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 1 1 264 1 4 10 636
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 53 0 9 16 148
Business Cycle Analysis and VARMA models 0 0 0 147 1 6 29 432
Business cycle analysis and VARMA models 0 0 0 43 0 5 10 196
Cointegrated VARMA models and forecasting US interest rates 0 0 0 159 1 5 20 387
Combining inflation density forecasts 0 0 1 113 0 6 19 233
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 7 23 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 79 0 2 12 175
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 141 0 1 11 291
Forecasting VARs, model selection, and shrinkage 0 0 1 64 0 4 19 156
Total Working Papers 0 1 6 1,088 3 49 169 2,735

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 0 2 9 28
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order 0 0 0 21 1 6 12 101
Business cycle analysis and VARMA models 0 0 0 78 0 5 11 270
Combining inflation density forecasts 0 0 0 65 0 2 12 197
Simple Identification and Specification of Cointegrated Varma Models 0 0 0 12 0 1 2 39
Total Journal Articles 0 0 0 177 1 16 46 635

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Statistics updated 2026-06-04