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 1 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 1 183
Cointegrated VARMA models and forecasting US interest rates 0 1 2 156 0 1 8 357
Combining inflation density forecasts 0 0 2 112 0 0 4 207
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 8 60 2 5 23 113
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 4 131 0 1 14 265
Forecasting VARs, model selection, and shrinkage 0 0 2 57 0 0 7 121
Total Working Papers 0 2 18 1,020 2 8 58 2,400


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 1 2 13
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 1 1 1 21 1 1 3 85
Business cycle analysis and VARMA models 0 1 2 74 0 2 5 242
Combining inflation density forecasts 0 0 0 60 0 0 3 176
Simple Identification and Specification of Cointegrated Varma Models 0 0 1 12 0 0 1 35
Total Journal Articles 1 2 4 167 1 4 14 551


Statistics updated 2022-05-04