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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10006796320
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Special issue on Nonlinear non-Gaussian models and related filtering methods - Web quantlets for time series analysis
Härdle, Wolfgang; Kleinow, Torsten; Tschernig, Rolf - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 1, pp. 179
Persistent link: https://www.econbiz.de/10006564321
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Costless Revelation of Private Information in a Duopoly
Demougin, Dominique; Tschernig, Rolf - In: Journal of institutional and theoretical economics : JITE 149 (1993) 2, pp. 443-463
Persistent link: https://www.econbiz.de/10007578586
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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/10006972300
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On nonparametric estimation of a hedonic price function
Haupt, Harry; Schnurbus, Joachim; Tschernig, Rolf - In: Journal of applied econometrics 25 (2010) 5, pp. 894-902
Persistent link: https://www.econbiz.de/10008433214
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Macroeconomic integration in Asia-Pacific : common stochastic trends and business cycle coherence
Weber, Enzo - In: The Icfai University journal of applied economics 8 (2009) 3/4, pp. 84-106
Persistent link: https://www.econbiz.de/10009048451
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Analyzing U.S. Output and the Great Moderation by Simultaneous Unobserved Components
WEBER, ENZO - In: Journal of money, credit and banking : JMCB 43 (2011) 8, pp. 1579-1598
Persistent link: https://www.econbiz.de/10009804601
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Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data
Ülkü, Numan; Weber, Enzo - In: Journal of banking & finance 37 (2013) 8, pp. 2733-2749
Persistent link: https://www.econbiz.de/10010132097
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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 97 (2013) 3, pp. 287-295
Persistent link: https://www.econbiz.de/10010145101
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Die Vorteile überwiegen : makroökonomische Perspektive auf die Hartz-Reformen
Klinger, Sabine; Rothe, Thomas; Weber, Enzo - In: IAB-Kurzbericht : aktuelle Analysen aus dem Institut … (2013) 11, pp. 1-8
Persistent link: https://www.econbiz.de/10010147883