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 1 2 5 1,807
A simple variable selection technique for nonlinear models 0 0 0 7 0 1 5 451
Flexible time series analysis 0 0 0 24 0 0 2 119
Fractional trends and cycles in macroeconomic time series 0 0 30 30 0 1 27 27
Fractional trends in unobserved components models 0 0 16 16 0 1 22 22
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 4 9 85 1 9 26 195
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 1 5 134
Illusive Persistence in German Unemployment 0 0 0 3 1 1 4 43
Illusive Persistence in German Unemployment 0 0 1 86 0 0 2 554
Long Memory and the Term Structure of Risk 0 0 0 13 0 2 5 95
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 0 3 7 346
Long- versus medium-run identification in fractionally integrated VAR models 0 0 1 53 0 0 6 51
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 1 1 7 62
Long-run Identification in a Fractionally Integrated System 0 0 1 45 0 1 6 126
Multivariate plug-in bandwidth for local linear regression 0 0 0 8 0 0 0 221
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 0 9 150
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 1 6 104
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 0 0 2 346
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 0 2 5 306
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 2 208 0 1 7 471
Nonparametric estimation of generalized impulse response function 0 0 0 125 1 3 6 531
Nonparametric lag selection for time series 0 0 1 8 0 0 6 248
On Nonparametric Estimation of a Hedonic Price Function 0 0 1 41 0 0 5 101
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 1 1 1 15
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 12 0 0 1 33
The Identification of Fractional ARIMA Models 0 0 0 126 0 1 5 561
Web quantlets for time series analysis 0 0 0 5 0 0 2 119
Total Working Papers 0 4 62 1,264 6 32 184 7,238


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 1 0 1 5 13
Long Memory and the Term Structure of Risk 0 0 1 17 0 0 3 95
Long- versus medium-run identification in fractionally integrated VAR models 0 0 2 18 0 1 6 64
Long-Run Identification in a Fractionally Integrated System 0 0 1 14 0 0 2 42
Multivariate bandwidth selection for local linear regression 0 1 3 77 1 2 8 268
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 1 2 3 57
Nonlinear interest rate dynamics and implications for the term structure 1 1 2 110 1 1 3 248
Nonparametric Lag Selection for Time Series 0 0 0 0 1 1 1 1
On nonparametric estimation of a hedonic price function 1 1 1 85 1 2 7 293
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 5 0 0 1 22
Web Quantlets for Time Series Analysis 0 0 0 6 0 1 2 91
Total Journal Articles 2 3 10 339 5 11 41 1,194


Statistics updated 2021-01-03