roger koenker : Citation Profile

Are you roger koenker?

University of Illinois at Urbana-Champaign

11

H index

12

i10 index

2799

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

2

Books

RESEARCH ACTIVITY:

   32 years (1977 - 2009). See details.
   Cites by year: 87
   Journals where roger koenker has often published
   Relations with other researchers
   Recent citing documents: 417.    Total self citations: 2 (0.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko146
   Updated: 2019-02-13    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 (112)

Kim, Tae-Hwan (36)

Chernozhukov, Victor (35)

Coad, Alex (29)

Lamarche, Carlos (26)

GUPTA, RANGAN (22)

Wagner, Joachim (22)

Nwachukwu, Jacinta (21)

Chen, Xiaohong (19)

Panagiotidis, Theodore (18)

Gaglianone, Wagner (17)

Cites to:

Angrist, Joshua (5)

Bassett, Gilbert (4)

Krueger, Alan (4)

Diebold, Francis (3)

Engle, Robert (3)

Newey, Whitney (3)

Christoffersen, Peter (3)

Imbens, Guido (3)

Chesher, Andrew (3)

Manganelli, Simone (3)

Eide, Eric (2)

Main data

Where roger koenker has published?

Journals with more than one article published# docs
Econometrica2
Journal of Econometrics2
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 (2018 and 2017)

YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

Full description at Econpapers || Download paper

2017The Effect of Transmission Constraints on Electricity Prices. (2017). Hurn, Stan ; Clements, Adam ; Li, Zili. In: The Energy Journal. RePEc:aen:journl:ej38-4-hurn.

Full description at Econpapers || Download paper

2017SELECTION OF VARIABLES INFLUENCING IRAQI BANKS DEPOSITS BY USING NEW BAYESIAN LASSO QUANTILE REGRESSION. (2017). Hadi, Fadel Hamid. In: Journal of Social and Economic Statistics. RePEc:aes:jsesro:v:6:y:2017:i:1:p:46-59.

Full description at Econpapers || Download paper

2018Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: AFEA Working Papers. RePEc:afe:wpaper:18/011.

Full description at Econpapers || Download paper

2018Human development thresholds for inclusive mobile banking in developing countries. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: AFEA Working Papers. RePEc:afe:wpaper:18/019.

Full description at Econpapers || Download paper

2018Can foreign aid dampen the threat of terrorism to international trade? Evidence from 78 developing countries. (2018). Asongu, Simplice ; Leke, Ivo J. In: AFEA Working Papers. RePEc:afe:wpaper:18/027.

Full description at Econpapers || Download paper

2018Basic Formal Education Quality, Information Technology and Inclusive Human Development in Sub-Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: AFEA Working Papers. RePEc:afe:wpaper:18/037.

Full description at Econpapers || Download paper

2018Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/038.

Full description at Econpapers || Download paper

2017The Synergy of Financial Sector Development and Information Sharing in Financial Access: Propositions and Empirical Evidence. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/005.

Full description at Econpapers || Download paper

2017Technology-driven information sharing and conditional financial development in Africa. (2017). Tchamyou, Vanessa ; Asongu, Simplice ; Anyanwu, John. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/010.

Full description at Econpapers || Download paper

2017The Effect of Reducing Information Asymmetry on Loan Price and Quantity in the African Banking Industry. (2017). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/012.

Full description at Econpapers || Download paper

2017Assessing marginal, threshold and net effects of financial globalisation on financial development in Africa. (2017). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/015.

Full description at Econpapers || Download paper

2017Fuel Exports, Aid and Terrorism. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/016.

Full description at Econpapers || Download paper

2017At What Levels of Financial Development Does Information Sharing Matter?. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/017.

Full description at Econpapers || Download paper

2017ICT, Information Asymmetry and Market Power in the African Banking Industry. (2017). Biekpe, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/022.

Full description at Econpapers || Download paper

2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/028.

Full description at Econpapers || Download paper

2017Mitigating capital flight through military expenditure: insight from 37 African countries. (2017). Asongu, Simplice ; Amankwah-Amoah, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/029.

Full description at Econpapers || Download paper

2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045.

Full description at Econpapers || Download paper

2017Mobile banking usage, quality of growth, inequality and poverty in developing countries. (2017). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/046.

Full description at Econpapers || Download paper

2017Trust and Growth Revisited. (2017). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/054.

Full description at Econpapers || Download paper

2017Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy. (2017). Beecroft, Ibukun ; Asongu, Simplice ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/061.

Full description at Econpapers || Download paper

2018Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/013.

Full description at Econpapers || Download paper

2018Human development thresholds for inclusive mobile banking in developing countries. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/022.

Full description at Econpapers || Download paper

2018Can foreign aid dampen the threat of terrorism to international trade? Evidence from 78 developing countries. (2018). Asongu, Simplice ; Leke, Ivo. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/032.

