roger koenker : Citation Profile

Are you roger koenker?

University of Illinois at Urbana-Champaign

11

H index

12

i10 index

3129

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

2

Books

RESEARCH ACTIVITY:

   32 years (1977 - 2009). See details.
   Cites by year: 97
   Journals where roger koenker has often published
   Relations with other researchers
   Recent citing documents: 679.    Total self citations: 2 (0.06 %)

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   Permalink: http://citec.repec.org/pko146
   Updated: 2020-08-09    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 (177)

Kim, Tae-Hwan (39)

Chernozhukov, Victor (37)

Coad, Alex (33)

Tchamyou, Vanessa (32)

Lamarche, Carlos (30)

Odhiambo, Nicholas (28)

GUPTA, RANGAN (26)

Wagner, Joachim (22)

MULLER, Christophe (22)

Nwachukwu, Jacinta (21)

Cites to:

Angrist, Joshua (5)

Bassett, Gilbert (4)

Krueger, Alan (4)

Engle, Robert (3)

Christoffersen, Peter (3)

Manganelli, Simone (3)

Diebold, Francis (3)

Imbens, Guido (3)

Newey, Whitney (3)

Chesher, Andrew (3)

Showalter, Mark (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 (2018 and 2017)

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

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2017The Synergy of Financial Sector Development and Information Sharing in Financial Access: Propositions and Empirical Evidence. (2017). Asongu, Simplice ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/005.

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2017Technology-driven information sharing and conditional financial development in Africa. (2017). Tchamyou, Vanessa ; Asongu, Simplice ; Anyanwu, John C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/010.

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

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2017Assessing marginal, threshold and net effects of financial globalisation on financial development in Africa. (2017). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/015.

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2017Fuel Exports, Aid and Terrorism. (2017). Asongu, Simplice ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/016.

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2017At What Levels of Financial Development Does Information Sharing Matter?. (2017). Asongu, Simplice ; Nwachukwu, Jacinta C. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/017.

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2017ICT, Information Asymmetry and Market Power in the African Banking Industry. (2017). Asongu, Simplice ; Biekpe, Nicholas. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/022.

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2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/028.

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2017Mitigating capital flight through military expenditure: insight from 37 African countries. (2017). Asongu, Simplice ; Amankwah-Amoah, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/029.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul N. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/045.

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2017Mobile banking usage, quality of growth, inequality and poverty in developing countries. (2017). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/046.

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2017Trust and Growth Revisited. (2017). Kodila-Tedika, Oasis ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/054.

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2017Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy. (2017). Asongu, Simplice ; Beecroft, Ibukun ; Efobi, Uchenna R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:17/061.

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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: Research Africa Network Working Papers. RePEc:abh:wpaper:18/013.

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2018Human development thresholds for inclusive mobile banking in developing countries. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/022.

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2018Can foreign aid dampen the threat of terrorism to international trade? Evidence from 78 developing countries. (2018). Asongu, Simplice ; Leke, Ivo J. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/032.

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2018Basic Formal Education Quality, Information Technology and Inclusive Human Development in Sub-Saharan Africa. (2018). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/043.

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2018Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression. (2018). Asongu, Simplice ; Biekpe, Nicholas ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/045.

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2019Enhancing ICT for Quality Education in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/007.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009.

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2019Boosting quality education with inclusive human development: empirical evidence from sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/017.

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2019The Conditional Relationship between Renewable Energy and Environmental Quality in Sub-Saharan Africa. (2019). Asongu, Simplice ; Odo, Kingsley O ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/074.

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2019Fighting terrorism in Africa when existing terrorism levels matter. (2019). Tchamyou, Vanessa ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/084.

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

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2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249.

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2019Enhancing ICT for Quality Education in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/007.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/009.

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2019Boosting quality education with inclusive human development: empirical evidence from sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/017.

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2017Quantile Regression in Biostatistics. (2017). Das, Kiranmoy ; Kulkarni, Hemant ; Biswas, Jayabrata. In: Biostatistics and Biometrics Open Access Journal. RePEc:adp:jbboaj:v:2:y:2017:i:5:p:102-105.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Enhancing ICT for Quality Education in Sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/007.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009.

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2019Boosting quality education with inclusive human development: empirical evidence from sub-Saharan Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/017.

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2019The Conditional Relationship between Renewable Energy and Environmental Quality in Sub-Saharan Africa. (2019). Asongu, Simplice ; Odo, Kingsley O ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/074.

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2019Fighting terrorism in Africa when existing terrorism levels matter. (2019). Tchamyou, Vanessa ; Asongu, Ndemaze. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/084.

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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.

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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.

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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.

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

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

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

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

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2019Linear Quantile Regression and Endogeneity Correction. (2019). MULLER, Christophe. In: AMSE Working Papers. RePEc:aim:wpaimx:1920.

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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.

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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.

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

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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.

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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.

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

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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.

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2019Quantile 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.

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

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

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

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

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

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

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2019Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2019Quantile-Regression Inference With Adaptive Control of Size. (2019). Goh, Chuan ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:1807.06977.

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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.

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

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2019A Consistent LM Type Specification Test for Semiparametric Models. (2019). Korolev, Ivan. In: Papers. RePEc:arx:papers:1810.07620.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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

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

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2019A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions. (2019). Huo, Yulong ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.04729.

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

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

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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.

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

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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.

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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.

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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.

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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]		article1838
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 1838		book
2005Quantile Regression.(2005) In: Cambridge Books.
[Citation analysis]
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