Rolf Tschernig : Citation Profile


Are you Rolf Tschernig?

Universität Regensburg

9

H index

8

i10 index

211

Citations

RESEARCH PRODUCTION:

9

Articles

25

Papers

RESEARCH ACTIVITY:

   23 years (1992 - 2015). See details.
   Cites by year: 9
   Journals where Rolf Tschernig has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (3.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts46
   Updated: 2019-04-20    RAS profile: 2015-10-12    
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Relations with other researchers


Works with:

Weber, Enzo (5)

Weigand, Roland (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rolf Tschernig.

Is cited by:

Medeiros, Marcelo (17)

Chikhi, Mohamed (14)

Teräsvirta, Timo (10)

Gil-Alana, Luis (9)

Härdle, Wolfgang (7)

Lovcha, Yuliya (6)

van Dijk, Dick (5)

Yang, Lijian (4)

DIEBOLT, Claude (4)

Lisi, Gaetano (4)

Caporale, Guglielmo Maria (4)

Cites to:

Yang, Lijian (10)

Härdle, Wolfgang (7)

Tsybakov, Alexandre (5)

Johansen, Soren (4)

Yang, Lucy (4)

Gil-Alana, Luis (3)

Zin, Stanley (3)

Nielsen, Morten (3)

Backus, David (3)

Shiller, Robert (2)

Anderson, Heather (2)

Main data


Where Rolf Tschernig has published?


Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes13
University of Regensburg Working Papers in Business, Economics and Management Information Systems / University of Regensburg, Department of Economics6

Recent works citing Rolf Tschernig (2018 and 2017)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2017Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119.

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2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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2017Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35.

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2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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2017Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de laction Orange. (2017). Chikhi, Mohamed. In: MPRA Paper. RePEc:pra:mprapa:76691.

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2018Bayesian Estimation of Fractionally Integrated Vector Autoregressions and an Application to Identified Technology Shocks. (2018). Doppelt, Ross ; O'Hara, Keith . In: 2018 Meeting Papers. RePEc:red:sed018:1212.

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2017Bandwidth matrix selectors for kernel regression. (2017). Kolaek, Jan ; Horova, Ivana . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0709-3.

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2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market. (2017). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1145-x.

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2017EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT. (2017). Zhuo, Xiaoyang ; Menoukeu-Pamen, Olivier . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500285.

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Works by Rolf Tschernig:


YearTitleTypeCited
2010Long-run Identification in a Fractionally Integrated System In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper11
2013Long-Run Identification in a Fractionally Integrated System.(2013) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 11
article
2013Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper2
2013Long- versus medium-run identification in fractionally integrated VAR models In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper0
2014Long- versus medium-run identification in fractionally integrated VAR models.(2014) In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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This paper has another version. Agregated cites: 0
paper
2014Long- versus medium-run identification in fractionally integrated VAR models.(2014) In: Economics Letters.
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This paper has another version. Agregated cites: 0
article
2008On Nonparametric Estimation of a Hedonic Price Function In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper13
2010On nonparametric estimation of a hedonic price function.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 13
article
2008Long Memory and the Term Structure of Risk In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
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paper10
2008Long Memory and the Term Structure of Risk.(2008) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 10
article
1999Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B.
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article25
1992Illusive Persistence in German Unemployment In: CEPR Discussion Papers.
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paper9
1992Illusive Persistence in German Unemployment.(1992) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has another version. Agregated cites: 9
paper
1998Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions In: Working Papers.
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paper0
2001Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions.(2001) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2002NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory.
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article7
1998Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models.(1998) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2000Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers.
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paper2
2000Nonparametric estimation of generalized impulse response function.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
1996Nonlinear interest rate dynamics and implications for the term structure In: Journal of Econometrics.
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article63
1994Nonlinear Interest Rate Dynamics and Implications for the Term Structure.(1994) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 63
paper
2000A simple variable selection technique for nonlinear models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper24
1999A simple variable selection technique for nonlinear models.(1999) In: SFB 373 Discussion Papers.
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paper
2015Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing In: Journal of Institutional and Theoretical Economics (JITE).
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article0
2001Web Quantlets for Time Series Analysis In: Annals of the Institute of Statistical Mathematics.
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article7
2000Web quantlets for time series analysis.(2000) In: SFB 373 Discussion Papers.
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paper
1994Long Memory in Foreign Exchange Rates Revisited In: SFB 373 Discussion Papers.
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paper10
1995Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate In: SFB 373 Discussion Papers.
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paper0
1995The Identification of Fractional ARIMA Models In: SFB 373 Discussion Papers.
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paper3
1996Nonlinearities in German Unemployment Rates: A Nonparametric Analysis In: SFB 373 Discussion Papers.
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paper3
1997Nonparametric lag selection for time series In: SFB 373 Discussion Papers.
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paper19
1997Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers.
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paper0
1998Germanys labor market problems: What to do and what not to do? A survey among experts In: SFB 373 Discussion Papers.
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paper2
2000Flexible time series analysis In: SFB 373 Discussion Papers.
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paper1

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