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Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
Yang, L.
;
Tschernig, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005796256
Saved in:
2
Multivariate Plug-in Bandwidth for Local Linear Regression
Yang, L.
;
Tschernig, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742860
Saved in:
3
Nonparametric Estimation of Generalized Impulse Response Function
Tschernig, R.
;
Yang, L.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005742991
Saved in:
4
Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models
Yang, L.
;
Tschernig, R.
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010601842
Saved in:
5
Multivariate bandwidth selection for local linear regression
Yang, L.
;
Tschernig, R.
- In:
Journal of the Royal Statistical Society Series B
61
(
1999
)
4
,
pp. 793-815
Persistent link: https://www.econbiz.de/10005658879
Saved in:
6
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate
H. L"UTKEPOHL
;
TSCHERNIG, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005260488
Saved in:
7
Long Memory in Foreign Exchange Rates Revisited
TSCHERNIG, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005838287
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8
A Simple variable selection technique for nonlinear models
Rech, G.
;
Teräsvirta, T.
;
Tschernig, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794882
Saved in:
9
Flexible Time Series Analysis
Härdle, W.
;
Tschernig, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005794948
Saved in:
10
Nonlinear Interest Rate Dynamics and Implications for the Term Structure
PFANN, G.
;
SCHOTMAN, P.
;
TSCHERNIG, R.
-
Sonderforschungsbereich 373, Quantifikation und …
Persistent link: https://www.econbiz.de/10005795075
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