roger koenker : Citation Profile

Are you roger koenker?

University of Illinois at Urbana-Champaign

12

H index

12

i10 index

3480

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

2

Books

RESEARCH ACTIVITY:

   32 years (1977 - 2009). See details.
   Cites by year: 108
   Journals where roger koenker has often published
   Relations with other researchers
   Recent citing documents: 351.    Total self citations: 2 (0.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko146
   Updated: 2021-10-16    RAS profile: 2009-11-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with roger koenker.

Is cited by:

Asongu, Simplice (193)

Chernozhukov, Victor (40)

Kim, Tae-Hwan (40)

Odhiambo, Nicholas (37)

Tchamyou, Vanessa (33)

Coad, Alex (33)

Lamarche, Carlos (30)

GUPTA, RANGAN (28)

MULLER, Christophe (24)

Wagner, Joachim (22)

Panagiotidis, Theodore (22)

Cites to:

Angrist, Joshua (5)

Krueger, Alan (4)

Bassett, Gilbert (4)

Imbens, Guido (3)

Chesher, Andrew (3)

Manganelli, Simone (3)

Engle, Robert (3)

Diebold, Francis (3)

Newey, Whitney (3)

Christoffersen, Peter (3)

Abadie, Alberto (2)

Main data

Where roger koenker has published?

Journals with more than one article published# docs
Journal of Econometrics2
Econometrica2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing roger koenker (2021 and 2020)

YearTitle of citing document
2021.

Full description at Econpapers || Download paper

2020Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/084.

Full description at Econpapers || Download paper

2020The Green Economy and Inequality in Sub-Saharan Africa: Avoidable Thresholds and Thresholds for Complementary Policies. (2020). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/097.

Full description at Econpapers || Download paper

2021Gender Inclusive Intermediary Education, Financial Stability and Female Employment in the Industry in Sub-Saharan Africa. (2021). Asongu, Simplice ; Njangang, Henri ; Nounamo, Yann ; Tadadjeu, Sosson. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/009.

Full description at Econpapers || Download paper

2020A first-stage test for instrumental variables quantile regression.. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4304.

Full description at Econpapers || Download paper

2020Inequality, Finance and Renewable Energy Consumption in Sub-Saharan Africa. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/084.

Full description at Econpapers || Download paper

2020The Green Economy and Inequality in Sub-Saharan Africa: Avoidable Thresholds and Thresholds for Complementary Policies. (2020). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/097.

Full description at Econpapers || Download paper

2021Gender Inclusive Intermediary Education, Financial Stability and Female Employment in the Industry in Sub-Saharan Africa. (2021). Asongu, Simplice ; Nounamo, Yann ; Tadadjeu, Sosson ; Njangang, Henri. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/009.

Full description at Econpapers || Download paper

2020Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS. (2020). Palm, Franz ; Dohmen, Thomas ; Pollmann, Daniel . In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:028.

Full description at Econpapers || Download paper

2020Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

Full description at Econpapers || Download paper

2020Network and Panel Quantile Effects Via Distribution Regression. (2018). Weidner, Martin ; Chernozhukov, Victor ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1803.08154.

Full description at Econpapers || Download paper

2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

Full description at Econpapers || Download paper

2020A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

Full description at Econpapers || Download paper

2020QCNN: Quantile Convolutional Neural Network. (2019). Petneh, G'Abor. In: Papers. RePEc:arx:papers:1908.07978.

Full description at Econpapers || Download paper

2021Distributional conformal prediction. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1909.07889.

Full description at Econpapers || Download paper

2020Nonparametric Quantile Regressions for Panel Data Models with Large T. (2019). Chen, Liang. In: Papers. RePEc:arx:papers:1911.01824.

Full description at Econpapers || Download paper

2021Quantile Diffusions. (2019). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:1912.10866.

