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Testing for homogeneity in mixture models

Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - Centre for Microdata Methods and Practice (CEMMAP) - 2013

Statistical models of unobserved heterogeneity are typically formalised as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C (a) tests, as in Neyman (1959), and shown...

Persistent link: https://www.econbiz.de/10010631588

An empirical note on the elasticity of substitution between land and capital in a monocentric housing market

Koenker, Roger - In: Journal of regional science 12 (1972) 2, pp. 299-305

Persistent link: https://www.econbiz.de/10002235935

Was bread Giffen? : the demand for food in England circa 1790

Koenker, Roger - In: The review of economics and statistics 59 (1977) 2, pp. 225-229

Persistent link: https://www.econbiz.de/10002235949

A note on studentizing a test for heteroscedasticity

Koenker, Roger - In: Journal of econometrics 17 (1981) 1, pp. 107-112

Persistent link: https://www.econbiz.de/10002236031

Optimal peak load pricing with time-additive consumer preferences

Koenker, Roger - In: Annals of applied econometrics (1979) 1, pp. 175-192

Persistent link: https://www.econbiz.de/10002236045

Robust methods in econometrics

Koenker, Roger - In: Econometric reviews 1 (1982) 2, pp. 213-255

Persistent link: https://www.econbiz.de/10002236095

Quantile Autoregression

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association 101 (2006) September, pp. 980-990

Persistent link: https://www.econbiz.de/10005532630

Fitzenberger, Bernd; Koenker, Roger; Machado, JosÊ A. F. - In: Empirical Economics 26 (2001) 1, pp. 1-5

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Persistent link: https://www.econbiz.de/10005382482

Adaptive choice of trimming proportions

Jurečková, Jana; Koenker, Roger; Welsh, A. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 4, pp. 737-755

Persistent link: https://www.econbiz.de/10005395757

Stochastic Parameter Models for Panel Data: An Application to the Connecticut Peak Load Pricing Experiment.

Hendricks, Wallace; Koenker, Roger; Poirier, Dale - In: International Economic Review 20 (1979) 3, pp. 707-24

Persistent link: https://www.econbiz.de/10005400952

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