Access Statistics for Peter A. Zadrozny

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
An Anticipative Feedback Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games 0 0 0 0 0 3 10 464
Analytic Derivatives for Estimation of Linear Dynamic Models 0 0 0 43 0 0 1 97
Cointegration Analysis with Mixed-Frequency Data 0 0 1 280 1 4 7 687
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 0 0 76 0 0 0 397
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 1 2 9 167 1 5 24 418
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 0 0 1 3
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 0 1 2 46
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 1 33 1 2 4 58
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 3 696 2 4 10 3,244
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 0 0 0 1 0 0 2 6
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 0 0 0 20 1 1 4 14
Long-Run Expectations And Capacity 0 0 0 103 0 1 2 634
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 0 0 1 371
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 0 0 0 44
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 0 0 2 2
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 1 282 0 0 1 1,046
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 0 1 3
Total Working Papers 1 2 15 1,844 6 21 72 7,534

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A consistent, closed-loop solution for infinite-horizon, linear-quadratic, dynamic Stackelberg games 0 0 0 22 0 0 1 75
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 1 2 2 179
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 0 3 9 210
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 0 0 1 1,076
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 0 0 0 193
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 0 0 0 624
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 0 0 0 71 0 0 1 288
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 0 14 0 0 0 27
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 0 4 10 293
Estimation of vector error correction models with mixed-frequency data 0 0 1 26 0 0 2 69
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 1 12 0 0 1 55
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 1 1 3 648
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 0 3 6 131
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 0 2 90 0 0 6 184
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 1 4 9 212
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 0 4 943 3 17 51 4,777

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 0 1 1
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 0 0 1 9
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 0 0 4 12
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Statistics updated 2025-06-06