roger koenker : Citation Profile

Are you roger koenker?

University of Illinois at Urbana-Champaign

13

H index

14

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4538

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

2

Books

RESEARCH ACTIVITY:

   32 years (1977 - 2009). See details.
   Cites by year: 141
   Journals where roger koenker has often published
   Relations with other researchers
   Recent citing documents: 488.    Total self citations: 2 (0.04 %)

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   Permalink: http://citec.repec.org/pko146
   Updated: 2023-01-28    RAS profile: 2009-11-08    
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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 (218)

Kim, Tae-Hwan (56)

Chernozhukov, Victor (54)

MULLER, Christophe (41)

Odhiambo, Nicholas (41)

Wagner, Joachim (34)

Tchamyou, Vanessa (34)

Lamarche, Carlos (34)

Coad, Alex (34)

Panagiotidis, Theodore (32)

GUPTA, RANGAN (31)

Cites to:

Angrist, Joshua (6)

Krueger, Alan (6)

Bassett, Gilbert (4)

Chesher, Andrew (3)

Newey, Whitney (3)

Manganelli, Simone (3)

Imbens, Guido (3)

Diebold, Francis (3)

Christoffersen, Peter (3)

Engle, Robert (3)

Eide, Eric (2)

Main data

Where roger koenker has published?

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

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 (2022 and 2021)

YearTitle of citing document
2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021.

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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.

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2021Financial determinants of informal financial development in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/077.

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2021Financial institutions, poverty and severity of poverty in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/081.

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2021On the Determinants of Fiscal Decentralization: Evidence From the EU. (2021). Delgado, Francisco J. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:56:p:206.

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2022The Assessment of Climate Risk Impact on the Economy: A Panel Data Approach. (2022). VUTA, Mariana ; Petrescu, Crina Raluca ; Cepoi, Cosmin-Octavian ; Barbu, Teodora Cristina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:597.

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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.

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2021Financial determinants of informal financial development in Sub-Saharan Africa. (2021). Ofeh, Marilyn ; Asongu, Simplice ; Soumtang, Valentine B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/077.

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2021Financial institutions, poverty and severity of poverty in Sub-Saharan Africa. (2021). Asongu, Simplice ; Edoh, Ofeh M ; Soumtang, Valentine B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/081.

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2022Thresholds of external flows in financial development for environmental sustainability in sub-Saharan Africa. (2022). Mensah, Barbara D ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/082.

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2022Information for Banking Efficiency in Africa: Evidence from Income Levels and Legal Origins. (2022). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/092.

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2021The Effect of Financial Development, Renewable and Non-Renewable Energy Consumption and International Tourism on Greenhouse Gas Emission in High-Income Countries from Different Continents. (2021). Ocal, Ouz ; Altinoz, Buket ; Gozbai, Onur. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:371-384.

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2021Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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

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2022High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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

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2022Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data. (2020). Parker, Thomas ; Lamarche, Carlos. In: Papers. RePEc:arx:papers:2004.05127.

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

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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.

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2021Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2022Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073.

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2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2022A first-stage representation for instrumental variables quantile regression. (2021). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2102.01212.

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

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

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021Estimating Future VaR from Value Samples and Applications to Future Initial Margin. (2021). Ganesan, Narayan ; Hientzsch, Bernhard. In: Papers. RePEc:arx:papers:2104.11768.

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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.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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

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

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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.

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2021Risk and return prediction for pricing portfolios of non-performing consumer credit. (2021). Zheng, Bangqi ; Yan, Xing ; Wang, Siyi ; Wu, QI ; Peng, Nanbo ; Xu, Wangli. In: Papers. RePEc:arx:papers:2110.15102.

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2021Bootstrap inference for panel data quantile regression. (2021). Xiao, Zhijie ; Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:2111.03626.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Stochastic measure distortions induced by quantile processes for risk quantification and valuation. (2021). Peters, Gareth W ; Macrina, Andrea ; Brannelly, Holly. In: Papers. RePEc:arx:papers:2201.02045.

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2023Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2022Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in south China. (2022). Wang, Fan ; Zhao, Qingguo ; Hannum, Emily ; Behrman, Jere R ; Liu, Xiaoying. In: Papers. RePEc:arx:papers:2204.00219.

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2022Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2022Exploring Financial Networks Using Quantile Regression and Granger Causality. (2022). Basu, Sumanta ; Mukherjee, Diganta ; Lahiry, Samriddha ; Karpman, Kara. In: Papers. RePEc:arx:papers:2207.10705.

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2022Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2022Learning Value-at-Risk and Expected Shortfall. (2022). Saadeddine, B ; Nguyen, Hoang-Dung ; Gobet, E ; Cr, S ; Barrera, D. In: Papers. RePEc:arx:papers:2209.06476.

