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 3 6 462
A simple variable selection technique for nonlinear models 0 0 0 59 0 3 6 1,822
Flexible time series analysis 0 0 0 24 0 4 4 125
Fractional trends and cycles in macroeconomic time series 0 0 2 46 1 3 6 62
Fractional trends in unobserved components models 0 0 0 24 1 5 7 65
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 1 1 3 113 1 4 10 285
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 1 1 145
Illusive Persistence in German Unemployment 0 0 0 86 0 5 8 563
Illusive Persistence in German Unemployment 0 0 0 4 0 5 6 52
Long Memory and the Term Structure of Risk 0 0 0 16 0 6 7 109
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 2 5 7 362
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 0 5 7 62
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 1 10 12 82
Long-run Identification in a Fractionally Integrated System 0 0 0 45 1 6 9 140
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 0 4 6 231
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 3 5 155
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 3 7 9 136
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 0 3 3 354
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 0 5 6 315
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 1 7 12 497
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 6 7 547
Nonparametric lag selection for time series 0 1 1 9 0 6 7 263
On Nonparametric Estimation of a Hedonic Price Function 0 0 1 45 1 4 6 121
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 4 5 22
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 1 4 4 41
The Identification of Fractional ARIMA Models 0 0 0 126 0 6 6 581
Web quantlets for time series analysis 0 0 0 5 0 3 3 126
Total Working Papers 1 2 7 1,334 14 127 175 7,725

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 4 5 22
Long Memory and the Term Structure of Risk 0 0 0 17 0 3 4 103
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 4 6 76
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 3 5 52
Multivariate bandwidth selection for local linear regression 1 1 1 81 3 5 8 287
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 0 1 2 63
Nonlinear interest rate dynamics and implications for the term structure 0 0 1 114 1 10 14 270
Nonparametric Lag Selection for Time Series 0 1 2 2 1 4 7 15
On nonparametric estimation of a hedonic price function 0 0 0 88 1 7 11 333
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 0 1 2 32
Web Quantlets for Time Series Analysis 0 0 0 6 0 5 5 101
Total Journal Articles 1 2 4 359 6 47 69 1,354

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Statistics updated 2026-03-04