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Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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Non- and semiparametric identification of seasonal nonlinear autoregression models
Yang, Lijian; Tschernig, Rolf - In: Econometric theory 18 (2002) 6, pp. 1408-1448
Persistent link: https://www.econbiz.de/10001716911
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Flexible times series analysis
Härdle, Wolfgang; Tschernig, Rolf - 2000
Persistent link: https://www.econbiz.de/10001509214
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A simple variable selection techniques for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999 - Rev. version
Persistent link: https://www.econbiz.de/10001464671
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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
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Costless revelation of private information in a duopoly
Demougin, Dominique - In: Journal of institutional and theoretical economics : JITE 149 (1993) 2, pp. 443-463
Persistent link: https://www.econbiz.de/10001153278
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - 1994
Persistent link: https://www.econbiz.de/10000899154
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Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000984196
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Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Lütkepohl, Helmut - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 145-171). 1996
Persistent link: https://www.econbiz.de/10001318068
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Illusive persistence in German unemployment
Tschernig, Rolf; Zimmermann, Klaus F. - In: Recherches économiques de Louvain 58 (1992) 3/4, pp. 441-453
Persistent link: https://www.econbiz.de/10001331024