Access Statistics for Baoline Chen

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 Balanced System of Industry Accounts for the U.S. and Structural Distribution of Statistical Discrepancy 0 0 0 13 0 0 0 53
A Principal-Components Variance Decomposition of Monthly and quarterly Vector Autoregressive Models of the U.S. Economy 0 0 0 0 0 0 0 337
An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games 0 0 0 0 4 6 7 461
An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts 0 0 4 51 1 3 15 186
Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates 0 0 0 0 1 1 4 7
COMPUTING HIGHER MOMENTS IN THE LINEAR-QUADRATIC-EXPONENTIAL-GAUSSIAN OPTIMAL CONTROL PROBLEM 0 0 0 0 4 5 5 1,462
ESTIMATED U.S. MANUFACTURING CAPITAL AND PRODUCTIVITY BASED ON AN ESTIMATED DYNAMIC ECONOMIC MODEL 0 0 0 0 0 0 0 449
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 0 0 76 0 0 1 397
Estimation of Industry Distribution of Statistical Discrepancy in National Accounts 0 0 0 0 1 1 3 229
Estimation of Poorly-Measured Service-Industry Output 0 0 0 0 0 0 0 563
Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data 0 0 0 4 0 0 0 757
Implicit Programming and the Stable Manifold for Optimal Growth Problems 0 0 0 0 0 0 3 405
Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models 0 0 0 71 0 0 0 241
Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models 0 0 0 62 0 1 1 266
Numerical Solution of an Endogenous Growth Model with Threshold Learning 0 0 0 45 4 6 8 200
PERTURBED POLYNOMIAL PATH METHOD FOR ACCURATELY COMPUTING AND EMPIRICALLY EVALUATING TOTAL FACTOR PRODUCTIVITY 0 0 0 0 0 0 1 237
Perturbation Solution of Nonlinear Rational Expectations Models 0 0 0 0 0 0 3 730
Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP 0 0 0 0 0 1 1 433
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 1 282 0 0 2 1,046
The Statistical Reconciliation of Time Series of Accounts after a Benchmark Revision 0 0 1 23 0 0 1 91
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 1 1 3
Total Working Papers 0 0 6 627 15 25 56 8,553

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Balanced System of U.S. Industry Accounts and Distribution of the Aggregate Statistical Discrepancy by Industry 0 0 5 22 3 3 9 102
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 1 33 3 4 7 207
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 0 0 0 624
Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates 0 0 0 2 1 1 4 16
Benchmarking, Temporal Disaggregation, and Reconciliation of Systems of Time Series 0 0 0 5 0 0 0 21
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 4 5 6 289
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 3 3 3 128
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 34 0 0 0 254
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 0 0 501
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 4 4 5 208
Numerical Solution of an Endogenous Growth Model with Threshold Learning 0 0 0 70 0 0 1 291
The statistical reconciliation of time series of accounts between two benchmark revisions 0 1 3 26 5 6 12 109
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 0 0 0 12
Total Journal Articles 0 1 9 549 23 26 47 2,762

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN EXTENDED YULE-WALKER METHOD FOR ESTIMATING A VECTOR AUTOREGRESSIVE MODEL WITH MIXED-FREQUENCEY DATA 0 0 0 0 0 1 1 1
Total Chapters 0 0 0 0 0 1 1 1

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Statistics updated 2025-03-03