Christian Kascha

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Directed graphs and variable selection in large vector autoregressive models
Journal of Time Series Analysis
2023-08-24Paper
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
Econometric Reviews
2022-05-31Paper
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
Computational Statistics and Data Analysis
2014-04-14Paper
Combining inflation density forecasts
Journal of Forecasting
2011-01-06Paper
Business cycle analysis and VARMA models
Journal of Economic Dynamics and Control
2009-08-07Paper


Research outcomes over time


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