← All authors Rolf Tschernig University of Regensburg (from arXiv:2005.03988, 2020) · OpenAlex
16 papers in scope · 14 published · 2 on the econ.EM arXiv · 524 citations · h-index 10 (over the papers listed here)
Papers (2 of 16)
working paper 2020 · arXiv · 1 citations
working paper 2020 · arXiv · 2 citations
Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing Comment
published 2015 · Journal of Institutional and Theoretical Economics JITE
Long-versus medium-run identification in fractionally integrated VAR models
published 2013 · Economics Letters · 3 citations
Long-Run Identification in a Fractionally Integrated System
published 2013 · Journal of Business and Economic Statistics · 13 citations · first circulated 2010
On nonparametric estimation of a hedonic price function
published 2010 · Journal of Applied Econometrics · 30 citations · first circulated 2008
with Harry Haupt, Joachim Schnurbus
Long Memory and the Term Structure of Risk
published 2008 · Journal of Financial Econometrics · 26 citations
with Peter C. Schotman, Jan Budek
NON-AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
published 2002 · Econometric Theory · 45 citations · first circulated 1998
with Lijian Yang
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions
published 2001 · Statistics and Computing · 1 citations · first circulated 1998
with Dominique Geégan, Dominique Guégan
A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS
published 2001 · Communication in Statistics-Theory and Methods · 69 citations · first circulated 1999
Web Quantlets for Time Series Analysis
published 2001 · Annals of the Institute of Statistical Mathematics · 11 citations
Nonparametric Lag Selection for Time Series
published 2000 · Journal of Time Series Analysis · 101 citations · first circulated 1997
with Lijian Yang
Nonparametric Estimation of Generalized Impulse Response Functions
published 2000 · Econometric Society World Congress 2000 Contributed Papers · 4 citations
with Lijian Yang
Multivariate Bandwidth Selection for Local Linear Regression
published 1999 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 88 citations
with Lijian Yang
Nonlinear interest rate dynamics and implications for the term structure
published 1996 · Journal of Econometrics · 117 citations · first circulated 1994
with Gerard A. Pfann, Peter C. Schotman
Illusive Persistence in German Unemployment
published 1992 · Recherches économiques de Louvain · 13 citations
with Klaus F. Zimmermann
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