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 1 2 6 463
A simple variable selection technique for nonlinear models 0 0 0 59 0 1 7 1,823
Flexible time series analysis 0 0 0 24 1 1 5 126
Fractional trends and cycles in macroeconomic time series 0 0 2 46 0 1 6 62
Fractional trends in unobserved components models 0 0 0 24 1 4 10 68
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 1 2 4 114 2 3 11 287
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 1 2 146
Illusive Persistence in German Unemployment 0 0 0 86 1 1 9 564
Illusive Persistence in German Unemployment 0 0 0 4 4 4 10 56
Long Memory and the Term Structure of Risk 0 0 0 16 2 2 9 111
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 0 2 7 362
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 1 1 8 63
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 1 2 13 83
Long-run Identification in a Fractionally Integrated System 0 0 0 45 1 2 10 141
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 1 2 8 233
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 0 5 155
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 2 7 13 140
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 1 1 4 355
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 2 3 9 318
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 2 6 16 502
Nonparametric estimation of generalized impulse response function 0 0 0 129 2 3 10 550
Nonparametric lag selection for time series 0 0 1 9 3 4 10 267
On Nonparametric Estimation of a Hedonic Price Function 0 0 1 45 0 2 7 122
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 3 3 8 25
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 3 5 8 45
The Identification of Fractional ARIMA Models 0 0 0 126 1 1 7 582
Web quantlets for time series analysis 0 0 0 5 3 3 6 129
Total Working Papers 1 2 8 1,335 38 67 224 7,778

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 23
Long Memory and the Term Structure of Risk 0 0 0 17 2 3 7 106
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 2 8 78
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 1 1 6 53
Multivariate bandwidth selection for local linear regression 0 1 1 81 2 5 10 289
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 2 4 6 67
Nonlinear interest rate dynamics and implications for the term structure 0 0 1 114 0 1 14 270
Nonparametric Lag Selection for Time Series 0 0 2 2 1 2 8 16
On nonparametric estimation of a hedonic price function 0 0 0 88 1 3 13 335
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 2 4 9 105
Total Journal Articles 0 1 4 359 12 26 89 1,374

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Statistics updated 2026-05-06