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 1 262 1 2 2 624
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 1 184
Cointegrated VARMA models and forecasting US interest rates 1 1 2 157 1 1 3 359
Combining inflation density forecasts 0 0 0 112 0 0 0 207
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 3 25 0 1 11 52
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 2 9 68 2 5 28 137
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 3 134 0 1 5 269
Forecasting VARs, model selection, and shrinkage 0 0 2 59 1 1 5 126
Total Working Papers 3 5 20 1,060 5 11 55 2,490


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 1 1 1 14
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 1 21 0 1 2 86
Business cycle analysis and VARMA models 0 1 2 76 0 2 12 253
Combining inflation density forecasts 0 0 0 60 0 0 0 176
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 0 2 37
Total Journal Articles 0 1 3 169 1 4 17 566


Statistics updated 2023-03-10