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 1 1 264 2 5 9 635
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 6 10 16 148
Business Cycle Analysis and VARMA models 0 0 0 147 4 7 28 431
Business cycle analysis and VARMA models 0 0 0 43 5 6 10 196
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 2 10 19 386
Combining inflation density forecasts 0 0 1 113 4 7 19 233
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 5 14 23 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 2 141 1 2 11 291
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 1 79 1 4 12 175
Forecasting VARs, model selection, and shrinkage 0 1 1 64 3 6 19 156
Total Working Papers 0 4 6 1,088 33 71 166 2,732

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 1 3 9 28
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 4 5 11 100
Business cycle analysis and VARMA models 0 0 0 78 2 5 11 270
Combining inflation density forecasts 0 0 0 65 1 2 12 197
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 1 1 2 39
Total Journal Articles 0 0 0 177 9 16 45 634

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Statistics updated 2026-05-06