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2022Low-rank Panel Quantile Regression: Estimation and Inference. (2022). Zhang, Yichong ; Su, Liangjun ; Wang, Yiren. In: Papers. RePEc:arx:papers:2210.11062.

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2021Energy Consumption, Carbon Dioxide Emissions and Economic Growth - Fresh Evidence From Panel Quantile Regressions. (2021). Apergis, Nicholas ; Aslan, Alper ; Altinoz, Buket. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:16.

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2021Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06.

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2022Understanding the Food Component of Inflation. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1056.

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2021The impact of managerial discretion on fair value information in the Australian agricultural sector. (2021). Evans, Elaine ; Wright, Sue ; He, Liyu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1897-1930.

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2022An empirical investigation of the quality of value?at?risk disclosure in Australia. (2022). Smith, Daniel R ; Campbell, Angus. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:469-491.

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2022The dynamic effects of price support policy on price volatility: The case of the rice market in China. (2022). Li, Chongguang ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:307-320.

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2022Does governance matter for the public debt–inflation relationship in developed countries? Panel quantile regression approach. (2022). Nguyen, Van Bon. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:4:p:1153-1173.

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2022The total compensation gap, wage gap and benefit gap between workers with and without a disability. (2022). Waldman, Michael ; Jin, Xin ; Hallock, Kevin F. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:60:y:2022:i:1:p:3-31.

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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.

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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.

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2021Is there heterogeneity among persistent high?growth firms?. (2021). Lipkin, Pedro ; Bortoluzzo, Adriana Bruscato ; Fowler, Guilherme. In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:4:p:2272-2292.

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2021Stakeholder Agency Relationships: CEO Stock Options and Corporate Tax Avoidance. (2021). Martin, Geoffrey P ; Osullivan, Don ; Zolotoy, Leon ; Wiseman, Robert M. In: Journal of Management Studies. RePEc:bla:jomstd:v:58:y:2021:i:3:p:782-814.

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2021Principal manifold estimation via model complexity selection. (2021). Eloyan, Ani ; Meng, Kun. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:2:p:369-394.

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2021Conformal inference of counterfactuals and individual treatment effects. (2021). Candes, Emmanuel J ; Lei, Lihua. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:83:y:2021:i:5:p:911-938.

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2021M?quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study. (2021). Ranalli, Maria Giovanna ; Marino, Maria Francesca ; Alfo, Marco ; Tzavidis, Nikos ; Salvati, Nicola. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:122-146.

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2022Rank test of unit?root hypothesis with AR?GARCH errors. (2022). Zhang, Rongmao ; Liu, Qimeng ; Liao, Guili. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:695-719.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2021Quantile regression on the nonlinear relationship between land use and trip time. (2021). Gim, Taehyoung Tommy. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:4:p:1055-1077.

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2021Does urbanization matter in the expenditure?happiness nexus?. (2021). Galli, Federica ; Emili, Silvia ; Bernini, Cristina. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:6:p:1403-1428.

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2021Exporting and the wage premium: The case of South African manufacturing firms. (2021). Rankin, Neil ; Matthee, Marianne ; Bezuidenhout, Carli. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2031-2051.

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2022The detection dilemma of marginally non?poor households in poverty alleviation evaluation: Evidence from a linear quantile mixed model. (2022). Feng, Qiong ; Ma, Jing ; Hu, Zhineng ; Mesak, Hani I ; Scott, Patrick C. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1491-1517.

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2021Living in the Shadow of the Past: Financial Profiles and Well?Being. (2021). Zhu, Rong ; D'Ambrosio, Conchita ; Clark, Andrew. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:910-939.

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2021Swimming upstream throughout the turmoil: Evidence on firm growth during the great recession. (2021). Lasagni, Andrea ; Arrighetti, Alessandro ; Landini, Fabio. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:322-344.

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2022Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408.

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2022.

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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.

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2022The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04.

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2021Selecting between causal and noncausal models with quantile autoregressions. (2021). Hecq, Alain ; Li, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:5:p:393-416:n:3.

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2022Bank-Specific and Macroeconomic Determinants of Bank Liquidity Creation: Evidence from MENA Countries. (2022). Oubdi, Lahsen ; Mdaghri, Anas Alaoui. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:55-76.

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2021Weather-Related House Damage and Subjective Wellbeing. (2021). Coupé, Tom ; Coupe, Tom ; Gunby, Nicholas. In: Working Papers in Economics. RePEc:cbt:econwp:21/06.

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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.