Full description at Econpapers || Download paper

2018Basic Formal Education Quality, Information Technology and Inclusive Human Development in Sub-Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/043.

Full description at Econpapers || Download paper

2018Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression. (2018). Nwachukwu, Jacinta ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/045.

Full description at Econpapers || Download paper

2017How Did the American Recovery and Reinvestment Act (ARRA) Impact the Material Well-being of SNAP Participants? A Distributional Approach. (2017). Smith, Travis ; Valizadeh, Pourya . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258496.

Full description at Econpapers || Download paper

2017The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2017). Chavas, Jean-Paul ; Li, Jian. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259185.

Full description at Econpapers || Download paper

2018Do Profit Rates Converge? Evidence on the Persistence of Farm Profit in the Long-run. (2018). Trujillo-Barrera, Andres ; As, Aderajew. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273791.

Full description at Econpapers || Download paper

2018The Effects of Private Stocks versus Public Stocks on Food Price Volatility. (2018). Chavas, J.-P., ; Li, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275976.

Full description at Econpapers || Download paper

2018Influence of milk yield on profitability a quantile regression analysis. (2018). Schorr, A ; Lips, M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277000.

Full description at Econpapers || Download paper

2018How Have China s Agricultural Price Support Policies Affected Market Prices?: A Quantile Regression Evaluation. (2018). Li, J ; Chavas, J.-P., . In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277557.

Full description at Econpapers || Download paper

2017A Robust Test of Exogeneity Based on Quantile Regressions. (2017). MULLER, Christophe ; Kim, Tae-Hwan. In: AMSE Working Papers. RePEc:aim:wpaimx:1716.

Full description at Econpapers || Download paper

2018Wage Gap and Employment Status in Indian Labour Market - Quantile Based Counterfactual Analysis. (2018). Das, Panchanan. In: World Journal of Applied Economics. RePEc:ana:journl:v:4:y:2018:i:2:p:117-134.

Full description at Econpapers || Download paper

2017Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2017). Arellano, Manuel ; Bonhomme, Stephane. In: Annual Review of Economics. RePEc:anr:reveco:v:9:y:2017:p:471-496.

Full description at Econpapers || Download paper

2017“The Extent of Rent Sharing along the Wage Distribution”. (2017). Naticchioni, Paolo ; Matano, Alessia. In: AQR Working Papers. RePEc:aqr:wpaper:201702.

Full description at Econpapers || Download paper

2018Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1105.6154.

Full description at Econpapers || Download paper

2018Uniform 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

2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

Full description at Econpapers || Download paper

2018The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages. (2018). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Luo, YE. In: Papers. RePEc:arx:papers:1512.05635.

Full description at Econpapers || Download paper

2017Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1607.00286.

Full description at Econpapers || Download paper

2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

Full description at Econpapers || Download paper

2017A Joint Quantile and Expected Shortfall Regression Framework. (2017). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1704.02213.

Full description at Econpapers || Download paper

2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

Full description at Econpapers || Download paper

2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

Full description at Econpapers || Download paper

2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Camilo, Daniela Castro ; Wadsworth, Jennifer . In: Papers. RePEc:arx:papers:1709.01198.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Quantile-Regression Inference With Adaptive Control of Size. (2018). Goh, Chuan ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:1807.06977.

Full description at Econpapers || Download paper

2018Panel quantile regressions for estimating and predicting the Value--at--Risk of commodities. (2018). Baruník, Jozef ; Vcech, Frantivsek. In: Papers. RePEc:arx:papers:1807.11823.

Full description at Econpapers || Download paper

2018A 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

2018A Consistent LM Type Specification Test for Semiparametric Models. (2018). Korolev, Ivan. In: Papers. RePEc:arx:papers:1810.07620.

Full description at Econpapers || Download paper

2017Explore the Impact of the Trading Value, The Oil Price and Quantitative Easing Policy on the Taiwan and Korea Stock Market Return with Quantile Regression. (2017). Hsu, Tzu-Kuang ; Tsai, Chin-Chang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:15-26.

Full description at Econpapers || Download paper

2019Determinants Influencing Financial Performance of Listed Firms: Quantile Regression Approach. (2019). Ha, Thi Viet ; Pham, Quang Trung ; van Vu, Thi Thuy ; Tran, Manh Dung ; Dang, Ngoc Hung. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:78-90.

Full description at Econpapers || Download paper

2017Predicting Exchange Rate Volatility in Brazil: an approach using quantile autoregression. (2017). Gaglianone, Wagner ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Viola, Alessandra Pasqualina. In: Working Papers Series. RePEc:bcb:wpaper:466.

Full description at Econpapers || Download paper

2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705.

