Contact Info

• Email: rkoenker@illinois.edu
• Personal Homepage

William B. McKinley Professor of Economics

Research Interests

Econometrics, Quantile Regression

PhD

University of Michigan, 1974

Selected Publications

• “Quantile Autoregression,” (with discussion and rejoinder), with Z. Xiao, Journal of American Statistical Association, vol. 96 (2006), 980-1006.
• “Quantile Regression Methods for Recursive Structural Equation Models,” with Lingjie Ma, Journal of Econometrics, vol. 134 (2006), 471-506.
• Quantile Regression, Cambridge University Press, 2005.
• “The Gaussian Hare and the Laplacean Tortoise: Computability of Squared-error vs Absolute Error Estimators,” (with discussion), Statistical Science, vol 12 (1997), 279-300.
• “Regression Quantiles” with G. Bassett, Econometrica, vol. 46 (1978), 33-51.

Vita