Additional information is available for the following registered author(s):

• Lijian Yang
• Rolf Tschernig

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Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Methodological).

Volume (Year): 61 (1999)
Issue (Month): 4 ()
Pages: 793-815
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Handle: RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815

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Related research

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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Rolf Tschernig & Lijian Yang, 2000. "Nonparametric Estimation of Generalized Impulse Response Functions," Econometric Society World Congress 2000 Contributed Papers 1417, Econometric Society. [Downloadable!]
   Other versions:
   • R. Tschernig & L. Yang, . "Nonparametric Estimation of Generalized Impulse Response Function," Sonderforschungsbereich 373 2000-89, Humboldt Universitaet Berlin.
2. W. Härdle & T. Kleinow & R. Tschernig, . "Web quantlets for time series analysis," Sonderforschungsbereich 373 2000-1, Humboldt Universitaet Berlin.
   Other versions:
   • Wolfgang Härdle & Torsten Kleinow & Rolf Tschernig, 2001. "Web Quantlets for Time Series Analysis," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(1), pages 179-188, March. [Downloadable!] (restricted)
3. H. Herwartz, . "Weekday Dependence of German Stock Market Returns," Sonderforschungsbereich 373 1999-47, Humboldt Universitaet Berlin.
4. W. Härdle & R. Tschernig, . "Flexible Time Series Analysis," Sonderforschungsbereich 373 2000-51, Humboldt Universitaet Berlin.

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This page was last updated on 2008-10-3.