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 1 6 1,824
A simple variable selection technique for nonlinear models 0 0 0 7 0 1 6 464
Flexible time series analysis 0 0 0 24 0 0 5 126
Fractional trends and cycles in macroeconomic time series 0 0 1 46 0 2 8 65
Fractional trends in unobserved components models 0 0 0 24 1 2 11 71
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 0 2 114 1 1 11 289
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 4 0 1 11 57
Illusive Persistence in German Unemployment 0 0 0 86 0 0 9 564
Long Memory and the Term Structure of Risk 0 0 0 16 0 0 9 111
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 1 1 7 363
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 0 1 15 85
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 0 0 8 64
Long-run Identification in a Fractionally Integrated System 0 0 0 45 0 0 10 141
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 1 1 8 234
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 1 1 6 157
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 0 13 140
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 1 1 5 356
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 1 1 11 320
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 1 1 17 505
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 0 10 550
Nonparametric lag selection for time series 0 0 1 9 0 1 15 272
On Nonparametric Estimation of a Hedonic Price Function 0 0 0 45 1 1 7 123
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 0 7 25
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 0 0 8 45
The Identification of Fractional ARIMA Models 0 0 0 126 0 0 8 583
Web quantlets for time series analysis 0 0 0 5 1 2 8 131
Total Working Papers 0 0 4 1,335 10 19 241 7,811

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 6 24
Long Memory and the Term Structure of Risk 0 0 0 17 0 1 8 107
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 0 7 78
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 2 8 55
Multivariate bandwidth selection for local linear regression 0 0 1 81 0 2 13 293
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 1 7 0 1 8 70
Nonlinear interest rate dynamics and implications for the term structure 0 0 0 114 0 0 11 270
Nonparametric Lag Selection for Time Series 0 0 2 2 0 0 10 18
On nonparametric estimation of a hedonic price function 0 0 0 88 0 2 15 338
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 1 2 4 34
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 10 106
Total Journal Articles 0 0 4 360 2 11 100 1,393

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Statistics updated 2026-10-11