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Details about Rolf Tschernig

E-mail:
Homepage:http://www-wiwi.uni-regensburg.de/Institute/VWL/Tschernig/Team/Rolf-Tschernig.html
Phone:+49 941 943 2737
Postal address:Universitätsstr. 40 93053 Regensburg Germany
Workplace:Institut für Volkswirtschaftlehre einschließlich Ökonometrie (Institute of Economics and Econometrics), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Universität Regensburg (University of Regensburg), (more information at EDIRC)

Access statistics for papers by Rolf Tschernig.

Last updated 2020-08-18. Update your information in the RePEc Author Service.

Short-id: pts46


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Working Papers

2020

  1. Fractional trends and cycles in macroeconomic time series
    Papers, arXiv.org Downloads View citations (1)
  2. Fractional trends in unobserved components models
    Papers, arXiv.org Downloads

2014

  1. Long- versus medium-run identification in fractionally integrated VAR models
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads View citations (1)
    Also in University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics (2013) Downloads View citations (1)

    See also Journal Article in Economics Letters (2014)

2013

  1. Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads View citations (3)

2010

  1. Long-run Identification in a Fractionally Integrated System
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2013)

2008

  1. Long Memory and the Term Structure of Risk
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads View citations (9)
    See also Journal Article in Journal of Financial Econometrics (2008)
  2. On Nonparametric Estimation of a Hedonic Price Function
    University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics Downloads
    See also Journal Article in Journal of Applied Econometrics (2010)

2001

  1. Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions
    Post-Print, HAL
    Also in Working Papers, Center for Research in Economics and Statistics (1998) Downloads

2000

  1. A simple variable selection technique for nonlinear models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (10)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) Downloads View citations (17)
  2. Flexible time series analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
  3. Nonparametric Estimation of Generalized Impulse Response Functions
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2000) Downloads View citations (2)
  4. Web quantlets for time series analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (1)
    See also Journal Article in Annals of the Institute of Statistical Mathematics (2001)

1998

  1. Germany's labor market problems: What to do and what not to do? A survey among experts
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (2)
  2. Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (2)
    See also Journal Article in Econometric Theory (2002)

1997

  1. Multivariate plug-in bandwidth for local linear regression
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads
  2. Nonparametric lag selection for time series
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes Downloads View citations (20)
    See also Journal Article in Journal of Time Series Analysis (2000)

1996

  1. Nonlinearities in German Unemployment Rates: A Nonparametric Analysis
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)

1995

  1. Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
  2. The Identification of Fractional ARIMA Models
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (3)

1994

  1. Long Memory in Foreign Exchange Rates Revisited
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (9)
  2. Nonlinear Interest Rate Dynamics and Implications for the Term Structure
    SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (4)
    See also Journal Article in Journal of Econometrics (1996)

1992

  1. Illusive Persistence in German Unemployment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (1992) Downloads View citations (5)

Journal Articles

2017

  1. Der exzellente Kopilot des ifo
    ifo Schnelldienst, 2017, 70, (13), 43-45 Downloads

2015

  1. Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing
    Journal of Institutional and Theoretical Economics (JITE), 2015, 171, (1), 53-57 Downloads

2014

  1. Long- versus medium-run identification in fractionally integrated VAR models
    Economics Letters, 2014, 122, (2), 299-302 Downloads View citations (1)
    See also Working Paper (2014)

2013

  1. Long-Run Identification in a Fractionally Integrated System
    Journal of Business & Economic Statistics, 2013, 31, (4), 438-450 Downloads View citations (14)
    See also Working Paper (2010)

2010

  1. On nonparametric estimation of a hedonic price function
    Journal of Applied Econometrics, 2010, 25, (5), 894-901 Downloads View citations (15)
    See also Working Paper (2008)

2008

  1. Long Memory and the Term Structure of Risk
    Journal of Financial Econometrics, 2008, 6, (4), 459-495 Downloads View citations (12)
    See also Working Paper (2008)

2002

  1. NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
    Econometric Theory, 2002, 18, (6), 1408-1448 Downloads View citations (7)
    See also Working Paper (1998)

2001

  1. Web Quantlets for Time Series Analysis
    Annals of the Institute of Statistical Mathematics, 2001, 53, (1), 179-188 Downloads View citations (7)
    See also Working Paper (2000)

2000

  1. Nonparametric Lag Selection for Time Series
    Journal of Time Series Analysis, 2000, 21, (4), 457-487 Downloads View citations (1)
    See also Working Paper (1997)

1999

  1. Multivariate bandwidth selection for local linear regression
    Journal of the Royal Statistical Society Series B, 1999, 61, (4), 793-815 Downloads View citations (27)

1996

  1. Nonlinear interest rate dynamics and implications for the term structure
    Journal of Econometrics, 1996, 74, (1), 149-176 Downloads View citations (63)
    See also Working Paper (1994)
 
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