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 2 12 17 481
Analytic Derivatives for Estimation of Linear Dynamic Models 1 1 1 44 1 5 6 103
Cointegration Analysis with Mixed-Frequency Data 1 1 1 281 3 7 10 696
Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model 0 1 1 77 2 5 8 405
Estimating A Multivariate Arma Model with Mixed-Frequency Data: An Application to Forecasting U.S. GNP at Monthly Intervals 0 3 6 171 1 7 19 434
Extended Yule-Walker Identification of Varma Models with Single- or Mixed- Frequency Data 0 0 0 0 0 1 5 8
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data 0 0 0 7 2 10 14 60
Extended Yule-Walker identification of Varma models with single- or mixed frequency data 0 0 0 33 0 8 14 71
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data 0 0 0 696 1 6 14 3,256
Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models 16 16 16 16 5 10 10 10
Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims 1 1 1 2 2 5 7 13
Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims 1 1 1 21 1 6 9 22
Long-Run Expectations And Capacity 0 0 0 103 1 7 9 642
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process 0 0 0 124 3 6 10 381
Real-Time State Space Method for Computing Smoothed Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 12 2 4 6 50
Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI 0 0 0 0 0 2 6 8
Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions 0 0 1 283 2 7 11 1,057
WEIGHTED-COVARIANCE FACTOR DECOMPOSITION OF VARMA MODELS APPLIED TO FORECASTING QUARTERLY U.S. REAL GDP AT MONTHLY INTERVALS 0 0 0 0 0 1 5 8
Total Working Papers 20 24 28 1,870 28 109 180 7,705

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 3 8 83
An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations 0 0 0 34 0 6 7 185
An anticipative feedback solution for the infinite-horizon, linear-quadratic, dynamic, Stackelberg game 0 0 0 33 1 5 11 221
An eigenvalue method of undetermined coefficients for solving linear rational expectations models 0 0 0 231 1 3 11 1,087
Analytic Derivatives for Estimation of Discrete-Time 0 0 0 53 0 2 6 199
Analytic derivatives of the matrix exponential for estimation of linear continuous-time models1 0 0 0 200 1 5 7 631
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models 1 1 1 72 1 3 8 296
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 0 14 0 1 2 29
Estimated U.S. manufacturing production capital and technology based on an estimated dynamic structural economic model 0 0 0 32 1 5 12 305
Estimation of vector error correction models with mixed-frequency data 0 0 0 26 0 2 4 73
Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data 0 0 0 12 0 2 6 61
Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model 0 0 0 0 1 3 9 656
Further model-based estimates of US total manufacturing production capital and technology, 1949–2005 0 0 0 17 0 2 8 139
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies 0 0 3 93 0 1 8 192
Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem 0 0 0 89 0 1 4 505
Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity 0 0 0 17 2 7 16 227
Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals 0 0 0 2 0 0 4 16
Total Journal Articles 1 1 4 947 8 51 131 4,905

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 2 2 2 3
Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data 0 0 0 0 1 1 7 16
Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate Garch(p 0 0 0 0 0 1 1 3
Total Chapters 0 0 0 0 3 4 10 22
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