Full description at Econpapers || Download paper

2020Bayesian Median Autoregression for Robust Time Series Forecasting. (2020). Li, Meng ; Zeng, Zijian. In: Papers. RePEc:arx:papers:2001.01116.

Full description at Econpapers || Download paper

2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

Full description at Econpapers || Download paper

2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

Full description at Econpapers || Download paper

2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

Full description at Econpapers || Download paper

2020Instrumental Variable Quantile Regression. (2020). Wuthrich, Kaspar ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2009.00436.

Full description at Econpapers || Download paper

2020Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

Full description at Econpapers || Download paper

2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

Full description at Econpapers || Download paper

2021The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

Full description at Econpapers || Download paper

2020Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614.

Full description at Econpapers || Download paper

2021Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

Full description at Econpapers || Download paper

2021A first-stage representation for instrumental variables quantile regression. (2021). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2102.01212.

Full description at Econpapers || Download paper

2021Adaptive Random Bandwidth for Inference in CAViaR Models. (2021). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:2102.01636.

Full description at Econpapers || Download paper

2021Panel semiparametric quantile regression neural network for electricity consumption forecasting. (2021). Wang, Jiangyan ; Zhou, Xingcai. In: Papers. RePEc:arx:papers:2103.00711.

Full description at Econpapers || Download paper

2021Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation. (2021). Raponi, Valentina ; Petrella, Lea ; Merlo, Luca. In: Papers. RePEc:arx:papers:2106.06518.

Full description at Econpapers || Download paper

2021Weighted asymmetric least squares regression with fixed-effects. (2021). Charpentier, Arthur ; Oualkacha, Karim ; Barry, Amadou. In: Papers. RePEc:arx:papers:2108.04737.

Full description at Econpapers || Download paper

2021The Use of Quantile Methods in Economic History. (2021). Clarke, Damian ; Pailanir, Daniel ; Jana, Manuel Llorca. In: Papers. RePEc:arx:papers:2108.06055.

Full description at Econpapers || Download paper

2021On a quantile autoregressive conditional duration model applied to high-frequency financial data. (2021). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Papers. RePEc:arx:papers:2109.03844.

Full description at Econpapers || Download paper

2020At-risk measures and financial stability. (2020). Moreno, Maria Rodriguez ; Rodriguezmoreno, Maria ; Galan, Jorge E. In: Revista de Estabilidad Financiera. RePEc:bde:revist:y:2020:i:autumn:n:3.

Full description at Econpapers || Download paper

2020The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk. (2020). Galan, Jorge. In: Working Papers. RePEc:bde:wpaper:2007.

Full description at Econpapers || Download paper

2020Quality checks on granular banking data: an experimental approach based on machine learning?. (2020). la Ganga, Barbara ; di Lucido, Marco ; Buzzi, Maria Rosaria ; Zambuto, Fabio ; Maddaloni, Pasquale ; Costanzo, Giuseppe ; Papale, Fabio ; Svezia, Emiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_547_20.

Full description at Econpapers || Download paper

2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Frost, Jon ; Gambacorta, Romina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_565_20.

Full description at Econpapers || Download paper

2020The Matthew effect and modern finance: on the nexus between wealth inequality, financial development and financial technology. (2020). Gambacorta, Romina ; Frost, Jon. In: BIS Working Papers. RePEc:bis:biswps:871.

Full description at Econpapers || Download paper

2020A quantile autoregression analysis of price volatility in agricultural markets. (2020). Chavas, Jean-Paul ; Li, Jian. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:2:p:273-289.

Full description at Econpapers || Download paper

2021Asymmetric effects of corporate sustainability strategy on value creation among global automotive firms: A dynamic panel quantile regression approach. (2021). Lee, Chin ; Lin, Woon Leong ; Law, Siong Hook. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:931-954.

Full description at Econpapers || Download paper

2020Fourier nonlinear quantile unit root test and PPP in Africa. (2020). Bahmani-Oskooee, Mohsen ; Chang, Tsang Yao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Niroomand, Farhang. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:451-481.

