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 0 263 2 3 6 632
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 1 5 7 139
Business Cycle Analysis and VARMA models 0 0 0 147 2 18 23 426
Business cycle analysis and VARMA models 0 0 0 43 1 1 5 191
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 6 14 15 382
Combining inflation density forecasts 0 0 1 113 1 7 13 227
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 7 12 16 74
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 1 1 79 2 5 11 173
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 1 1 2 141 1 6 10 290
Forecasting VARs, model selection, and shrinkage 1 1 1 64 2 12 15 152
Total Working Papers 3 3 5 1,087 25 83 121 2,686

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 1 1 6 7 26
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 0 4 6 95
Business cycle analysis and VARMA models 0 0 0 78 0 1 7 265
Combining inflation density forecasts 0 0 1 65 0 6 11 195
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 1 1 38
Total Journal Articles 0 0 1 177 1 18 32 619

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Statistics updated 2026-03-04