Roger William Koenker (born February 21, 1947) is an American
econometrician
Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics", '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8� ...
mostly known for his contributions to
quantile regression
Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional ''mean'' of the response variable across values of the predictor variables, quantile regress ...
. He is currently a Honorary Professor of Economics at
University College London
University College London (Trade name, branded as UCL) is a Public university, public research university in London, England. It is a Member institutions of the University of London, member institution of the Federal university, federal Uni ...
.
Education and career
He finished his degree at
Grinnell College
Grinnell College ( ) is a Private college, private Liberal arts colleges in the United States, liberal arts college in Grinnell, Iowa, United States. It was founded in 1846 when a group of Congregationalism in the United States, Congregationalis ...
in 1969 and obtained his Ph.D. in
Economics
Economics () is a behavioral science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services.
Economics focuses on the behaviour and interac ...
from the
University of Michigan
The University of Michigan (U-M, U of M, or Michigan) is a public university, public research university in Ann Arbor, Michigan, United States. Founded in 1817, it is the oldest institution of higher education in the state. The University of Mi ...
in 1974. In the same year, he was employed as an assistant professor at UIUC. By 1976, he left the university to work as part of the technical staff at
Bell Telephone Laboratories
Nokia Bell Labs, commonly referred to as ''Bell Labs'', is an American industrial research and development company owned by Finnish technology company Nokia. With headquarters located in Murray Hill, New Jersey, Murray Hill, New Jersey, the compa ...
.
He came back to UIUC in 1983 to teach as a William B. McKinley Professor of Economics and Statistics before becoming a Honorary Professor of Economics at UCL in 2018.
Works
Koenker is best known for his work on quantile regression and the regression analysis tool he developed is widely used across many disciplines.
In 2010, he was awarded the
Emanuel and Carol Parzen Prize for Statistical Innovation for his contribution to the field and for "pioneering and expositing quantile regression."
Aside from his seminal book, ''Quantile Regression'', his published works include ''The Gaussian Hare and the Laplacian Tortoise: Computability of Squared-Error vs. Absolute Error Estimators''; and, ''Galton, Edgeworth, Frisch, and Prospects for Quantile Regression in Economics'', among others.
References
External links
Website of Koenker at UIUC*
1947 births
Living people
21st-century American economists
Grinnell College alumni
University of Michigan alumni
Academics of University College London
Fellows of the Econometric Society
Fellows of the American Statistical Association
American econometricians
University of Illinois Urbana-Champaign faculty
Scientists at Bell Labs
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