 2001 · The Journal of Economic Perspectives · 4368 citations
with Kevin F. Hallock
Reappraising Medfly Longevity
published 2001 · Journal of the American Statistical Association · 260 citations
with Olga Geling
Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments
published 2001 · Empirical Economics · 101 citations
Introduction
published 2001 · Empirical Economics · 8 citations
with Bernd Fitzenberger, Jos x E A. F. Machado
Some pathological regression asymptotics under stable conditions
published 2000 · Statistics & Probability Letters · 2 citations
with Stephen Portnoy
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
published 2000 · Journal of Econometrics · 130 citations · first circulated 1998
Goodness of Fit and Related Inference Processes for Quantile Regression
published 1999 · Journal of the American Statistical Association · 1415 citations
with José A. F. Machado
GMM inference when the number of moment conditions is large
published 1999 · Journal of Econometrics · 114 citations
with José A. F. Machado
Regression Depth: Comment
published 1999 · Journal of the American Statistical Association · 2 citations
Comment
published 1999 · Journal of the American Statistical Association
The Falstaff estimator
published 1998 · Economics Letters · 1 citations
with José A. F. Machado
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators
published 1997 · Statistical Science · 560 citations
with Stephen Portnoy
Robust Rank Tests of the Unit Root Hypothesis
published 1997 · Econometrica · 73 citations
with Mohammad Nazmul Hasan
Conditional Quantile Estimation and Inference for Arch Models
published 1996 · Econometric Theory · 273 citations
with Quanshui Zhao
An interior point algorithm for nonlinear quantile regression
published 1996 · Journal of Econometrics · 345 citations · first circulated 1992
with Beum J. Park
The Economics of Persistence: Graduation Rates of Athletes as Labor Market Choice
published 1996 · The Journal of Human Resources · 55 citations · first circulated 1994
with Lawrence M DeBrock, Wallace Hendricks
Quantile spline models for global temperature change
published 1994 · Climatic Change · 78 citations
Adaptive choice of trimming proportions
published 1994 · Annals of the Institute of Statistical Mathematics · 16 citations
with Jana Jurečková, A. H. Welsh
Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
published 1994 · Econometric Theory · 31 citations
with José A. F. Machado, Christopher L. Skeels, A. H. Welsh
Quantile smoothing splines
published 1994 · Biometrika · 597 citations
with Pin Ng, Stephen Portnoy
Remark AS R92: A Remark on Algorithm AS 229: Computing Dual Regression Quantiles and Regression Rank Scores
published 1994 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 157 citations
with Vasco d'Orey
L -estimatton for linear heteroscedastic models
published 1994 · Journal of nonparametric statistics · 88 citations
with Quanshui Zhao
AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR
published 1993 · Australian Journal of Statistics · 4 citations · first circulated 1990
with José A. F. Machado, Christopher L. Skeels, A. H. Welsh
Four (Pathological) Examples in Asymptotic Statistics
published 1993 · The American Statistician
with Gib Bassett
Tests of linear hypotheses based on regression rank scores
published 1993 · Journal of nonparametric statistics · 192 citations
with Christoph Gutenbrünner, Jana Jurečková, Stephen Portnoy
When Are Expectiles Percentiles?
published 1992 · Econometric Theory · 24 citations
Binary Prediction
published 1992 · Econometric Theory
A note on recent proposals for computing l1 estimates
published 1992 · Computational Statistics & Data Analysis · 8 citations
with Gilbert W. Bassett
Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity
published 1992 · Journal of the American Statistical Association · 327 citations · first circulated 1990
with Wallace Hendricks
M Estimation of Multivariate Regressions
published 1990 · Journal of the American Statistical Association · 63 citations
with Stephen Portnoy
Tail Behavior of Regression Estimators and their Breakdown Points
published 1990 · Econometrica · 85 citations
with Xuming He, Jana Jurečková, Stephen Portnoy
Adaptive $L$-Estimation for Linear Models
published 1990 · The Annals of Statistics · 2 citations
with Stephen Portnoy
Adaptive $L$-Estimation for Linear Models
published 1989 · The Annals of Statistics · 102 citations
with Stephen Portnoy
[Combining Robust and Traditional Least Squares Methods: A Critical Evaluation]: Comment
published 1988 · Journal of Business and Economic Statistics
Comment
published 1988 · Journal of Business and Economic Statistics
[Rank-Based Robust Analysis of Linear Models. I. Exposition and Review]: Comment
published 1988 · Statistical Science · 2 citations
Asymptotic theory and econometric practice
published 1988 · Journal of Applied Econometrics · 37 citations
L -Estimation for Linear Models
published 1987 · Journal of the American Statistical Association · 134 citations
with Stephen Portnoy
Discussion: The Trimmed Mean in the Linear Model
published 1987 · The Annals of Statistics · 6 citations
Strong Consistency of Regression Quantiles and Related Empirical Processes
published 1986 · Econometric Theory · 47 citations
with Gilbert W. Bassett
RATS
published 1986 · The American Statistician
On Boscovich's Estimator
published 1985 · The Annals of Statistics · 14 citations
with Gilbert W. Bassett
A note on L-estimates for linear models
published 1984 · Statistics & Probability Letters · 89 citations
Costs and benefits of peak-load pricing of electricity
published 1984 · Journal of Econometrics · 24 citations
with A. Ronald Gallant
Four (Pathological) Examples in Asymptotic Statistics
published 1984 · The American Statistician · 6 citations
with Gilbert W. Bassett
Tests of Linear Hypotheses and l"1 Estimation
published 1982 · Econometrica · 244 citations
with Gilbert W. Bassett
An Empirical Quantile Function for Linear Models with iid Errors
published 1982 · Journal of the American Statistical Association · 215 citations
with Gilbert W. Bassett
An Empirical Quantile Function for Linear Models with | operatornameiid Errors
published 1982 · Journal of the American Statistical Association · 137 citations
with Gilbert W. Bassett
Robust Tests for Heteroscedasticity Based on Regression Quantiles
published 1982 · Econometrica · 1649 citations
with Gilbert W. Bassett
A note on studentizing a test for heteroscedasticity
published 1981 · Journal of Econometrics · 587 citations
Product Differentiation, Monopolistic Competition, and Public Policy
published 1981 · The Bell Journal of Economics · 67 citations
with Martin Perry
Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment
published 1979 · International Economic Review · 8 citations
with Wallace Hendricks, Dale J. Poirier
Residential demand for electricity
published 1979 · Journal of Econometrics · 106 citations
with Wallace Hendricks, Dale J. Poirier
Optimal peak load pricing with time-additive consumer preferences
published 1979 · Journal of Econometrics · 9 citations
Asymptotic Theory of Least Absolute Error Regression
published 1978 · Journal of the American Statistical Association · 477 citations
with Gilbert W. Bassett
Regression Quantiles
published 1978 · Econometrica · 12975 citations
with Gilbert W. Bassett
Was Bread Giffen? The Demand for Food in England Circa 1790
published 1977 · The Review of Economics and Statistics · 36 citations
Consumption patterns for electricity
published 1977 · Journal of Econometrics · 5 citations
with Wallace Hendricks, Robert Podlasek
AN EMPIRICAL NOTE ON THE ELASTICITY OF SUBSTITUTION BETWEEN LAND AND CAPITAL IN A MONOCENTRIC HOUSING MARKET*
published 1972 · Journal of Regional Science · 44 citations
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