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 1 264 0 1 10 636
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 16 148
Business Cycle Analysis and VARMA models 0 0 0 147 1 2 30 433
Business cycle analysis and VARMA models 0 0 0 43 1 1 11 197
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 1 2 21 388
Combining inflation density forecasts 0 0 1 113 0 0 19 233
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 0 22 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 141 0 2 12 293
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 79 0 0 11 175
Forecasting VARs, model selection, and shrinkage 0 0 1 64 0 0 19 156
Total Working Papers 0 0 5 1,088 3 8 171 2,740

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 2 2 11 30
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 1 12 101
Business cycle analysis and VARMA models 0 0 0 78 0 0 9 270
Combining inflation density forecasts 0 0 0 65 0 0 12 197
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 2 39
Total Journal Articles 0 0 0 177 2 3 46 637

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Statistics updated 2026-08-07