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Information about:
Rolf Tschernig

Personal Details | Affiliation | Works
This is information that was supplied by Rolf Tschernig in registering through RePEc. If you are Rolf Tschernig , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Rolf
Middle Name:
Last Name: Tschernig
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RePEc Short-ID: pts46

Email:
Homepage: http://www.wiwi.uni-regensburg.de/tschernig/mitarbeiter_frame.htm
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  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:

  2. Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999. "A simple variable selection technique for nonlinear models," Working Paper Series in Economics and Finance 296, Stockholm School of Economics, revised 06 Apr 2000.
    Other versions:

  3. Guegan, D. & Tschernig, R., 1998. "Prediction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions," Papers 9802, Institut National de la Statistique et des Etudes Economiques-.

  4. Tschernig, Rolf J.V. & Zimmermann, Klaus F, 1992. "Illusive Persistence in German Unemployment," CEPR Discussion Papers 739, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  5. R. Tschernig, . "Nonlinearities in German Unemployment Rates: A Nonparametric Analysis," Sonderforschungsbereich 373 1996-45, Humboldt Universitaet Berlin.

  6. L. Yang & R. Tschernig, . "Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models," Sonderforschungsbereich 373 1998-114, Humboldt Universitaet Berlin.
    Published as:

  7. R. Tschernig, . "Long Memory in Foreign Exchange Rates Revisited," Sonderforschungsbereich 373 1994-46, Humboldt Universitaet Berlin.

  8. L. Yang & R. Tschernig, . "Multivariate Plug-in Bandwidth for Local Linear Regression," Sonderforschungsbereich 373 1997-99, Humboldt Universitaet Berlin.

  9. H. L"Utkepohl & R. Tschernig, . "Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate," Sonderforschungsbereich 373 1995-51, Humboldt Universitaet Berlin.

  10. W. Härdle & R. Tschernig, . "Flexible Time Series Analysis," Sonderforschungsbereich 373 2000-51, Humboldt Universitaet Berlin.

  11. R. Tschernig & L. Yang, . "Nonparametric Lag Selection for Time Series," Sonderforschungsbereich 373 1997-59, Humboldt Universitaet Berlin.

  12. C. M. Schmidt & R. Tschernig, . "The Identification of Fractional ARIMA Models," Sonderforschungsbereich 373 1995-8, Humboldt Universitaet Berlin.

  13. W. Härdle & T. Kleinow & R. Tschernig, . "Web quantlets for time series analysis," Sonderforschungsbereich 373 2000-1, Humboldt Universitaet Berlin.
    Published as:

  14. G. Pfann & P. Schotman & R. Tschernig, . "Nonlinear Interest Rate Dynamics and Implications for the Term Structure," Sonderforschungsbereich 373 1994-43, Humboldt Universitaet Berlin.
    Published as:

  15. S. Profit & R. Tschernig, . "Germany' s Labor Market Problems: What to do and what not to do? A Survey Among Experts," Sonderforschungsbereich 373 1998-94, Humboldt Universitaet Berlin.

Articles

  1. Yang, Lijian & Tschernig, Rolf, 2002. "Non- And Semiparametric Identification Of Seasonal Nonlinear Autoregression Models," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1408-1448, September. [Downloadable!]
    Other versions:

  2. 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)
    Other versions:

  3. L. Yang & R. Tschernig, 1999. "Multivariate bandwidth selection for local linear regression," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 793-815. [Downloadable!] (restricted)

  4. Pfann, Gerard A. & Schotman, Peter C. & Tschernig, Rolf, 1996. "Nonlinear interest rate dynamics and implications for the term structure," Journal of Econometrics, Elsevier, vol. 74(1), pages 149-176, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 1999-02-08 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 1999-02-08 Author is listed
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This page was last updated on 2008-7-7.

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