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 0 0 2 457
A simple variable selection technique for nonlinear models 0 0 0 59 0 0 1 1,816
Flexible time series analysis 0 0 0 24 0 0 1 121
Fractional trends and cycles in macroeconomic time series 0 0 1 44 0 0 2 56
Fractional trends in unobserved components models 0 0 0 24 0 1 6 59
Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation 0 0 0 110 0 1 4 276
Germany's labor market problems: What to do and what not to do? A survey among experts 0 0 0 5 0 0 0 144
Illusive Persistence in German Unemployment 0 0 1 4 0 0 1 46
Illusive Persistence in German Unemployment 0 0 0 86 0 0 1 555
Long Memory and the Term Structure of Risk 0 0 3 16 0 0 3 102
Long Memory in Foreign Exchange Rates Revisited 0 0 0 82 0 0 1 355
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 68 0 0 0 70
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 54 1 1 1 56
Long-run Identification in a Fractionally Integrated System 0 0 0 45 0 0 0 131
Multivariate plug-in bandwidth for local linear regression 0 0 0 10 0 0 1 225
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate 0 0 0 22 0 0 0 150
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models 0 0 0 0 0 0 12 127
Nonlinear Interest Rate Dynamics and Implications for the Term Structure 0 0 0 102 0 0 0 351
Nonlinearities in German Unemployment Rates: A Nonparametric Analysis 0 0 0 31 0 0 1 309
Nonparametric Estimation of Generalized Impulse Response Functions 0 0 0 209 0 1 3 486
Nonparametric estimation of generalized impulse response function 0 0 0 129 0 0 0 540
Nonparametric lag selection for time series 0 0 0 8 0 1 1 257
On Nonparametric Estimation of a Hedonic Price Function 0 0 0 44 0 0 0 115
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions 0 0 0 0 0 0 0 17
Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions 0 0 0 13 0 0 0 37
The Identification of Fractional ARIMA Models 0 0 0 126 0 0 2 575
Web quantlets for time series analysis 0 0 0 5 0 0 1 123
Total Working Papers 0 0 5 1,327 1 5 44 7,556

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 0 2 17
Long Memory and the Term Structure of Risk 0 0 0 17 0 0 1 99
Long- versus medium-run identification in fractionally integrated VAR models 0 0 0 20 0 0 0 70
Long-Run Identification in a Fractionally Integrated System 0 0 0 15 0 0 2 47
Multivariate bandwidth selection for local linear regression 0 0 0 80 0 0 0 279
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS 0 0 0 6 0 0 0 61
Nonlinear interest rate dynamics and implications for the term structure 1 1 1 114 1 2 2 258
Nonparametric Lag Selection for Time Series 0 0 0 0 0 0 0 8
On nonparametric estimation of a hedonic price function 0 0 1 88 1 1 4 323
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing 0 0 0 8 0 0 3 30
Web Quantlets for Time Series Analysis 0 0 0 6 0 0 0 96
Total Journal Articles 1 1 2 356 2 3 14 1,288

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04