Rolf Tschernig : Citation Profile


Are you Rolf Tschernig?

Universität Regensburg

9

H index

8

i10 index

214

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: 15.    Total self citations: 7 (3.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts46
   Updated: 2020-05-16    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 (11)

Gil-Alana, Luis (9)

Härdle, Wolfgang (7)

Lovcha, Yuliya (6)

van Dijk, Dick (5)

Yang, Lijian (5)

Santucci de Magistris, Paolo (4)

Hartl, Tobias (4)

Perez-Laborda, Alejandro (4)

Cites to:

Yang, Lijian (10)

Härdle, Wolfgang (7)

Tsybakov, Alexandre (5)

Johansen, Soren (4)

Yang, Lucy (4)

Backus, David (3)

Zin, Stanley (3)

Gil-Alana, Luis (3)

Nielsen, Morten (3)

Shiller, Robert (2)

Caporale, Guglielmo Maria (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). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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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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2020Urban Vibrancy: An Emerging Factor that Spatially Influences the Real Estate Market. (2020). Rolando, Diana ; Curto, Rocco ; Barreca, Alice. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:346-:d:304127.

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2020An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba ; Latif, Khalid. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: Discussion Papers. RePEc:not:notgts:19/01.

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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). O'Hara, Keith ; Doppelt, Ross. 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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paper14
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: 14
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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article64
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: 64
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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paper20
1997Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers.
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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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2000Flexible time series analysis In: SFB 373 Discussion Papers.
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paper1

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