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 3 4 1,819
A simple variable selection technique for nonlinear models 0 0 0 7 1 1 4 459
Flexible time series analysis 0 0 0 24 0 0 1 121
Fractional trends and cycles in macroeconomic time series 1 1 3 46 2 2 4 59
Fractional trends in unobserved components models 0 0 0 24 0 0 3 60
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 0 2 112 0 3 8 281
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 2 3 3 558
Illusive Persistence in German Unemployment 0 0 1 4 1 1 2 47
Long Memory and the Term Structure of Risk 0 0 0 16 1 1 1 103
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 1 1 2 357
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 1 1 2 57
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 2 2 2 72
Long-run Identification in a Fractionally Integrated System 0 0 0 45 1 3 3 134
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 1 1 3 227
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 2 2 152
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 2 5 129
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 2 310
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 0 2 6 490
Nonparametric estimation of generalized impulse response function 0 0 0 129 1 1 1 541
Nonparametric lag selection for time series 0 0 0 8 0 0 1 257
On Nonparametric Estimation of a Hedonic Price Function 0 1 1 45 0 2 2 117
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 0 1 18
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 0 575
Web quantlets for time series analysis 0 0 0 5 0 0 0 123
Total Working Papers 1 2 7 1,332 14 32 62 7,598

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 0 2 18
Long Memory and the Term Structure of Risk 0 0 0 17 0 1 1 100
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 1 1 2 72
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 2 4 49
Multivariate bandwidth selection for local linear regression 0 0 0 80 1 3 3 282
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 0 0 1 62
Nonlinear interest rate dynamics and implications for the term structure 0 0 1 114 1 1 4 260
Nonparametric Lag Selection for Time Series 1 1 1 1 2 3 3 11
On nonparametric estimation of a hedonic price function 0 0 1 88 2 3 6 326
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 0 1 3 31
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 0 96
Total Journal Articles 1 1 3 357 7 15 29 1,307

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Statistics updated 2025-12-06