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 1 622
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 0 0 129
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 2 184
Cointegrated VARMA models and forecasting US interest rates 0 0 2 156 1 1 5 358
Combining inflation density forecasts 0 0 1 112 0 0 2 207
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 3 132 1 1 9 267
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 5 62 2 4 21 119
Forecasting VARs, model selection, and shrinkage 2 2 3 59 3 3 7 124
Total Working Papers 2 3 14 1,025 7 9 47 2,413


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 2 13
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 1 21 0 0 2 85
Business cycle analysis and VARMA models 0 0 2 74 0 0 9 246
Combining inflation density forecasts 0 0 0 60 0 0 1 176
Simple Identification and Specification of Cointegrated Varma Models 0 0 1 12 1 1 3 37
Total Journal Articles 0 0 4 167 1 1 17 557


Statistics updated 2022-09-05