Full description at Econpapers || Download paper

2021Does Security of Land Operational Rights Matter for the Improvement of Agricultural Production Efficiency under the Collective Ownership in China?. (2021). Liu, Shouying ; Ji, Xianqing ; Yan, Jianan. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:1:p:87-108.

Full description at Econpapers || Download paper

2020Are Gold and Government Bond Safe‐Haven Assets? An Extremal Quantile Regression Analysis. (2020). Liu, WeiHan . In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:451-483.

Full description at Econpapers || Download paper

2020The use of sampling weights in M‐quantile random‐effects regression: an application to Programme for International Student Assessment mathematics scores. (2020). Salvati, Nicola ; Spagnolo, Francesco Schirripa ; Nicaise, Ides ; Dagostino, Antonella. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:991-1012.

Full description at Econpapers || Download paper

2021Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e05.

Full description at Econpapers || Download paper

2020Defence Spending and Unemployment in the USA: Disaggregated Analysis by Gender and Age Groups. (2020). Tzeremes, Panayiotis ; Kollias, Christos ; Suzanna-Maria, Paleologou. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:26:y:2020:i:2:p:13:n:1.

Full description at Econpapers || Download paper

2021The asymmetric evolution of economic institutions: evidence from dynamic panel quantile regression with iv and fixed effects.. (2021). de Souza, Michel Candido ; Ferreira, Mauro Sayar ; de Figueiredo, Lizia. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td631.

Full description at Econpapers || Download paper

2020Income Tax Evasion: Recovery from Economic Disasters. (2020). Ćorić, Bruno ; Skrabic, Blanka Peric. In: CERGE-EI Working Papers. RePEc:cer:papers:wp676.

Full description at Econpapers || Download paper

2021On the Capital Structure of Foreign Subsidiaries: Evidence from a Panel Data Quantile Regression Model. (2021). Panteghini, Paolo ; Miniaci, Raffaele. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9085.

Full description at Econpapers || Download paper

2020Gasoline Demand in Middle-Income Countries. (2020). Parker, Steven. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01078.

Full description at Econpapers || Download paper

2020Women on corporate boards, stated-owned enterprises and firm performance: Evidence from Vietnam and quantile regression. (2020). Le, Nhu Tuyen ; Houanti, L'Hocine ; Dang, Rey ; Sahut, Jean-Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01136.

Full description at Econpapers || Download paper

2021The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20212565.

Full description at Econpapers || Download paper

2020A Microeconomics Analysis of the Per Diem Expenditure of British Travellers. (2020). Piras, Romano ; Seetaram, Neelu ; Massidda, Carla. In: Annals of Tourism Research. RePEc:eee:anture:v:82:y:2020:i:c:s0160738320300219.

Full description at Econpapers || Download paper

2020Political uncertainty and the us tourism index returns. (2020). Demiralay, Sercan. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320300190.

Full description at Econpapers || Download paper

2020Robust estimation of outage costs in South Korea using a machine learning technique: Bayesian Tobit quantile regression. (2020). Lee, Jun Seok ; Ho, Seung ; Se, MO ; Kim, Wonse. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920311971.

Full description at Econpapers || Download paper

2021Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). Mikut, Ralf ; Faulwasser, Timm ; Waczowicz, Simon ; Dupmeier, Clemens ; Kuhnapfel, Uwe ; Akmak, Huseyin ; Liu, Jianlei ; Braun, Eric ; Muhlpfordt, Tillmann ; Appino, Riccardo Remo ; Gonzalez-Ordiano, Jorge Angel ; Hagenmeyer, Veit. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837.

Full description at Econpapers || Download paper

2020Corruption and capital structure in emerging markets: A panel quantile regression approach. (2020). Kannadhasan, M ; Singh, Bhanu Pratap. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303440.

