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Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in… (More)

- Roger Koenker, Steve Portnoy, Xuming He, Gib Bassett, Carlos Lamarche
- 2004

The penalized least squares interpretation of the classical random effects estimator suggests a possible way forward for quantile regression models with a large number of “fixed effects”. The… (More)

- Christian Hansen, T. Amemiya, +8 authors Igor Makarov
- 2001

Headnote.The ability of quantile regression models to characterize the heterogeneous impact of variables on different points of an outcome distribution makes them appealing in many economic… (More)

- Barton H. Hamilton, Jack A. Nickerson, +6 authors Steven D. Levitt
- 2002

This paper identifies and evaluates rationales for team participation and for the effects of team composition on productivity using novel data from a garment plant that shifted from individual piece… (More)

- Joshua Angrist, Jinyong Hahn, Jerry Hausman, Frank Kleibergen, Roger Koenker, Rafael Lalive
- 2004

Quantile regression (QR) fits a linear model for conditional quantiles, just as ordinary least squares (OLS) fits a linear model for conditional means. An attractive feature of OLS is that it gives… (More)

- Roger Koenker, Zhijie Xiao
- 2004

We consider quantile autoregression (QAR) models in which the autoregressive coefficients can be expressed as monotone functions of a single, scalar random variable. The models can capture systematic… (More)

- Victor Chernozhukov, Iván Fernández-Val, +7 authors Shinichi Sakata
- 2005

This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also known as the quantile crossing problem.… (More)

- Roger Koenker, Zhijie Xiao
- 2000

Tests based on the quantile regression process can be formulated like the classical Kolmogorov-Smirnov and Cr amer-von-Mises tests of goodness-oft employing the theory of Bessel processes as in ?.… (More)

- Roger Koenker, Ivan Mizera
- 2008

Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon… (More)

Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on features of the response beyond its central tendency. Total… (More)