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Economics Hidden

Section 1

Roger Koenker

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William B. McKinley Professor of Economics

Research Interests

Econometrics, Quantile Regression

PhD

University of Michigan, 1974

Selected Publications

  • "Convex Optimization, Shape Constraints, Compound Decisions and Empirical Bayes Rules," (with Ivan Mizera), 2014, (\it J. of Am. Stat. Assoc), 109, 674 - 685
  • "Quasi-Concave Density Estimation," (with Ivan Mizera) (\it Annals of Statistics), (2010), 38, 2998-3027.
  • "Quantile Autoregression," (with Zhijie Xiao) (\it J. of Am. Stat. Assoc), with discussion and rejoinder, (2006), 475, 980-1006.
  • "Quantile Regression Methods for Recursive Structural Equation Models," (with Lingje Ma), (\it J. of Econometrics), (2006), 143-471-506.
  • (\it Quantile Regression), Econometric Society Monograph Series, Cambridge U. Press.

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