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 1 1 1 264 1 4 7 633
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 3 8 10 142
Business Cycle Analysis and VARMA models 0 0 0 147 1 16 24 427
Business cycle analysis and VARMA models 0 0 0 43 0 1 5 191
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 2 15 17 384
Combining inflation density forecasts 0 0 1 113 2 9 15 229
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 2 13 18 76
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 1 79 1 4 11 174
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 2 141 0 5 10 290
Forecasting VARs, model selection, and shrinkage 0 1 1 64 1 10 16 153
Total Working Papers 1 4 6 1,088 13 85 133 2,699

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 7 8 27
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 5 7 96
Business cycle analysis and VARMA models 0 0 0 78 3 4 10 268
Combining inflation density forecasts 0 0 1 65 1 6 12 196
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 1 38
Total Journal Articles 0 0 1 177 6 22 38 625

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Statistics updated 2026-04-09