Roger Koenker - Researcher Profile | RDL Research Database

Publications

3 shown

Robust Tests for Heteroscedasticity Based on Regression Quantiles

Roger Koenker , Gilbert W. Bassett

1982 Econometrica 1618 citations

GMM inference when the number of moment conditions is large

Roger Koenker , José A. F. Machado

1999 Journal of Econometrics 113 citations

Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation

Roger Koenker , José A. F. Machado , Christopher L. Skeels +1 more

This paper explores the robustness of minimum distance (GMM) estimators focusing particularly on the effect of intermediate covariance matrix estimation on final estimator perfo...

1994 Econometric Theory 31 citations

Frequent Co-Authors

Gilbert W. Bassett

Researcher Info

h-index: 3
Publications: 3
Citations: 1,762
Institution: University of Illinois Urbana-Champaign

External Links

ORCID Profile Google Scholar

Identifiers

ORCID: 0000-0001-8436-6306

Impact Metrics

h-index 3

h-index: Number of publications with at least h citations each.