Rolf Tschernig
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Long-Run Identification in a Fractionally Integrated System Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Long- versus medium-run identification in fractionally integrated VAR models Economics Letters | 2014-08-07 | Paper |
| NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS Econometric Theory | 2003-05-18 | Paper |
| A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
| Web quantlets for time series analysis Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
| Nonparametric lag selection for time series models Journal of Time Series Analysis | 2001-10-09 | Paper |
| Multivariate Bandwidth Selection for Local Linear Regression Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-01-31 | Paper |
| Nonlinear interest rate dynamics and implications for the terms structure Journal of Econometrics | 1996-12-08 | Paper |
Research outcomes over time
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