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Non- and semiparametric identification of seasonal nonlinear autoregession models

Yang, Lijian; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000168640

On nonparametric estimation of a hedonic price function

Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - 2008

Persistent link: https://www.econbiz.de/10003908052

On nonparametric estimation of a hedonic price function

Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - In: Journal of applied econometrics 25 (2010) 5, pp. 894-901

Persistent link: https://www.econbiz.de/10008667438

Long-run identification in a fractionally integrated system

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - 2010

Persistent link: https://www.econbiz.de/10008697066

Long-run identification in a fractionally integrated system

Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 438-450

Persistent link: https://www.econbiz.de/10010337858

Nonparametric estimation of generalized impulse response function

Tschernig, Rolf; Yang, Lijian - 2000

A local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes is derived and shown to be asymptotically normal. A plug-in bandwidth is obtained that minimizes the asymptotical mean squared error of the GIR estimator. A...

Persistent link: https://www.econbiz.de/10009612034