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2022Carbon Default Swap - Disentangling the Exposure to Carbon Risk through CDS. (2022). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10016.

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2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis. (2022). Spagnolo, Nicola ; Donati, Cristiana ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10066.

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2021Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach. (2021). Fateh, BELAID ; Rault, Christophe ; Belaid, Fateh. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8815.

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2021Does Gender Equality Translate into Economic Equality? Evidence from about 150 Nations. (2021). Goel, Rajeev ; Nelson, Michael A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8949.

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2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

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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.

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2022Informal versus Formal: Microfirms Productivity Gaps. (2022). Rodriguez-Lesmes, P ; Gutierrez, L H. In: Documentos de Trabajo. RePEc:col:000092:020226.

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2021Leadership, public health messaging, and containment of mobility in Mexico during the COVID-19 pandemic. (2021). Arceo-Gomez, Eva ; Torres, Pedro J ; de la Cruz, Elia ; Aguilar-Gomez, Sandra. In: Documentos de Trabajo LACEA. RePEc:col:000518:018893.

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2022How far Do gazelles run? Growth Patterns of Regular Firms, High Growth Firms and Startups. (2022). Vogt, Benedikt ; El-Dardiry, Ramy. In: CPB Discussion Paper. RePEc:cpb:discus:432.

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2021Capital Flows at Risk: Taming the Ebbs and Flows. (2021). Sgherri, Silvia ; Sahay, Ratna ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15842.

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2021The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762.

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2021The Integrated Copula Spectrum. (2021). Hallin, Marc ; Dette, Holger ; Volgushev, Stanislav ; van Hecke, Ria ; Kley, Tobias ; Goto, Yuichi. In: Working Papers ECARES. RePEc:eca:wpaper:2013/335426.

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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.

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2021Electricity Price Fundamentals in Hydrothermal Power Generation Markets Using Machine Learning and Quantile Regression Analysis. (2021). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-10.

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2021Probabilistic forecasts of the distribution grid state using data-driven forecasts and probabilistic power flow. (2021). 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 ; Mikut, Ralf. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008837.

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2021Probabilistic load forecasting considering temporal correlation: Online models for the prediction of households’ electrical load. (2021). Moller, Jan Kloppenborg ; Bacher, Peder ; Lemos-Vinasco, Julian. In: Applied Energy. RePEc:eee:appene:v:303:y:2021:i:c:s0306261921009685.

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2022Multi-objective constrained optimization for energy applications via tree ensembles. (2022). Misener, Ruth ; Tranter, Tom ; Walz, David ; Sudermann-Merx, Nathan ; Lee, Robert M ; Tsay, Calvin ; Thebelt, Alexander. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pb:s0306261921013490.

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2022Empirical study of day-ahead electricity spot-price forecasting: Insights into a novel loss function for training neural networks. (2022). Solibakke, Per Bjarte ; Loutfi, Ijlal ; Sun, Mengtao. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922005542.

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2022The attention-assisted ordinary differential equation networks for short-term probabilistic wind power predictions. (2022). Zhang, Zijun ; Yang, Luoxiao ; Liu, Xin. In: Applied Energy. RePEc:eee:appene:v:324:y:2022:i:c:s0306261922010716.

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2022A cooperative ensemble method for multistep wind speed probabilistic forecasting. (2022). Yao, Xin ; Wang, Shuo ; He, Yaoyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006269.

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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.

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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.

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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.

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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.

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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]		article1673
2006Quantile Autoregression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article233
2004Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article152
2004Penalized triograms: total variation regularization for bivariate smoothing In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article26
2009Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper11
2005Quantile Regression In: Cambridge Books.
[Citation analysis]		book1025
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1025		book
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
[Full Text][Citation analysis]		article383
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
[Full Text][Citation analysis]		article17
2006Quantile regression methods for recursive structural equation models In: Journal of Econometrics.
[Full Text][Citation analysis]		article124
2004Quantile regression methods for recursive structural equation models.(2004) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		paper
1999GMM inference when the number of moment conditions is large In: Journal of Econometrics.
[Full Text][Citation analysis]		article59
2004Quantile regression for longitudinal data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article661
1979Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment. In: International Economic Review.
[Full Text][Citation analysis]		article1
2004Pessimistic portfolio allocation and Choquet expected utility In: CeMMAP working papers.
[Full Text][Citation analysis]		paper61
2001Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments In: Empirical Economics.
[Full Text][Citation analysis]		article67
1977Was Bread Giffen? The Demand for Food in England Circa 1790. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article5
2003Uncertainty, Hiring, and Subsequent Performance: The NFL Draft In: Journal of Labor Economics.
[Full Text][Citation analysis]		article40

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