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 2 3 6 1,821
A simple variable selection technique for nonlinear models 0 0 0 7 1 2 5 460
Flexible time series analysis 0 0 0 24 2 2 3 123
Fractional trends and cycles in macroeconomic time series 0 1 3 46 0 2 4 59
Fractional trends in unobserved components models 0 0 0 24 2 2 5 62
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 0 2 112 2 5 9 283
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 1 1 1 145
Illusive Persistence in German Unemployment 0 0 0 86 1 4 4 559
Illusive Persistence in German Unemployment 0 0 1 4 1 2 3 48
Long Memory and the Term Structure of Risk 0 0 0 16 0 1 1 103
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 1 2 3 358
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 0 2 2 72
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 2 3 4 59
Long-run Identification in a Fractionally Integrated System 0 0 0 45 1 4 4 135
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 3 4 6 230
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 1 2 152
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 1 3 3 130
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 2 2 2 353
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 2 3 4 312
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 4 5 5 545
Nonparametric lag selection for time series 0 0 0 8 1 1 2 258
On Nonparametric Estimation of a Hedonic Price Function 0 0 1 45 1 2 3 118
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 1 1 2 19
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 1 1 1 38
The Identification of Fractional ARIMA Models 0 0 0 126 1 1 1 576
Web quantlets for time series analysis 0 0 0 5 2 2 2 125
Total Working Papers 0 1 7 1,332 35 63 93 7,633

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 1 1 3 19
Long Memory and the Term Structure of Risk 0 0 0 17 2 3 3 102
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 1 2 3 73
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 2 4 6 51
Multivariate bandwidth selection for local linear regression 0 0 0 80 0 2 3 282
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 1 1 2 63
Nonlinear interest rate dynamics and implications for the term structure 0 0 1 114 2 3 6 262
Nonparametric Lag Selection for Time Series 0 1 1 1 1 4 4 12
On nonparametric estimation of a hedonic price function 0 0 0 88 3 6 7 329
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 2 2 2 98
Total Journal Articles 0 1 2 357 15 29 42 1,322

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Statistics updated 2026-01-09