Access Statistics for Christian Jonathan Kascha

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	263	0	3	3	629
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	0	0	0	53	0	2	2	134
Business Cycle Analysis and VARMA models	0	0	0	147	3	7	8	411
Business cycle analysis and VARMA models	0	0	0	43	0	3	4	190
Cointegrated VARMA models and forecasting US interest rates	0	0	0	159	1	2	3	369
Combining inflation density forecasts	0	1	1	113	0	6	6	220
Directed Graph and Variable Selection in Large Vector Autoregressive Models	0	0	0	25	1	3	5	63
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	0	0	78	2	3	8	170
Directed Graphs and Variable Selection in Large Vector Autoregressive Models	0	0	2	140	1	3	8	285
Forecasting VARs, model selection, and shrinkage	0	0	1	63	3	6	7	143
Total Working Papers	0	1	4	1,084	11	38	54	2,614

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	1	1	20
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	0	0	0	21	0	1	2	91
Business cycle analysis and VARMA models	0	0	0	78	0	3	6	264
Combining inflation density forecasts	0	0	1	65	1	4	6	190
Simple Identification and Specification of Cointegrated Varma Models	0	0	0	12	1	1	1	38
Total Journal Articles	0	0	1	177	2	10	16	603

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Statistics updated 2026-01-09