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	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
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	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

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Statistics updated 2023-03-10