Concepedia

Rolf Tschernig

RT

Statistics

Publications

12

Citations

535

H-Index

11

Active since

1992

Affiliations

Humboldt-Universität zu Berlin(Current)

University of Regensburg

Maastricht University

Michigan State University

Rolf Tschernig is an author at Humboldt-Universität zu Berlin specializing in economics, econometrics, and social sciences.

Publications per year

1992–2013

12

Publications

12

Nonlinear interest rate dynamics and implications for the term structure

Gerard A. Pfann, Peter C. Schotman, Rolf Tschernig · Journal of Econometrics · 1996 · 117 citations

Social Sciences, Economics, Finance +14

Nonparametric Lag Selection for Time Series

Rolf Tschernig, Lijian Yang · Journal of Time Series Analysis · 2000 · 100 citations

Social Sciences, Economics, Econometrics +13

Multivariate Bandwidth Selection for Local Linear Regression

Lijian Yang, Rolf Tschernig · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1999 · 88 citations · Full text

Natural Sciences, Data Science, Derivatives +12

A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS

Gianluigi Rech, Timo Teräsvirta, Rolf Tschernig · Communication in Statistics- Theory and Methods · 2001 · 69 citations

Business, Biostatistics, Econometrics +11

NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS

Lijian Yang, Rolf Tschernig · Econometric Theory · 2002 · 45 citations

Social Sciences, Business Economics, Economics +17

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