Bibliography of the Universität Regensburg

Rameseder, Stefan (2024) The Applicability of Functional Data in Multi-Unit Auctions. PhD, Universität Regensburg.

Hartl, Tobias (2023) Fractional unobserved components and factor models: econometric theory and applications. PhD, Universität Regensburg.

Lauf, Alexander (2022) Essays on Forecasting Curves and Behavioral Economics. PhD, Universität Regensburg.

Rust, Christoph (2022) Improving The Applicability of Functional Regression in Econometrics. PhD, Universität Regensburg.

Eppelsheimer, Johann, Jahn, Elke and Rust, Christoph (2022) The spatial decay of human capital externalities - A functional regression approach with precise geo-referenced data. Regional Science and Urban Economics 95, p. 103785.

Baum, Philip , Lenzi, Jacopo , Diers, Johannes , Rust, Christoph , Eichhorn, Martin E. , Taber, Samantha , Germer, Christoph-Thomas, Winter, Hauke and Wiegering, Armin (2022) Risk-Adjusted Mortality Rates as a Quality Proxy Outperform Volume in Surgical Oncology—A New Perspective on Hospital Centralization Using National Population-Based Data. Journal of Clinical Oncology 40 (10), pp. 1041-1050. Fulltext not available.

Hartl, Tobias and Jucknewitz, Roland (2020) Approximate state space modelling of unobserved fractional components. Econometric Reviews, pp. 1-24. Fulltext not available.

Liebl, Dominik, Rameseder, Stefan and Rust, Christoph (2020) Improving Estimation in Functional Linear Regression With Points of Impact: Insights Into Google AdWords. Journal of Computational and Graphical Statistics 29 (4), pp. 814-826. Fulltext not available.

Liebl, Dominik and Rameseder, Stefan (2019) Partially observed functional data: The case of systematically missing parts. Computational Statistics & Data Analysis 131, pp. 104-115. Fulltext not available.

Weigand, Roland (2018) Modeling Multivariate Time Series with Fractional Integration in Macroeconomics and Finance. PhD, Universität Regensburg.

Nguyen Thanh, Binh (2017) The Impact of Economic Uncertainty on Housing, Labor and Financial Markets. PhD, Universität Regensburg.

Vosseler, Alexander and Weber, Enzo (2017) Bayesian analysis of periodic unit roots in the presence of a break. Applied Economics 49 (38), pp. 3841-3862. Fulltext not available.

Huber, Stephan and Nguyen Thanh, Binh (2016) Vertical Specialization in the EU and the Causality of Trade. Applied Economics Letters. Fulltext not available.

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Working Paper, Regensburg.

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

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

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

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

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

Tschernig, Rolf, Weber, Enzo and Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), pp. 299-302. Fulltext not available.

Kagerer, Kathrin (2014) Smooth quantile-based modeling of brand sales, price and promotional effects from retail scanner panels. Journal of Applied Econometrics 29 (6), pp. 1007-1028. Fulltext not available.

Tschernig, Rolf, 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.

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.

Tschernig, Rolf, Weber, Enzo and Weigand, Roland (2013) Long-Run Identification in a Fractionally Integrated System. Journal of Business & Economic Statistics 31 (4), pp. 438-450. Fulltext not available.

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. Fulltext not available.

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.

Haupt, Harry, 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. Fulltext not available.

Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 462, Working Paper.

Listl, Stefan , Behr, Michael, Eichhammer, Peter and Tschernig, Rolf (2011) The psychological impact of prosthodontic treatment—a discrete response modelling approach. Clinical Oral Investigations. Fulltext not available.

Haupt, Harry, 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, Schnurbus, Joachim and Tschernig, Rolf (2010) On nonparametric estimation of a hedonic price function. Journal of Applied Econometrics 25 (5), pp. 894-901. Fulltext not available.

Haupt, Harry, 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.

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

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

Schotman, P. C., Tschernig, R. and Budek, J. (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), pp. 459-495. Fulltext not available.

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

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) Fulltext not available.

Haupt, Harry and Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), pp. 263-269. Fulltext not available.

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

Oberhofer, Walter and Haupt, Harry (2006) Quantile estimation of the censored nonlinear regression model under weak dependence. Journal of Econometrics. (Submitted) Fulltext not available.

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

Oberhofer, Walter and Haupt, Harald (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), pp. 243-250. Fulltext not available.

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.

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.

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

Rech, Gianluigi, 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, 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.

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

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.

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.

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., 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.

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.

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

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.

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

Wenzel, Heinz-Dieter, 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.