The following pages link to Christian Kascha (Q2271624):
Displayed 5 items.
- Business cycle analysis and VARMA models (Q2271626) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149) (← links)
- Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)