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 4 620
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 1 5 127
Business Cycle Analysis and VARMA models 0 0 0 147 0 0 1 403
Business cycle analysis and VARMA models 0 0 0 43 0 2 4 181
Cointegrated VARMA models and forecasting US interest rates 0 0 0 154 1 1 10 346
Combining inflation density forecasts 0 0 0 109 1 2 10 198
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 2 18 50 1 2 39 82
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 3 127 0 1 20 249
Forecasting VARs, model selection, and shrinkage 0 1 1 53 0 2 9 111
Total Working Papers 1 3 22 997 3 11 102 2,317


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 8
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 20 0 1 3 80
Business cycle analysis and VARMA models 0 0 0 71 1 1 7 236
Combining inflation density forecasts 0 0 0 60 3 4 10 169
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 11 0 0 2 34
Total Journal Articles 0 0 0 162 4 6 25 527


Statistics updated 2021-01-03