| Combining inflation density forecasts C Kascha, F Ravazzolo Journal of forecasting 29 (1‐2), 231-250, 2010 | 153 | 2010 |
| A comparison of estimation methods for vector autoregressive moving-average models C Kascha Econometric Reviews 31 (3), 297-324, 2012 | 43 | 2012 |
| Business cycle analysis and VARMA models C Kascha, K Mertens Journal of Economic Dynamics and Control 33 (2), 267-282, 2009 | 42 | 2009 |
| Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order C Kascha, C Trenkler Computational statistics & data analysis 55 (2), 1008-1017, 2011 | 11 | 2011 |
| Forecasting VARs, model selection C Kascha, C Trenkler and shrinkage, Working Paper ECON 15-07, University of Mannheim, 2015 | 10 | 2015 |
| A comparison of estimation methods for vector autoregressive moving-average models C Kascha European University Institute, 2007 | 10 | 2007 |
| Simple identification and specification of cointegrated VARMA models C Kascha, C Trenkler Journal of Applied Econometrics 30 (4), 675-702, 2015 | 8 | 2015 |
| Cointegrated VARMA models and forecasting US interest rates C Kascha, C Trenkler Available at SSRN 1957103, 2011 | 7 | 2011 |
| Forecasting VARs, model selection, and shrinkage C Kascha, C Trenkler Working Paper Series 15, 2015 | 6 | 2015 |
| Directed Graphs and Variable Selection in Large Vector Autoregressive Models R Brüggemann, C Kascha Working Paper Series of the Department of Economics, University of Konstanz, 2017 | 2 | 2017 |
| Directed graphs and variable selection in large vector autoregressive models D Bertsche, R Brüggemann, C Kascha Journal of Time Series Analysis 44 (2), 223-246, 2023 | | 2023 |
| Causal Graphs and Variable Selection in Large Vector Autoregressive Models R Brüggemann, C Kascha | | 2016 |
| Forecasting VARs, Model Selection, and Shrinkage CKC Trenkler | | 2015 |
| Forecasting US interest rates with Cointegrated VARMA Models. C Kascha, C Trenkler | | 2011 |
| Money and Credit in Norway C Kascha Staff Memo, 2009 | | 2009 |
| Three essays in time series econometrics C Kascha European University Institute, 2007 | | 2007 |
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-Bolzano在 unibz.it 的电子邮件经过验证
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-Bolzano在 unibz.it 的电子邮件经过验证