Full description at Econpapers || Download paper

2020How does capital buffer affect bank risk-taking? New evidence from China using quantile regression. (2020). Sun, Chen ; Zhang, Jinyi ; Jiang, Hai. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19300537.

Full description at Econpapers || Download paper

2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

Full description at Econpapers || Download paper

2020Ensemble quantile classifier. (2020). McLeod, Ian ; Lai, Yuanhao. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930204x.

Full description at Econpapers || Download paper

2020Bayesian bridge-randomized penalized quantile regression. (2020). Song, Xinyuan ; Tian, Yuzhu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302312.

Full description at Econpapers || Download paper

2020Computing confidence intervals from massive data via penalized quantile smoothing splines. (2020). Berglund, Andrew J ; del Castillo, Enrique ; Zhang, Likun ; Govind, Nirmal ; Tingley, Martin P. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302403.

Full description at Econpapers || Download paper

2020Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response. (2020). Wang, Lei ; Zhang, Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302439.

Full description at Econpapers || Download paper

2020Quantile regression in big data: A divide and conquer based strategy. (2020). Zhou, Yong ; Chen, Lanjue. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302476.

Full description at Econpapers || Download paper

2020Robust Bayesian small area estimation based on quantile regression. (2020). Trivisano, Carlo ; Salvati, Nicola ; Fabrizi, Enrico. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947319302555.

Full description at Econpapers || Download paper

2020Weighted quantile regression in varying-coefficient model with longitudinal data. (2020). Zhu, Zhongyi ; Tang, Yanlin ; Lin, Fangzheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:145:y:2020:i:c:s0167947320300062.

Full description at Econpapers || Download paper

2020Semiparametric estimation for linear regression with symmetric errors. (2020). Seo, Byungtae ; Chee, Chew-Seng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320301444.

Full description at Econpapers || Download paper

2021A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network. (2021). Sun, Ying ; Chen, Tianbo ; Li, Ta-Hsin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301602.

Full description at Econpapers || Download paper

2021Semiparametric quantile regression using family of quantile-based asymmetric densities. (2021). Verhasselt, Anneleen ; Karim, Rezaul ; Gijbels, Irene. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302206.

Full description at Econpapers || Download paper

2021Deep distribution regression. (2021). Reich, Brian J ; Li, Rui ; Bondell, Howard D. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000372.

Full description at Econpapers || Download paper

2021Hypothesis testing of varying coefficients for regional quantiles. (2021). Park, Seyoung ; Lee, Eun Ryung. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000384.

Full description at Econpapers || Download paper

2021The value of redistribution: Natural resources and the formation of human capital under weak institutions. (2021). Agüero, Jorge ; Opo, Hugo ; Maldonado, Stanislao ; Balcazar, Carlos Felipe ; Aguero, Jorge M. In: Journal of Development Economics. RePEc:eee:deveco:v:148:y:2021:i:c:s0304387820301565.

Full description at Econpapers || Download paper

2021Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373.

Full description at Econpapers || Download paper

2020The pro-poor impact of non-crop livelihood activities in rural Vietnam: A panel data quantile regression analysis. (2020). Tran, Tuyen ; van Vu, Huong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:348-362.

Full description at Econpapers || Download paper

2020Heterogeneous firms, corporate taxes and export behavior: A firm-level investigation for Italy. (2020). Ferrante, Francesco ; Parisi, Valentino ; Federici, Daniela. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:98-112.

Full description at Econpapers || Download paper

2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

Full description at Econpapers || Download paper

2020Wellbeing trajectories around life events in Australia. (2020). Gupta, Prashant ; Blackaby, David ; Li, Ian W ; Oleary, Nigel. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:499-509.

Full description at Econpapers || Download paper

2020Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis. (2020). Zhao, Zhao ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:728-736.

Full description at Econpapers || Download paper

2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

Full description at Econpapers || Download paper

2020Unconventional monetary policy and financialization of commodities. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304844.

Full description at Econpapers || Download paper

2020A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105.

