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 1 1 11 637
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 0 1 29 433
Business cycle analysis and VARMA models 0 0 0 43 0 1 10 197
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 0 1 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 79 0 0 10 175
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 141 1 3 13 294
Forecasting VARs, model selection, and shrinkage 0 0 1 64 2 2 21 158
Total Working Papers 0 0 5 1,088 4 9 172 2,744

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 12 31
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 0 11 101
Business cycle analysis and VARMA models 0 0 0 78 0 0 9 270
Combining inflation density forecasts 0 0 0 65 0 0 11 197
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 2 39
Total Journal Articles 0 0 0 177 1 3 45 638

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Statistics updated 2026-09-10