Startseite UB

Browse by Institutions of the University

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Creators | Keywords | Item Type | No Grouping
Jump to: B | D | G | H | K | L | M | O | P | R | S | T | V | W | Y
Number of items at this level: 42.

B

Budek, Jan and Schotman, Peter and Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.

D

Demougin, Dominique and Tschernig, Rolf (1993) Costless revelation of private information in the case of a duopoly. Journal of Institutional and Theoretical Economics 149, pp. 443-63.

G

Guegan, Dominique and Tschernig, Rolf (2001) Prediction of chaotic time series in the presence of measurement error: the importance of initial conditions. Statistics and Computing 11, pp. 277-284.

H

Haupt, Harry and Kagerer, Kathrin (2012) Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression. Journal of Retailing and Consumer Services 19 (5), pp. 470-483.

Haupt, Harry and Kagerer, Kathrin and Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), pp. 2939-2954.

Haupt, Harry and Schnurbus, Joachim and Tschernig, Rolf (2010) On Nonparametric Estimation of a Hedonic Price Function. Journal of Applied Econometrics 25 (5), pp. 894-901.

Haupt, Harry and Schnurbus, Joachim and Tschernig, Rolf (2009) 9. Statistical validation of functional form in multiple regression using R. In: Vinod, Hrishikesh D., (ed.) Advances in Social Science Research Using R. Springer, New York, pp. 157-168. (In Press)

Haupt, Harald and Hamella, Sandra (2007) Suitability of WES data for forecasting inflation. In: Elgar, Edward, (ed.) Handbook of Survey-Based Business Cycle Analysis. kein Verlag. (In Press)

Haupt, Harry and Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), pp. 263-269.

Haupt, Harry and Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), pp. 759-764.

Haupt, Harry and Oberhofer, Walter (2005) Stochastic response restrictions. Journal of Multivariate Analysis 95 (1), pp. 66-75.

Härdle, Wolfgang and Kleinow, Torsten and Tschernig, Rolf (2001) Web quantlets for time series analysis. Annals of the Institute of Statistical Mathematics 53, pp. 179-188.

Härdle, Wolfgang and Tschernig, Rolf (2000) Flexible Time Series Analysis. In: Härdle, W. and Hlavka, Z. and Klinke, S., (eds.) XploRe-Application Guide. Springer-Verlag, Heidelberg, pp. 397-458.

K

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. PhD, Universität Regensburg

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

L

Listl, Stefan and Behr, Michael and Eichhammer, Peter and Tschernig, Rolf (2011) The psychological impact of prosthodontic treatment—a discrete response modelling approach. Clinical Oral Investigations.

Lütkepohl, Helmut and Tschernig, Rolf (1996) Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten. In: Bol, G. and Nakhaeizadeh, G. and Vollmer, K.-H., (eds.) Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren. Physica-Verlag, Heidelberg, pp. 145-171.

M

Matros, Philipp and Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

O

Oberhofer, Walter and Haupt, Harald (2014) Asymptotic theory for nonlinear quantile regression under weak dependence. Econometric Theory. (Submitted)

Oberhofer, Walter and Haupt, Harry (2006) Quantile estimation of the censored nonlinear regression model under weak dependence. Journal of Econometrics. (Submitted)

Oberhofer, Walter and Haupt, Harald (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), pp. 243-250.

P

Profit, Stefan and Tschernig, Rolf (1998) Germany's Labor Market Problems: What to do and what not to do - A Survey among Experts. IFO-Studien 44, pp. 307-325.

Pfann, Gerard A. and Schotman, Peter C. and Tschernig, Rolf (1996) Nonlinear interest rate dynamics and implications for the term structure. Journal of Econometrics 74, pp. 149-176.

R

Rech, Gianluigi and Teräsvirta, Timo and Tschernig, Rolf (2001) A simple variable selection technique for nonlinear models. Communications in Statistics Theory and Methods 30, pp. 1227-1241.

S

Schnurbus, Joachim (2014) Multiple nonparametric regression and model validation for mixed regressors. PhD, Universität Regensburg

Schotman, Peter and Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.

Schotman, Peter and Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), pp. 459-495.

T

Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), pp. 299-302.

Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), pp. 438-450.

Tschernig, Rolf (2008) Risikomanagement für Pensionsfonds. Zeitstruktur des Risikos und ein perfektes Gedächtnis. Blick in die Wissenschaft 20, pp. 57-63.

Tschernig, Rolf (2004) Nonparametric Time Series Modelling. In: Lütkepohl, Helmut and Krätzig, Markus, (eds.) Applied Time Series Econometrics. Cambridge University Press, Cambridge. ISBN 0521547873.

Tschernig, Rolf and Yang, Lijang (2003) Multiple index identification of nonlinear vector autoregression. Bulletin of the international Statistical Institute 54th Session: Proceedings, pp. 326-329.

Tschernig, Rolf and Yang, Lijian (2000) Nonparametric lag selection for time series. Journal Of Time Series Analysis 21, pp. 457-487.

Tschernig, Rolf and Lang, Y. (1999) Multivariate bandwidth selection for local linear regression. Journal of the Royal Statistical Society, Series B (Statistical Methodology) 61, pp. 793-815.

Tschernig, Rolf (1998) Coment on "Cointegration Analysis" by H. Bierens. In: Heij, C. and Schumacher, H. and Hanzon, B. and Praagman, K., (eds.) System Dynamics in Economic and Financial Models. Wiley, pp. 244-245.

Tschernig, Rolf (1995) Long memory in foreign exchange rates revisited. Journal of International Financial Markets, Institutions, and Money 5, pp. 53-78.

Tschernig, Rolf (1994) Wechselkurse, Unsicherheit und Long Memory. Physica-Verlag, Heidelberg.

Tschernig, Rolf and Zimmermann, Klaus F. (1992) Illusive persistence in German unemployment. Recherches Économique de Louvain 58, pp. 441-453.

V

Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft Working Paper.

W

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.

Wenzel, Heinz-Dieter and Kristof, Kora and Tschernig, Rolf (1988) A consistent analysis of government financing in a continuous time IS-LM Model. In: Flaschel, P. and Krueger, M., (eds.) Recent Approaches to Economic Dynamics. Peter Lang, Frankfurt am Main.

Y

Yang, Lijian and Tschernig, Rolf (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18, pp. 1408-1448.

This list was generated on Thu Nov 27 07:52:21 2014 CET.
  1. University

University Library

Publication Server

Contact person
Gernot Deinzer

Telefon 0941 943-2759
Contact