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 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
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


Statistics updated 2023-11-05