Full description at Econpapers || Download paper

2018Explaining and Forecasting Euro Area Inflation: the Role of Domestic and Global Factors. (2018). Schmidt, Katja ; Faubert, Violaine ; Bereau, S. In: Working papers. RePEc:bfr:banfra:663.

Full description at Econpapers || Download paper

2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

Full description at Econpapers || Download paper

2017Investment financing: evidence from Korea. (2017). Choi, Hee Jung ; Suh, Jungwon. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:147-184.

Full description at Econpapers || Download paper

2017Parametric modeling of quantile regression coefficient functions with censored and truncated data. (2017). Frumento, Paolo ; Bottai, Matteo. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:4:p:1179-1188.

Full description at Econpapers || Download paper

2018New semiparametric method for predicting high‐cost patients. (2018). Maidman, Adam ; Wang, Lan. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:1104-1111.

Full description at Econpapers || Download paper

2018Statistical inference in a growth curve quantile regression model for longitudinal data. (2018). Cho, Hyunkeun Ryan. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:855-862.

Full description at Econpapers || Download paper

2017Industry FDI and the Distribution of Plant Productivity: Analysis Using Korean Plant-Level Data. (2017). Pyun, Ju Hyun ; Choi, Bo-Young . In: The Developing Economies. RePEc:bla:deveco:v:55:y:2017:i:2:p:105-129.

Full description at Econpapers || Download paper

2018Does Microfinance Reduce Poverty among the Poorest? A Macro Quantile Regression Approach. (2018). Calderon, Maricruz Lacallea ; Neira, Isabel ; Trujillo, Manuel Pereza. In: The Developing Economies. RePEc:bla:deveco:v:56:y:2018:i:1:p:51-65.

Full description at Econpapers || Download paper

2017THE PAYOFF TO CONSISTENCY IN PERFORMANCE. (2017). Gürtler, Oliver ; Weimar, Daniel ; Prinz, Joachim ; Gurtler, Oliver ; Deutscher, Christian. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:1091-1103.

Full description at Econpapers || Download paper

2017The Residency Discount for Rents in Germany and the Tenancy Law Reform Act 2001: Evidence from Quantile Regressions. (2017). Fitzenberger, Bernd ; Fuchs, Benjamin. In: German Economic Review. RePEc:bla:germec:v:18:y:2017:i:2:p:212-236.

Full description at Econpapers || Download paper

2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

Full description at Econpapers || Download paper

2017The dynamics of adolescent depression: an instrumental variable quantile regression with fixed effects approach. (2017). Li, Jinhu ; Contoyannis, Paul. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:3:p:907-922.

Full description at Econpapers || Download paper

2017Quantile spectral analysis for locally stationary time series. (2017). Hallin, Marc ; Dette, Holger ; Kley, Tobias ; Volgushev, Stanislav ; Birr, Stefan. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:5:p:1619-1643.

Full description at Econpapers || Download paper

2018Growth strategy with social capital, human capital and physical capital—Theory and evidence: The case of Vietnam. (2018). nguyen, anh ; Simioni, Michel ; le Van, Cuong. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:20:y:2018:i:5:p:768-787.

Full description at Econpapers || Download paper

2017The Role of Human Capital in Manufacturing Plant Growth: Evidence from Taiwan. (2017). Chang, Ching-Fu ; Lin, Cherng-Shiun. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:554-584.

Full description at Econpapers || Download paper

2018What role for human capital in the growth process: new evidence from endogenous latent factor panel quantile regressions. (2018). Le Gallo, Julie ; Kostov, Philip ; LeGallo, Julie . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:501-527.

Full description at Econpapers || Download paper

2018What is a Foreign Firm? Implications for Productivity Spillovers. (2018). Raimondos, Pascalis ; la Cour, Lisbeth ; McGaughey, Sara L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7109.

Full description at Econpapers || Download paper

2018Urban Wage Premia, Cost of Living, and Collective Bargaining. (2018). Naticchioni, Paolo ; Vittori, Claudia ; Belloc, Marianna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7253.

Full description at Econpapers || Download paper

2018Reconsideration of a simple approach to quantile regression for panel data. (2018). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0248.

Full description at Econpapers || Download paper

2017Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogenous dependent errors. (2017). Coudin, Elise ; Dufour, Jean-Marie. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-06.

Full description at Econpapers || Download paper

2018Brecha salarial por género en México: Desde un enfoque regional, según su exposición a la apertura comercial 2005-2015. (2018). Rodriguez, Reyna Elizabeth . In: Nóesis. Revista de Ciencias Sociales y Humanidades. RePEc:cjz:noesis:254.

Full description at Econpapers || Download paper

2018The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic. (2018). Malovana, Simona. In: Working Papers. RePEc:cnb:wpaper:2018/12.

Full description at Econpapers || Download paper

2018Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716.

