Access Statistics for Christian Jonathan Kascha

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models	1	1	2	263	1	1	4	626
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	0	0	0	53	0	0	1	130
Business Cycle Analysis and VARMA models	0	0	0	147	0	0	0	403
Business cycle analysis and VARMA models	0	0	0	43	0	0	0	184
Cointegrated VARMA models and forecasting US interest rates	0	1	3	159	1	2	5	363
Combining inflation density forecasts	0	0	0	112	0	1	3	210
Directed Graph and Variable Selection in Large Vector Autoregressive Models	0	0	0	25	0	2	6	56
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	3	5	138	0	4	6	274
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	3	10	75	1	5	24	150
Forecasting VARs, model selection, and shrinkage	0	0	1	60	0	2	6	131
Total Working Papers	1	8	21	1,075	3	17	55	2,527

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models	0	0	0	0	0	0	2	15
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	0	0	0	21	0	0	1	86
Business cycle analysis and VARMA models	0	0	1	76	0	0	5	254
Combining inflation density forecasts	0	0	1	61	0	1	4	180
Simple Identification and Specification of Cointegrated Varma Models	0	0	0	12	0	0	0	37
Total Journal Articles	0	0	2	170	0	1	12	572

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Statistics updated 2023-11-05