Rolf Tschernig

Names

Contact

Affiliations

• Universität Regensburg → Wirtschaftswissenschaftliche Fakultät → Institut für Volkswirtschaftlehre einschließlich Ökonometrie
  • website
  • location: Regensburg, Germany

Research profile

author of:

• Nonparametric Estimation of Generalized Impulse Response Functions
  by Rolf Tschernig & Lijian Yang
• A simple variable selection technique for nonlinear models
  by Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf
• Web Quantlets for Time Series Analysis
  by Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig
• Nonlinear interest rate dynamics and implications for the term structure
  by Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf
• Multivariate bandwidth selection for local linear regression
  by L. Yang & R. Tschernig
• Illusive Persistence in German Unemployment
  by Tschernig, Rolf J. V. & Zimmermann, Klaus F.
• NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
  by Yang, Lijian & Tschernig, Rolf
• Long Memory and the Term Structure of Risk
  by Peter C. Schotman & Rolf Tschernig & Jan Budek
• Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions
  by Dominique Guegan & Rolf Tschernig
• On nonparametric estimation of a hedonic price function
  by Harry Haupt & Joachim Schnurbus & Rolf Tschernig
• Long Memory and the Term Structure of Risk
  by Schotman, Peter & Tschernig, Rolf & Budek, Jan
• Illusive Persistence in German Unemployment
  by Rolf TSCHERNIG & Klaus F. ZIMMERMANN
• On Nonparametric Estimation of a Hedonic Price Function
  by Haupt, Harry & Schnurbus, Joachim & Tschernig, Rolf
• Long-run Identification in a Fractionally Integrated System
  by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
• Nonlinearities in German Unemployment Rates: A Nonparametric Analysis
  by Tschernig, R.
• Long- versus medium-run identification in fractionally integrated VAR models
  by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
• Nonparametric lag selection for time series
  by Tschernig, Rolf & Yang, Lijian
• Long Memory in Foreign Exchange Rates Revisited
  by Tschernig, R.
• Multivariate plug-in bandwidth for local linear regression
  by Yang, Lijian & Tschernig, Rolf
• Nonparametric estimation of generalized impulse response function
  by Tschernig, Rolf & Yang, Lijian
• A simple variable selection technique for nonlinear models
  by Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf
• The Identification of Fractional ARIMA Models
  by Schmidt, C. M. & Tschernig, R.
• Long-Run Identification in a Fractionally Integrated System
  by Rolf Tschernig & Enzo Weber & Roland Weigand
• Nonlinear Interest Rate Dynamics and Implications for the Term Structure
  by Pfann, G. & Schotman, P. & Tschernig, R.
• Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate
  by Lütkepohl, H. & Tschernig, R.
• Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
  by Yang, L. & Tschernig, R.
• Web quantlets for time series analysis
  by Härdle, Wolfgang & Kleinow, Torsten & Tschernig, Rolf
• Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
  by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
• Flexible time series analysis
  by Härdle, Wolfgang & Tschernig, Rolf
• Germany's labor market problems: What to do and what not to do? A survey among experts
  by Profit, Stefan & Tschernig, Rolf
• Long- versus medium-run identification in fractionally integrated VAR models
  by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
• Long- versus medium-run identification in fractionally integrated VAR models
  by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
• Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing
  by Rolf Tschernig
• Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions
  by Dominique Guegan & Rolf Tschernig
• Fractional trends and cycles in macroeconomic time series
  by Tobias Hartl & Rolf Tschernig & Enzo Weber
• Fractional trends in unobserved components models
  by Tobias Hartl & Rolf Tschernig & Enzo Weber
• Nonparametric Lag Selection for Time Series
  by Rolf Tschernig & Lijian Yang
• Der exzellente Kopilot des ifo
  by Rolf Tschernig