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Long-run identification in a fractionally integrated system
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - 2010
Persistent link: https://www.econbiz.de/10008697066
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Long-versus medium-run identifcation in fractionally integrated VAR models
Tscherniga, Rolf; Weber, Enzo; Weigand, Roland - 2013
Persistent link: https://www.econbiz.de/10010212487
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Fractionally integrated VAR models with a fractional lag operator and deterministic trends : finite sample identification and two-step estimation
Tscherniga, Rolf; Weber, Enzo; Weigand, Roland - 2013
Persistent link: https://www.econbiz.de/10009696334
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Matrix Box-Cox models for multivariate realized volatility
Weigand, Roland - 2014
Persistent link: https://www.econbiz.de/10010350103
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Multivariate fractional components analysis
Hartl, Tobias; Weigand, Roland - 2019
Persistent link: https://www.econbiz.de/10011962831
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - 2008
Persistent link: https://www.econbiz.de/10003908050
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - 2008
Persistent link: https://www.econbiz.de/10003908052
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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A simultaneous unobserved components analysis of US output and the great moderation
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908054
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Foreign and domestic growth drivers in Eastern Europe
Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697068