Publikationen - Lehrstuhl Prof.
- Bücher / Books
- Beiträge in referierten Zeitschriften / Refereed papers in Journals
- Zeitschriftenbeiträge / Papers in Journals
- Buchbeiträge / Papers in books
- Arbeitspapiere, graue Literaur, Sonstiges / Working papers, gray literature, other publications
Bücher / Books
Rolf Tschernig:
Wechselkurse, Unsicherheit und Long Memory
Physica-Verlag, Heidelberg 1994.
Beiträge in referierten Zeitschriften / Refereed papers in Journals
Stefan Listl, Michael Behr, Peter Eichhammer, Rolf Tschernig:
The psychological impact of prosthodontic treatment—a discrete response modelling approach
Clinical Oral Investigations (2011).
[Online First™, 21 Juli 2011]
Harry Haupt, Kathrin Kagerer, Joachim Schnurbus:
Cross-validating fit and predictive accuracy of nonlinear quantile regressions
Journal of Applied Statistics 12/38 (2011) 2939-2954.
Harry Haupt, Joachim Schnurbus, Rolf Tschernig:
On Nonparametric Estimation of a Hedonic Price Function
Journal of Applied Econometrics 5/25 (2010) 894-901.
Peter Schotman, Rolf Tschernig, Jan Budek:
Long Memory and the Term Structure of Risk
Journal of Financial Econometrics 4/6 (2008) 459-495.
Walter Oberhofer, Harald Haupt:
Asymptotic theory for nonlinear quantile regression under weak dependence
Econometric Theory (2006).
Harry Haupt, Walter Oberhofer:
Generalized adding-up in systems of regression equations
Economics Letters 2/92 (2006) 263-269.
Harry Haupt, Walter Oberhofer:
Best affine unbiased representations in the fully restricted general Gauss-Markov model
Journal of Multivariate Analysis 3/97 (2006) 759-764.
Lijian Yang, Rolf Tschernig:
Non- and semiparametric identification of seasonal nonlinear autoregression models
Econometric Theory 18 (2002) 1408-1448.
Wolfgang Härdle, Torsten Kleinow, Rolf Tschernig:
Web quantlets for time series analysis
Annals of the Institute of Statistical Mathematics 53 (2001) 179-188.
Gianluigi Rech, Timo Teräsvirta, Rolf Tschernig:
A simple variable selection technique for nonlinear models
Communications in Statistics Theory and Methods 30 (2001) 1227-1241.
Dominique Guegan, Rolf Tschernig:
Prediction of chaotic time series in the presence of measurement error: the importance of initial conditions
Statistics and Computing 11 (2001) 277-284.
Rolf Tschernig, Lijian Yang:
Nonparametric lag selection for time series
Journal Of Time Series Analysis 21 (2000) 457-487.
Rolf Tschernig, Y. Lang:
Multivariate bandwidth selection for local linear regression
Journal of the Royal Statistical Society, Series B (Statistical Methodology) 61 (1999) 793-815.
Stefan Profit, Rolf Tschernig:
Germany's Labor Market Problems: What to do and what not to do - A Survey among Experts
IFO-Studien 44 (1998) 307-325.
[On this survey there was an article in the Süddeutsche Zeitung on December 3, 1998 (only German).]
Gerard A. Pfann, Peter C. Schotman, Rolf Tschernig:
Nonlinear interest rate dynamics and implications for the term structure
Journal of Econometrics 74 (1996) 149-176.
Rolf Tschernig:
Long memory in foreign exchange rates revisited
Journal of International Financial Markets, Institutions, and Money 5 (1995) 53-78.
Dominique Demougin, Rolf Tschernig:
Costless revelation of private information in the case of a duopoly
Journal of Institutional and Theoretical Economics 149 (1993) 443-63.
Rolf Tschernig, Klaus F. Zimmermann:
Illusive persistence in German unemployment
Recherches Économique de Louvain 58 (1992) 441-453.
Zeitschriftenbeiträge / Papers in Journals
Rolf Tschernig:
Risikomanagement für Pensionsfonds. Zeitstruktur des Risikos und ein perfektes Gedächtnis
Blick in die Wissenschaft 20 (2008) 57-63.
Walter Oberhofer, Harry Haupt:
Quantile estimation of the censored nonlinear regression model under weak dependence
Journal of Econometrics (2006).
Harry Haupt, Walter Oberhofer:
Stochastic response restrictions
Journal of Multivariate Analysis 1/95 (2005) 66-75.
Walter Oberhofer, Harald Haupt:
The asymptotic distribution of the unconditional quantile estimator under dependence
Statistics & Probability Letters 3/73 (2005) 243-250.
Rolf Tschernig, Lijang Yang:
Multiple index identification of nonlinear vector autoregression
Bulletin of the international Statistical Institute 54th Session: Proceedings (2003) 326-329.
Buchbeiträge / Papers in books
Harry Haupt, Joachim Schnurbus, Rolf Tschernig:
Statistical validation of functional form in multiple regression using R
Advances in Social Science Research Using R, Springer, New York 2009, 157-168.
Harald Haupt, Sandra Hamella:
Suitability of WES data for forecasting inflation
Handbook of Survey-Based Business Cycle Analysis, kein Verlag, 2007.
Rolf Tschernig:
Nonparametric Time Series Modelling
Applied Time Series Econometrics, Cambridge University Press, Cambridge 2004.
Wolfgang Härdle, Rolf Tschernig:
Flexible Time Series Analysis
XploRe-Application Guide, Springer-Verlag, Heidelberg 2000, 397-458.
Rolf Tschernig:
Coment on "Cointegration Analysis" by H. Bierens
System Dynamics in Economic and Financial Models, Wiley, 1998, 244-245.
Helmut Lütkepohl, Rolf Tschernig:
Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdaten
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren, Physica-Verlag, Heidelberg 1996, 145-171.
Heinz-Dieter Wenzel, Kora Kristof, Rolf Tschernig:
A consistent analysis of government financing in a continuous time IS-LM Model
Recent Approaches to Economic Dynamics, Peter Lang, Frankfurt am Main 1988.
Arbeitspapiere, graue Literaur, Sonstiges / Working papers, gray literature, other publications
Johannes Vilsmeier:
Updating the Option Implied Probability of Default Methodology
Working Paper, 12.10.2011.
Rolf Tschernig, Enzo Weber, Roland Weigand:
Long-run Identification in a Fractionally Integrated System
Working Paper, Regensburg, 2010.
Peter Schotman, Rolf Tschernig, Jan Budek:
Long Memory and the Term Structure of Risk
Working Paper, 2008.
Jan Budek, Peter Schotman, Rolf Tschernig:
Long Memory and the Term Structure of Risk, working paper WP 06-009
Working Paper, 24.02.2006.
35 entries.