9
H index
9
i10 index
253
Citations
Rolf Tschernig : Citation Profile
Universität Regensburg | RESEARCH PRODUCTION: 11 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1992 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Rolf Tschernig. | Is cited by:
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Main data
Where Rolf Tschernig has published?
Recent works citing Rolf Tschernig (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A memory in the bond: Green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework. (2023). Mishra, Tapas ; Tian, Shu ; Uddin, Gazi Salah ; Parhi, Mamata ; Park, Donghyun. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001500. Full description at Econpapers || Download paper |
| 2023 | Bandwidth selection for statistical matching and prediction. (2023). Sperlich, Stefan ; Cao, Ricardo ; Barbeito, Ines. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00838-7. Full description at Econpapers || Download paper |
Works by Rolf Tschernig:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Fractional trends in unobserved components models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Fractional trends and cycles in macroeconomic time series In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Long-run Identification in a Fractionally Integrated System In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Long-Run Identification in a Fractionally Integrated System.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2013 | Fractionally 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. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Long- versus medium-run identification in fractionally integrated VAR models In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Long- versus medium-run identification in fractionally integrated VAR models.(2014) In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Long- versus medium-run identification in fractionally integrated VAR models.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2008 | On Nonparametric Estimation of a Hedonic Price Function In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 18 |
| 2010 | On nonparametric estimation of a hedonic price function.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2008 | Long Memory and the Term Structure of Risk In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. [Full Text][Citation analysis] | paper | 12 |
| 2008 | Long Memory and the Term Structure of Risk.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 1999 | Multivariate bandwidth selection for local linear regression In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 28 |
| 2000 | Nonparametric Lag Selection for Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 30 |
| 1997 | Nonparametric lag selection for time series.(1997) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2017 | Der exzellente Kopilot des ifo In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
| 1992 | Illusive Persistence in German Unemployment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 1992 | Illusive Persistence in German Unemployment.(1992) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1998 | Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 1998 | Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models.(1998) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2000 | Nonparametric Estimation of Generalized Impulse Response Functions In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 3 |
| 2000 | Nonparametric estimation of generalized impulse response function.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1996 | Nonlinear interest rate dynamics and implications for the term structure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 70 |
| 1994 | Nonlinear Interest Rate Dynamics and Implications for the Term Structure.(1994) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2000 | A simple variable selection technique for nonlinear models In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 21 |
| 1999 | A simple variable selection technique for nonlinear models.(1999) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2015 | Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing In: Journal of Institutional and Theoretical Economics (JITE). [Full Text][Citation analysis] | article | 0 |
| 2001 | Web Quantlets for Time Series Analysis In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 7 |
| 2000 | Web quantlets for time series analysis.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1994 | Long Memory in Foreign Exchange Rates Revisited In: SFB 373 Discussion Papers. [Citation analysis] | paper | 10 |
| 1995 | Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
| 1995 | The Identification of Fractional ARIMA Models In: SFB 373 Discussion Papers. [Citation analysis] | paper | 3 |
| 1996 | Nonlinearities in German Unemployment Rates: A Nonparametric Analysis In: SFB 373 Discussion Papers. [Citation analysis] | paper | 4 |
| 1997 | Multivariate plug-in bandwidth for local linear regression In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Germanys labor market problems: What to do and what not to do? A survey among experts In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Flexible time series analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team