Full description at Econpapers || Download paper

2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

Full description at Econpapers || Download paper

2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

Full description at Econpapers || Download paper

2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

Full description at Econpapers || Download paper

2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

Full description at Econpapers || Download paper

2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

Full description at Econpapers || Download paper

2020Targeted monetary policy and agriculture business loans. (2020). He, Lerong ; Lin, Chaoying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301819.

Full description at Econpapers || Download paper

2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

Full description at Econpapers || Download paper

2021The impact of non-performing loans on bank lending in Europe: An empirical analysis. (2021). Serrano, Antonio Sanchez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030200x.

Full description at Econpapers || Download paper

2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

Full description at Econpapers || Download paper

2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

Full description at Econpapers || Download paper

2020Scrutinizing the direct rebound effect for French households using quantile regression and data from an original survey. (2020). Fateh, BELAID ; Lazaric, Nathalie ; ben Youssef, Adel ; Belaid, Fateh. In: Ecological Economics. RePEc:eee:ecolec:v:176:y:2020:i:c:s0921800920306698.

Full description at Econpapers || Download paper

2020The impact of El Niño phenomenon on dry forest-dependent communities welfare in the northern coast of Peru. (2020). Pécastaing, Nicolas ; Chavez, Carlos ; Pecastaing, Nicolas. In: Ecological Economics. RePEc:eee:ecolec:v:178:y:2020:i:c:s0921800919313230.

Full description at Econpapers || Download paper

2021Valuing urban green amenities with an inequality lens. (2021). Liu, Zhaoyang ; Brockwell, Erik ; Ohrner, Erik ; Stromberg, Per M. In: Ecological Economics. RePEc:eee:ecolec:v:186:y:2021:i:c:s0921800921001257.

Full description at Econpapers || Download paper

2020(Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models. (2020). Mayer, Alexander. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302184.

Full description at Econpapers || Download paper

2020The asymmetric effects of monetary policy on the business cycle: Evidence from the panel smoothed quantile regression model. (2020). Xue, Wenjun ; Hang, Yin. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302792.

Full description at Econpapers || Download paper

2020On the effects of macroprudential policies on Growth-at-Risk. (2020). Gambacorta, Leonardo ; Franta, Michal. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303074.

Full description at Econpapers || Download paper

2020Limiting risk premia in EMEs: The role of FX reserves. (2020). Kohlscheen, Emanuel. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s016517652030344x.

Full description at Econpapers || Download paper

2020n-prediction of generalized heteroscedastic transformation regression models. (2020). Zhang, Hanghui ; Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:305-340.

Full description at Econpapers || Download paper

2020Variable selection for high-dimensional regression models with time series and heteroscedastic errors. (2020). Ing, Ching-Kang ; Guo, Meihui ; Chiou, Hai-Tang. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:118-136.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by roger koenker:

YearTitleTypeCited
2001Quantile Regression In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article1947
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1947		book
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1947		book
2006Quantile Autoregression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article209
2004Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article128
2004Penalized triograms: total variation regularization for bivariate smoothing In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article23
2009Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper8
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
[Full Text][Citation analysis]		article335
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
[Full Text][Citation analysis]		article14
2006Quantile regression methods for recursive structural equation models In: Journal of Econometrics.
[Full Text][Citation analysis]		article100
2004Quantile regression methods for recursive structural equation models.(2004) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		paper
1999GMM inference when the number of moment conditions is large In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2004Quantile regression for longitudinal data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article517
1979Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment. In: International Economic Review.
[Full Text][Citation analysis]		article0
2004Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers.
[Full Text][Citation analysis]		paper54
2001Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments In: Empirical Economics.
[Full Text][Citation analysis]		article61
1977Was Bread Giffen? The Demand for Food in England Circa 1790. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article3
2003Uncertainty, Hiring, and Subsequent Performance: The NFL Draft In: Journal of Labor Economics.
[Full Text][Citation analysis]		article31

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team