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Publications by Tschernig, Rolf

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Number of items: 29.

2015

Tschernig, Rolf (2015) Racial Disparities, Judge Characteristics, and Standards of Review in Sentencing: Comment. Journal of Institutional and Theoretical Economics (JITE) 171 (1), pp. 53-57. Fulltext not available.

2014

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.
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2013

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. Fulltext not available.

Tschernig, Rolf and Weber, Enzo and Weigand, Roland (2013) Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 471, Working Paper, University of Regensburg, Regensburg.
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2011

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. Fulltext not available.

2010

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.
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2009

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) Fulltext not available.

2008

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.
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Schotman, Peter and Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.
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Tschernig, Rolf (2008) Risikomanagement für Pensionsfonds. Zeitstruktur des Risikos und ein perfektes Gedächtnis. Blick in die Wissenschaft 20, pp. 57-63.
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2006

Budek, Jan and Schotman, Peter and Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.
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2004

Tschernig, Rolf (2004) Nonparametric Time Series Modelling. In: Lütkepohl, Helmut and Krätzig, Markus, (eds.) Applied Time Series Econometrics. Cambridge University Press, Cambridge. ISBN 0521547873. Fulltext not available.

2003

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. Fulltext not available.

2002

Yang, Lijian and Tschernig, Rolf (2002) Non- and semiparametric identification of seasonal nonlinear autoregression models. Econometric Theory 18, pp. 1408-1448. Fulltext not available.

2001

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. Fulltext not available.

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. Fulltext not available.

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.
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2000

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.
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Tschernig, Rolf and Yang, Lijian (2000) Nonparametric lag selection for time series. Journal Of Time Series Analysis 21, pp. 457-487. Fulltext not available.

1999

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. Fulltext not available.

1998

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. Fulltext not available.

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. Fulltext not available.

1996

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. Fulltext not available.

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. Fulltext not available.

1995

Tschernig, Rolf (1995) Long memory in foreign exchange rates revisited. Journal of International Financial Markets, Institutions, and Money 5, pp. 53-78. Fulltext not available.

1994

Tschernig, Rolf (1994) Wechselkurse, Unsicherheit und Long Memory. Physica-Verlag, Heidelberg.
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1993

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. Fulltext not available.

1992

Tschernig, Rolf and Zimmermann, Klaus F. (1992) Illusive persistence in German unemployment. Recherches Économique de Louvain 58, pp. 441-453. Fulltext not available.

1988

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. Fulltext not available.

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