Full description at Econpapers || Download paper

2018What is a foreign firm? Implications for productivity spillovers. (2018). Raimondos, Pascalis ; McGaughey, Sara ; la Cour, Lisbeth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12978.

Full description at Econpapers || Download paper

2018The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349.

Full description at Econpapers || Download paper

2018Selective matching: gender gap and network formation in research. (2018). GIVORD, Pauline ; Combes, Stephanie. In: Working Papers. RePEc:crs:wpaper:2018-07.

Full description at Econpapers || Download paper

2017The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:24120.

Full description at Econpapers || Download paper

2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

Full description at Econpapers || Download paper

2018DRIVERS OF GROWTH IN FAST EMERGING ECONOMIES: A DYNAMIC INSTRUMENTAL QUANTILE APPROACH TO REAL OUTPUT AND ITS RATES OF GROWTH IN BRICS AND MINT COUNTRIES, 2001-2011. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_1.

Full description at Econpapers || Download paper

2018Testing the Fisher Effect in the US. (2018). Cai, Yifei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00307.

Full description at Econpapers || Download paper

2017CEO tenure and firm growth: A conditional analysis. (2017). Zhao, Ruoyun (Lucy) ; Nguyen, Pascal ; Miloud, Tarek. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00588.

Full description at Econpapers || Download paper

2017Trust and Growth Revisited. (2017). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00738.

Full description at Econpapers || Download paper

2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

Full description at Econpapers || Download paper

2017Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory. (2017). Liu, Rui ; Lu, Xiaofen ; He, Yaoyao ; Wang, Shuo. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:254-266.

Full description at Econpapers || Download paper

2017Carbon neutral growth from 2020 strategy and airline environmental inefficiency: A Network Range Adjusted Environmental Data Envelopment Analysis. (2017). Li, YE ; Cui, Qiang. In: Applied Energy. RePEc:eee:appene:v:199:y:2017:i:c:p:13-24.

Full description at Econpapers || Download paper

2018Probabilistic characterization of electricity consumer responsiveness to economic incentives. (2018). Valles, Mercedes ; Frias, Pablo ; Reneses, Javier ; Bello, Antonio . In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:296-310.

Full description at Econpapers || Download paper

2018Short term electricity demand forecasting using partially linear additive quantile regression with an application to the unit commitment problem. (2018). Lebotsa, Moshoko Emily ; Boylan, John E ; Fildes, Robert ; Bere, Alphonce ; Sigauke, Caston. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:104-118.

Full description at Econpapers || Download paper

2019A D-vine copula quantile regression approach for the prediction of residential heating energy consumption based on historical data. (2019). Niemierko, Rochus ; Trankler, Timm ; Toppel, Jannick. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:691-708.

Full description at Econpapers || Download paper

2018Internationalization and the growth of Vietnamese micro, small, and medium sized enterprises: Evidence from panel quantile regressions. (2018). Doan, Ha ; Thi, HA ; Trinh, Long Quang. In: Journal of Asian Economics. RePEc:eee:asieco:v:55:y:2018:i:c:p:71-83.

Full description at Econpapers || Download paper

2018Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2018). Chowdhury, Biplob ; Dungey, Mardi ; JEYASREEDHARAN, NAGARATNAM . In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:29-47.

Full description at Econpapers || Download paper

2017Judicial efficiency and capital structure: An international study. (2017). Shah, Attaullah ; Labianca, Giuseppe ; Smith, Jason M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:255-274.

Full description at Econpapers || Download paper

2017Composite quantile regression for correlated data. (2017). Song, Xinyuan ; Zhao, Weihua ; Lian, Heng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:15-33.

Full description at Econpapers || Download paper

2017An SVM-like approach for expectile regression. (2017). Steinwart, Ingo ; Farooq, Muhammad. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:159-181.

Full description at Econpapers || Download paper

2017D-vine copula based quantile regression. (2017). Kraus, Daniel ; Czado, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:110:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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]		article1684
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1684		book
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1684		book
2006Quantile Autoregression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article144
2004Unit Root Quantile Autoregression Inference In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article80
2004Penalized triograms: total variation regularization for bivariate smoothing In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article17
2009Conditional Quantile Estimation for GARCH Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper6
1982Robust Tests for Heteroscedasticity Based on Regression Quantiles. In: Econometrica.
[Full Text][Citation analysis]		article278
1982Tests of Linear Hypotheses and l[subscript]1 Estimation. In: Econometrica.
[Full Text][Citation analysis]		article10
2006Quantile regression methods for recursive structural equation models In: Journal of Econometrics.
[Full Text][Citation analysis]		article68
2004Quantile regression methods for recursive structural equation models.(2004) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
1999GMM inference when the number of moment conditions is large In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
2004Quantile regression for longitudinal data In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article347
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]		paper39
2001Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments In: Empirical Economics.
[Full Text][Citation analysis]		article58
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]		article23

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team