Access Statistics for Christian Jonathan Kascha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 263 0 0 0 626
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 2 132
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 1 186
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 0 3 367
Combining inflation density forecasts 0 0 0 112 0 0 0 214
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 0 0 58
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 139 0 1 5 280
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 78 0 1 7 163
Forecasting VARs, model selection, and shrinkage 0 1 2 63 0 1 5 137
Total Working Papers 0 1 5 1,082 0 3 23 2,566


Journal Article File Downloads Abstract Views
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 1 0 0 3 19
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 0 3 89
Business cycle analysis and VARMA models 0 0 2 78 1 1 4 259
Combining inflation density forecasts 1 1 2 65 1 1 3 185
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 0 37
Total Journal Articles 1 1 4 177 2 2 13 589


Statistics updated 2025-05-12