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Browsing by Author "Tschernig, Rolf"
Now showing items 1-7 of 7
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1999-02-01BuchA simple variable selection technique for nonlinear models Rech, Gianluigi; Teräsvirta, Timo; Tschernig, RolfApplying nonparametric variable selection criteria in nonlinear regression models generally requires a substantial computational effort if the data set is large. In this paper we present a selection technique that is ...
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2005-09-29BuchFlexible Time Series Analysis Härdle, Wolfgang Karl; Tschernig, Rolf
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1998-11-05BuchGermany’s Labor Market Problems Profit, Stefan; Tschernig, RolfIn this study we collect information on what economists would suggest for reducing German unemployment. This was done by conducting a detailed survey containing 35 measures at two conferences of different kind. One conference ...
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1998-03-09BuchMultivariate Plug-in Bandwidth for Local Linear Regression Yang, Lijian; Tschernig, RolfOptimal bandwidths for local polynomial regression usually involve functionals of the derivatives of the unknown regression function. In the multivariate case, estimates of these functionals are not readily available, ...
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2000-10-01BuchNonparametric Estimation of Generalized Impulse Response Function Tschernig, Rolf; Yang, Lijian
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1997-07-01BuchNonparametric Lag Selection for Time Series Tschernig, Rolf; Yang, LijianA nonparametric version of the Final Prediction Error (FPE) is proposed for lag selection in nonlinear autoregressive time series. We derive its consistency for both local constant and local linear estimators using a derived ...
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2005-09-15BuchWeb quantlets for time series analysis Härdle, Wolfgang Karl; Kleinow, Torsten; Tschernig, Rolf