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	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	1	132
Business Cycle Analysis and VARMA models	0	0	0	147	0	1	1	404
Business cycle analysis and VARMA models	0	0	0	43	0	1	1	187
Cointegrated VARMA models and forecasting US interest rates	0	0	0	159	0	0	1	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	1	2	2	60
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	0	2	140	1	1	6	282
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	0	0	78	2	3	6	167
Forecasting VARs, model selection, and shrinkage	0	0	2	63	0	0	4	137
Total Working Papers	0	0	4	1,083	4	8	22	2,576

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	1	0	0	2	19
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	0	0	0	21	0	1	2	90
Business cycle analysis and VARMA models	0	0	0	78	0	2	3	261
Combining inflation density forecasts	0	0	1	65	0	1	2	186
Simple Identification and Specification of Cointegrated Varma Models	0	0	0	12	0	0	0	37
Total Journal Articles	0	0	1	177	0	4	9	593

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Statistics updated 2025-10-06