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 0 261 0 0 1 621
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 4 129
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 3 182
Cointegrated VARMA models and forecasting US interest rates 0 0 0 154 2 3 9 353
Combining inflation density forecasts 0 0 2 111 0 0 9 205
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 2 13 57 3 5 25 98
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 2 129 2 5 10 258
Forecasting VARs, model selection, and shrinkage 0 1 4 56 1 3 8 117
Total Working Papers 1 4 21 1,011 8 16 69 2,366


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 0 0 0 3 11
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 20 1 1 4 83
Business cycle analysis and VARMA models 0 0 1 72 0 0 3 237
Combining inflation density forecasts 0 0 0 60 2 2 10 175
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 11 0 0 0 34
Total Journal Articles 0 0 1 163 3 3 20 540


Statistics updated 2021-09-05