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 59 0 0 7 1,823
A simple variable selection technique for nonlinear models 0 0 0 7 0 1 6 463
Flexible time series analysis 0 0 0 24 0 1 5 126
Fractional trends and cycles in macroeconomic time series 0 0 2 46 0 1 7 63
Fractional trends in unobserved components models 0 0 0 24 0 2 10 69
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 1 4 114 1 3 12 288
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 0 2 146
Illusive Persistence in German Unemployment 0 0 0 86 0 1 9 564
Illusive Persistence in German Unemployment 0 0 0 4 0 4 10 56
Long Memory and the Term Structure of Risk 0 0 0 16 0 2 9 111
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 0 0 7 362
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 1 2 8 64
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 0 2 14 84
Long-run Identification in a Fractionally Integrated System 0 0 0 45 0 1 10 141
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 0 1 8 233
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 1 1 6 156
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 2 13 140
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 0 1 4 355
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 0 3 10 319
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 2 4 18 504
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 2 10 550
Nonparametric lag selection for time series 0 0 1 9 2 7 14 271
On Nonparametric Estimation of a Hedonic Price Function 0 0 1 45 0 0 7 122
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 3 8 25
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 0 3 8 45
The Identification of Fractional ARIMA Models 0 0 0 126 0 2 8 583
Web quantlets for time series analysis 0 0 0 5 0 3 6 129
Total Working Papers 0 1 8 1,335 7 52 236 7,792

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 6 23
Long Memory and the Term Structure of Risk 0 0 0 17 0 2 7 106
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 0 8 78
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 1 6 53
Multivariate bandwidth selection for local linear regression 0 0 1 81 1 4 12 291
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 1 1 1 7 1 4 8 69
Nonlinear interest rate dynamics and implications for the term structure 0 0 0 114 0 0 12 270
Nonparametric Lag Selection for Time Series 0 0 2 2 1 3 10 18
On nonparametric estimation of a hedonic price function 0 0 0 88 1 2 13 336
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 0 0 2 32
Web Quantlets for Time Series Analysis 0 0 0 6 0 3 10 106
Total Journal Articles 1 1 4 360 4 20 94 1,382

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Statistics updated 2026-07-10