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	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	1	3	367
Combining inflation density forecasts	0	0	0	112	0	0	1	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	2	78	0	0	7	162
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	1	1	139	1	3	5	280
Forecasting VARs, model selection, and shrinkage	1	1	3	63	1	2	6	137
Total Working Papers	1	2	6	1,082	2	6	25	2,565

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	1	1	0	1	4	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	0	0	3	258
Combining inflation density forecasts	0	0	2	64	0	0	3	184
Simple Identification and Specification of Cointegrated Varma Models	0	0	0	12	0	0	0	37
Total Journal Articles	0	0	5	176	0	1	13	587

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Statistics updated 2025-03-03