Access Statistics for Rolf Tschernig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple variable selection technique for nonlinear models 0 0 0 7 0 2 2 457
A simple variable selection technique for nonlinear models 0 0 0 59 0 1 1 1,816
Flexible time series analysis 0 0 0 24 0 1 1 121
Fractional trends and cycles in macroeconomic time series 0 0 1 44 0 0 2 56
Fractional trends in unobserved components models 0 0 1 24 0 1 6 58
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 0 1 110 1 2 7 276
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 0 0 144
Illusive Persistence in German Unemployment 0 0 0 86 0 0 1 555
Illusive Persistence in German Unemployment 0 0 1 4 0 0 1 46
Long Memory and the Term Structure of Risk 0 0 3 16 0 0 3 102
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 0 0 1 355
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 0 0 0 70
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 0 0 0 55
Long-run Identification in a Fractionally Integrated System 0 0 0 45 0 0 0 131
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 0 1 1 225
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 0 0 150
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 0 13 127
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 0 0 0 351
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 0 1 1 309
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 1 2 4 486
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 0 0 540
Nonparametric lag selection for time series 0 0 0 8 1 1 1 257
On Nonparametric Estimation of a Hedonic Price Function 0 0 0 44 0 0 0 115
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 0 0 17
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 0 0 0 37
The Identification of Fractional ARIMA Models 0 0 0 126 0 0 2 575
Web quantlets for time series analysis 0 0 0 5 0 0 1 123
Total Working Papers 0 0 7 1,327 3 12 48 7,554

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Der exzellente Kopilot des ifo 0 0 0 2 0 1 3 17
Long Memory and the Term Structure of Risk 0 0 0 17 0 0 1 99
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 0 0 70
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 2 2 47
Multivariate bandwidth selection for local linear regression 0 0 0 80 0 0 1 279
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 0 0 0 61
Nonlinear interest rate dynamics and implications for the term structure 0 0 0 113 0 0 0 256
Nonparametric Lag Selection for Time Series 0 0 0 0 0 0 0 8
On nonparametric estimation of a hedonic price function 0 0 2 88 0 0 4 322
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 0 2 4 30
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 0 96
Total Journal Articles 0 0 2 355 0 5 15 1,285

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Statistics updated 2025-05-12